Brain Snack 6
Getting business value out of Time Series ML In Finance
You’ve probably read about how Machine Learning is often used in Hedge Funds for pattern recognition, to support quantitative strategies for trading in the capital markets. However, you might not be aware that Machine Learning can assist in many other areas in the finance industry: by forecasting mortgage prepayment rates, detecting delinquencies and estimating credit risk, for example. In this session, Greg Oliven, CTO of our US partner Polygon Research, will cover “Predicting Borrower Prepayment behavior in the US Mortgage Market”.