Time Zone: UTC

19 May 15:30 – 19 May 16:00 in Talks

Advanced data transformation pipeline for AI portfolio management

Michael Sebbah, Noureddine Boumlaik, Philippe Cotte

Audience level:
Intermediate

Description

AI algorithms for financial portfolio management require distributed computation based on complex worklows. We are happy to share with you how we transform many financial data based on Dask to reach this goal. Dask distributed on Kubernetes is a simple but powerful solution for that. Furthermore we will present a thin wrapper on top of Dask futures to allow lazy and partial computations.

Abstract

This talk is a hands-on journey to build advanced workflows on top of Dask futures.

You are interested in understanding how to use financial market data to train ML algorithms, you have a basic knowledge of Python and Pandas. At Advestis we develop advanced AI algorithms, we will share with you:

You'll get a better understanding of Dask futures and also a fresh approach to ML algorithms in financial portfolio management.