Machine learning in Finance using Python
SpeakerEric Tham ／英語
Python has a rich library for machine learning. Common techniques of machine learning in finance include classification, regression and clustering. Classification techniques are used for example in sentiment analysis of financial news and tweets. Clustering has been used in portfolio selection, whilst general regression has been used in various time series analysis.
Eric Tham is a double Masters’ degree holder with a MS Financial Engineering from Columbia University and a MSBA (Big Data Analytics) from the NUS. He has about 10 years of financial experience as a quant in banks and an oil major. Recently, he has developed an interest in Big Data especially in the area of text and sentiment analytics. Presently, he is a Director of a startup firm that does sentiment analysis on the Chinese financial markets.