Artificial Intelligence and Machine Learning in Trading (Part 1)

Investor Education & Capacity Building Programmes

16
Nov 2022

8:30 pm - 10:30 pm

SIDC LAMS

Speakers : Yi Peng

5 CPE

MYR FOC *Fee is not inclusive of 8% SST

Derivatives Programme for Professionals

This initiative is supported by the Capital Market Development Fund (CMDF)

The economic significance of artificial intelligence (AI) is a fundamental question investors face. With the world’s top hedge funds using machine learning (ML) to find new investment opportunities, it is imperative for investors to know what kinds of financial applications may be leveraged by this constantly evolving technology. With the exponential growth in data, AI is arguably the best tool to ingest, decipher and learn the patterns of the financial markets.

In the first part of the programme, we will examine the various ways in which artificial intelligence could be used to improve investment outcomes by enhancing investor insights. The focus will be on how AI is being applied in major financial institutions and funds.

We start with the fundamentals of machine/deep learning so that the participant will have a strong foundation to understand how neural networks work and be able to extrapolate to more complicated use cases. As deep learning systems become increasingly complex, this will require a greater emphasis on the understanding of how the underlying algorithms work.

We then cover case studies using papers/books written by the top hedge funds and sell side banks. We will peek into how the world’s smartest minds in finance are modelling the financial markets, which is notoriously hard to mine due to their low signal to noise ratio.

   

Programme Objective

This programme is designed to provide participants with an introduction and thematic discussion on the application of AI and ML techniques in trading and its other significant use in the capital market.

 

Mode

Live Webinar

 

Target Audience

  • Capital Market and Services Representative License (CMSRL) holders
  • Professionals Trader and Investor

Learning Outcomes

Upon completion of the programme, participants will be able to:

  • Explain what AI/ML is and how it can be used in trading and investing
  • Discuss broad different ML categories, including supervised, unsupervised and deep learning
  • Describe the trends and significance AI and ML in the financial markets
  • Examine the use cases of machine learning for investing in capital markets

Competencies

  1. Foundational (Product) – Capital Market Products (Level 3)
  2. Functional (Technical)  – Digital Technology Application (Level 3)
  3. Functional (Process) – Derivatives Dealing (Level 3)
8.30 pm – 10.30 pm Introduction to AI and Machine Learning

  • Background and intuitive understanding of Deep/Machine learning
  • How it can be used to solve problems in trading and investing

Different ML methods

  • Supervised Learning
  • Unsupervised Learning
  • Deep learning
  • Semi/Self Supervised Learning

Application of Machine Learning in Capital Markets

  • Market Prediction
    • Automating Technical Analysis/Visual Inspection of Charts
    • Deep learning applications to predict stock returns
  • Risk Management – Unsupervised methods and structural break detection
  • Sentiment Analysis – Systematic and accurate financial sentiment analysis
  • Meta Labeling/Quantamental – Augmenting fundamental analysis with machine learning

About the Speaker

Yi Peng

Senior Quantitative Strategist

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*The SIDC reserves the right to amend the programme as deemed appropriate without prior notice

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