The Northern California Chapter of the MTA invites you to our next chapter meeting on Wednesday, September 9, 2015. We are honored to have Tucker Balch, Ph.D Chief Scientist of Lucena Research, as our guest speaker for this meeting.
Tucker will present on the use of genetic algorithms to find effective stock screens. No prior knowledge of Machine Learning (ML) or Genetic Algorithms (GAs) is assumed. The presentation is appropriate for those who want to learn about how ML is affecting finance and trading.
Registration for this event is free for MTA Members/Affiliates and for Non-Members. We encourage you to bring clients or colleagues interested in technical analysis to this presentation.
Complete event details are listed below.
Rick Leonhardt, CMT
Northern California Chapter Chair
Member Registration
Non-Member Registration
DATE:
Wednesday, September 9, 2015
TIME:
12:00 PM - 1:15 PM PDT
TOPIC:
Use of Genetic Algorithms to find Effective Stock Screens
In the context of big data analysis and the explosion of technical, fundamental and other predictive data sources, how can one ascertain which indicators are most predictive for a given time and market conditions?
A Genetic Algorithm (GA) is a type of Machine Learning (ML) algorithm inspired by the theory of evolution. Dr. Tucker Balch will introduce approaches to the use of GAs to build successful stock screens for trading and investing. The presentation will include example strategies utilizing GAs and other ML techniques developed at Lucena Research. Tucker will also talk about some of the challenges for ML in trading and lessons learned.
[No prior knowledge of Machine Learning (ML) or Genetic Algorithms (GAs) is assumed. The presentation is appropriate for those who want to learn about how ML is affecting finance and trading.]
SPEAKER:
Tucker Balch, Ph.D. is a former fighter pilot and now professor of Interactive Computing at Georgia Tech, and Chief Scientist of Lucena Research. His online course “Computational Finance, Part I” has been taken by more than 170,000 students worldwide. At Georgia Tech he teaches courses in Artificial Intelligence and Finance. Balch has published over 120 research publications related to Robotics and Machine Learning. His work has been covered by the Wall Street Journal, Institutional Investor, CNN and the New York Times. His graduated students work at Goldman Sachs, Morgan Stanley, Citadel, AQR, and Yahoo! Finance.
LOCATION:
University of San Francisco
Rooms 154-156
2130 Fulton St
San Francisco, CA 94117
COST:
Registration is free for members and non-members.
This chapter meeting qualifies for 3 Continuing Education (CE) credits.
