AI and the Index Management Problem

Video description

Presented by Douglas Hamilton – Chief Data Scientist, NASDAQ’s Machine Intelligence Lab

Over the last decade, hundreds of billions of dollars of capital have retreated from active to passive management, driven in part by investors seeking lower management fees. With this we have seen rapid growth in the index and exchange traded fund space, leading to the development of several distinct classes. At least one of these classes, Smart Beta, is ripe for AI augmentation. We outline the unique challenges of index management and discuss the application of Information Theory, Machine Learning, and Optimization in solving those challenges.

Table of contents

  1. AI and the Index Management Problem 00:28:53

Product information

  • Title: AI and the Index Management Problem
  • Author(s): Data Science Salon
  • Release date: September 2019
  • Publisher(s): Data Science Salon
  • ISBN: None