AI/ML for Systematic Investing

Giovedì 26 Giugno 2025 10:00

Thursday 26th of June 2025, from 10:00 to 14:00, in room P2.7, Building MO25, Dipartimento di Ingegneria “Enzo Ferrari”, Via Vivarelli 10, 411125 (Modena)
Prof. Petter Kolm will give a lecture with the title "AI/ML for Systematic Investing". The lecture is particularly targeted to students of the Master on Artificial Intelligence Engineering and Computer Science, but is open to all interested people.

10:00-12:00 “Deep Dive into AI/ML for Systematic Investing: Methodologies, Applications, and Emerging Trends”
ABSTRACT
Building upon the introductory talk, this session offers a deeper exploration of Artificial Intelligence (AI) and Machine Learning (ML) methods applied to systematic investing. We discuss supervised, unsupervised, and reinforcement learning techniques, emphasizing their use in key investment processes such as forecasting, portfolio construction, and trade execution. Special attention is given to common methodological pitfalls, including overfitting, interpretability challenges, and regime shifts, alongside robust strategies to mitigate these issues. The session concludes by highlighting open challenges and promising future directions, particularly adaptive and real-time learning frameworks

12:00-14:00 “AI/ML in Systematic Investing and Trading: Recent Advances and challenges Ahead”
ABSTRACT
Artificial Intelligence (AI) and Machine Learning (ML) are having a profound impact on systematic investing and trading, fundamentally transforming quantitative strategy development and execution. This talk highlights recent advances in applying AI and ML to systematic investment management, emphasizing their practical roles in generating alpha, optimizing portfolios, and enhancing trading strategies. We argue that maintaining a human-in-the-loop is essential to effectively address challenges and fully realize the benefits of ML-driven automation. The presentation concludes by highlighting promising directions, opportunities, and challenges ahead.
 

Biography: Petter Kolm is a Clinical Professor at NYU’s Courant Institute, where he directs the Mathematics in Finance Master’s program. In 2021, he was honored as “Quant of the Year” by Portfolio Management Research (PMR) and the Journal of Portfolio Management (JPM) for his significant contributions to quantitative portfolio theory. He has co-authored numerous influential articles and books on quantitative finance and financial data science. Petter serves on several company advisory boards (including Aisot, Axyon AI, and GoQuant), editorial boards for leading academic journals, and boards of directors for professional associations. Previously, he worked in Quantitative Strategies at Goldman Sachs Asset Management. As a consultant and expert witness, Petter provides expertise in financial machine learning, portfolio and risk management, and systematic trading. He earned his Ph.D. in Mathematics from Yale University, an M.Phil. in Applied Mathematics from the Royal Institute of Technology (KTH), and an M.S. in Mathematics from ETH Zurich

This is an event sponsored by Regione Emilia Romagna with the project "Seminari su temi avanzati di Intelligenza Artificiale" Rif.PA 2024-23126/RER, CUP: E93C24001690002.

Autore: - Ultima modifica: Martedì 28 Luglio 2026 09:04