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Machine Learning, Fantasy Football and Factor Investing with Kevin Zatloukal

Machine Learning, Fantasy Football and Factor Investing with Kevin Zatloukal

FromExcess Returns


Machine Learning, Fantasy Football and Factor Investing with Kevin Zatloukal

FromExcess Returns

ratings:
Length:
57 minutes
Released:
Mar 14, 2021
Format:
Podcast episode

Description

In this episode, we are joined by Kevin Zatloukal. Kevin teaches Computer Science at the University of Washington and has his Ph.D. in Computer Science from MIT. He previously was a programmer for both Microsoft and Google. He is also a member of O'Shaughnessy Asset Management's Research Partner Program, where he has written two papers applying machine learning concepts to investing.  In the interview, we discuss the basics of machine learning and some examples of how it is applied, including: 
- the different types of machine learning and some common algorithms 
- how machine learning can be used in fantasy football to identify players with the potential for success - the application of decision stumps and clustering to value investing  
- the balance between intuition and empirical results  
We hope you enjoy the discussion. 
FOLLOW KEVIN ON TWITTER
Kevin Zatloukal (@kczat) / Twitter
ABOUT THE PODCAST
Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.
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FOLLOW JACK
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FOLLOW JUSTIN
Twitter: https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
Released:
Mar 14, 2021
Format:
Podcast episode

Titles in the series (100)

Excess Returns is an investing podcast hosted by Jack Forehand and Justin Carbonneau, partners at Validea. Justin and Jack discuss a wide range of investing topics, including factor investing, value investing, momentum investing and behavioral finance, with the goal of helping those who watch and listen become better long term investors, all in twenty minutes or less per episode.