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Beyond Markowitz With Machine Learning in Portfolio Management with Alejandro Rodriguez Dominguez

Beyond Markowitz With Machine Learning in Portfolio Management with Alejandro Rodriguez Dominguez

FromThe Ensemble Podcast, by CrunchDAO


Beyond Markowitz With Machine Learning in Portfolio Management with Alejandro Rodriguez Dominguez

FromThe Ensemble Podcast, by CrunchDAO

ratings:
Length:
92 minutes
Released:
Apr 27, 2023
Format:
Podcast episode

Description

Alejandro Rodriguez Dominguez is Head of Quantitative Research and Analysis at Miralta Bank, Madrid. With extensive experience in financial engineering, he leads Data Analytics and Solutions in Quantitative Finance for the group. Through the creation of AI financial solutions for their clients, Alejandro develops data architecture for both regulatory and strategic reporting. Alongside the modeling and implementation of risk management practices for Miralta Bank, he creates data-driven market analysis tools for brokerage clients.

Alejandro holds a PhD in Computer Science from the University of Reading, and a Master’s degree in Artificial Intelligence from Munster Technological University. His research interests include Solutions for Continual Learning and Catastrophic Forgetting in AI, Information Geometry and AI, Correlation Dynamics (changes and forecasting), AI for Pricing, and Risk Management of Financial Products, and Systematic Trading Strategies with a focus on Pricing, Nowcasting, Dynamical Systems, and Statistics and Probability.

Our conversation focused on the interaction of classic quantitative finance with machine learning, the use of random matrix theory in finance.
Released:
Apr 27, 2023
Format:
Podcast episode

Titles in the series (9)

From Chaos Theory, through mathematical and Crowdsourced research, the Ensemble Podcast addresses the scientific issues related to financial prediction.  The interviews are conducted by our lead quant Matteo Manzi. Market predictions solved by its decentralised network of 2000 data scientists and 200 PHDs positions CrunchDAO’s as a leader in building a symbiotic connection and harmonised relationship between the futurist DAO and institutional investor networks. In addition, with its transparent and decentralised nature, CrunchDAO is at the forefront of social innovation and redefining the future of work for data scientists around the world.