Source: https://www.linkedin.com/feed/update/urn%3Ali%3Ashare%3A6773276250778738688
Earlier #IntraDay #Vol is Now #IntraMinute #Vol with ‘Flat’ EoD:
#CFA #Keynote: Advancing Hedge Funds Chief Investment Officer Practices: #Model #Risk Management with Auto Machine Learning: JP Morgan and Goldman Sachs Practices Case Studies.
https://lnkd.in/ech3rhN :
We introduce #VaR #RiskManagement #Models using J.P. Morgan pioneering focus on #Investment #Performance, #Analytics, and #Risk to build understanding about #ModelRisks. #AI & #ML are introduced in terms of the #Statistical #Probabilistic #Analytics underlying performance of such Models. We advance beyond #Normality and #Linearity assumptions with sophisticated Models while introducing #Bayesian #Inference as a complement to above models to mitigate Model Risks often attributed to #Frequentist Methodologies. Advancing beyond #Risk to #Uncertainty increasingly characterizing emerging global financial markets, we underscore the need for #Augmented #Intelligence characterizing #SmartMinds smartly using #SmartTools with illustrative cases and examples.
Keywords: #CFA, #HedgeFunds, #ChiefInvestmentOfficer, #ModelRiskManagement, #AutoML, #AutoMachineLearning, #JPMorgan, #GoldmanSachs .
Global Risk Management Network LLC: #AI #ML #DL #Quant #Cyber #Crypto #Quantum & #Risk #Computing
