Evolutionary approach to building financial models

[KritiKathuria]

• Abstract (2-3 lines) As with many fields, applications of machine learning and computational methods are expanding to the financial world too. Modelling financial markets is a challenging area despite the availability of data. This is because of the myriad factors influencing every movement of the stocks and unavailability of a "test" dataset on which we can test and tune models. Natural Computing methods, umbrella for evolutionary computing methods, which have been inspired by the phenomenon occurring in the real world. Hence, these methodologies are equipped to deal with systems that have high dimensional and dynamic attributes., like the financial market.

• Brief Description and Contents to be covered Genetic algorithms, genetic programming, forecasting, portfolio optimization.

• Pre-requisites for the talk

• Time required for the talk

• Link to slides

• Will you be doing hands-on demo as well?

• Link to ipython notebook (if any)

• About yourself I like reading, Bucky Barnes, working out, psychology, finance and machine learning. I am working on mixing the latter two fields. I believe in compassion and kindness.

• Are you comfortable if the talk is recorded and uploaded to PyData Delhi's YouTube channel ? Yes

• Any query ?

[shagunsodhani]

Hey @KritiKathuria Thank you for the proposal! Could you please add more details about the motivation of applying evolutionary methods. For example, is there a reason for unavailability of data? Why would standard data splitting strategies work? Also, some more details on the evolutionary model would be useful for the audience.

Looking forward to your talk.

[MSanKeys963]

Hi @KritiKathuria ! :) Any updates?

[MSanKeys963]

Slight reminder @KritiKathuria.

[KritiKathuria]

Hi guys! I am terribly sorry for having absconded like this. I am still highly interested in pydata-delhi, and actively working(again) on the content for this. My sincere and profuse apologies!!

@MSanKeys963

[KritiKathuria]

@MSanKeys963 , was curious about something. Recently, was in the organizing team of useR-delhi. That was not restricted by language. Is pydata restricted to only Python, or can one use any language(R, Julia)?

[MSanKeys963]

You can use Julia, R and other related languages. We're always looking for talks in R.

[MSanKeys963]

@KritiKathuria are you planning to deliver this?

[manojpandey]

@KritiKathuria Are you ready with the content?

[KritiKathuria]

I am. The content is in R since you said talks in R are welcome. @manojpandey cc@shagunsodhani @Dawny33

[Dawny33]

@KritiKathuria No problem. R also comes under the Pydata umbrella.

[manojpandey]

@MSanKeys963 Can we slot this for the next meetup? 😄