Hong Kong Machine Learning Season 5 Episode 5

 06.06.2023 -  Hong Kong Machine Learning -  ~3 Minutes


  • Tuesday, June 6, 2023 from 7:00 PM to 9:00 PM (Hong Kong Time)


  • This HKML Meetup was hosted online on Zoom.

The page of the event on Meetup: HKML S5E5


Talk 1: The ADIA Lab Market Prediction Competition: an overview

Abstract: The cross-section forecast problem is a difficult but fascinating challenge in finance that involves predicting the relative performance of a group of investments over time. The problem arises because directly predicting the future price of a single asset is very hard. So instead, we can predict how different investments will do compared to each other. This is done by tracking a pool of investment vehicles over time. The pool is usually made up of assets that are obtained according to some rule, like the S&P 500. The challenge of the competition is to rank the investments from best to worst at each given date. The scoring function for the competition is based on Spearman’s rank correlation, which measures how well the predicted ranking of the investments matches up with the actual ranking.

Speaker: Matteo Manzi is Lead Quant Researcher at CrunchDAO, a Platform that act as a secured intermediary between Financial institutions and Researchers to produce next-generation predictive insights. He has a background in machine learning and dynamical systems and was the Co-Founder of Poincaré Trajectories, which was integrated into CrunchDAO in October 2022. Matteo graduated with a Masters in Space Flight with a Talent Scholarship from TU Delft, worked as a researcher in the Horizon 2020 program by the European Commission in the UK, and later as a flight dynamics software engineer for the Space Debris Office of the European Space Agency.


Talk 2: Investing with Intelligence: How Artificial Intelligence Helps Asset Managers Make Informed Investment Decisions

Abstract: In recent years, artificial intelligence has revolutionized the world of asset management. This presentation will explore how AI is changing the way we invest, and how it is helping asset managers make smarter investment decisions.

Speaker: Rebecca Lim (AutoML Capital) Rebecca is the CEO and founder of AutoML Capital, a WealthTech company that utilizes its proprietary machine learning algorithm to provide Asset Management and Investment Services. In 2022, AutoML Capital was awarded the Hong Kong FinTech Impetus Awards, IFTA Gold Award for WealthTech, and Certificate of Merit of the ICT Award. Rebecca holds an undergraduate and master’s degree in Physics from the University of Oxford, where she specialized in Atmospheric Physics and Particle Physics. Prior to her entrepreneurship, she spent 12 years in Banking and Finance, working in Sales&Trading, Private Banking (Hong Kong and London), and specializing in market risks, derivative pricing, and portfolio management. In 2017, she co-founded Automated Machine Learning and developed the self-learning AI Engine, “ML Brain,” which was later used by AutoML Capital. In 2022, Rebecca was recognized with the Hong Kong Professional Elite Ladies Selection award, which honors women who display exemplary professionalism, ethics, and achievements in their work, dedication to their families, and contributions to their communities. Additionally, she won the grand award for the Young Women Engineer of the Year award 2022 in the open category.


Talk 3: Building a S&P 500 company classification from Wikipedia articles (guided by ChatGPT)

Abstract: Some stocks analysis based on ChatGPT prompting.

Speaker: Gautier Marti is a quant. He spends his days and nights exploring various datasets with tools ranging from OLS and PCA to Transformers.