Center for Advanced Intelligence Project

Speaker: Gary Kazantsev (Bloomberg)

Title: Machine Learning in Finance

Abstract: In this talk we will discuss the recent evolution of the machine
learning landscape from the perspective of the participants in the
global financial industry. We will discuss the development route of
several Bloomberg ML/NLP projects such as sentiment analysis,
prediction of market impact, social media monitoring, question
answering, topic clustering and theme discovery. These
interdisciplinary problems lie at the intersection of linguistics,
finance, computer science and mathematics, requiring methods from
signal processing, machine vision and other fields. We will talk
about the methods, problem formulation, and throughout, talk about
practicalities of delivering machine learning solutions to problems
of finance, highlighting issues such as importance of appropriate
problem decomposition, validation and interpretability. We will also
discuss possible future directions for the applications of natural
language processing and machine learning methods in finance. The talk
will end with a Q&A session.

Bio: Gary Kazantsev is the Head of the Machine Learning group at Bloomberg,
leading projects at the intersection of computational linguistics,
machine learning and finance such as sentiment analysis, market impact
indicators, statistical text classification, social media analytics,
question answering, recommendation systems and predictive modeling of
financial markets. He is engaged in advisory roles with start ups in
FinTech and machine learning space and is the co-organizer of the annual
Columbia Machine Learning in Finance workshop. He holds degrees in
physics, mathematics and computer science from Boston University.