In this episode, we hear from Peng Cheng, Head of Big Data and AI Strategies in the Global Research department of J.P. Morgan.  Peng runs through two ways in which his team are leveraging ML/ AI techniques to forecast stock returns: on the one hand, using cross-sectional AI to assess corporate sentiment at the stock level (‘Smartbuzz’), and on the other hand, using time series machine learning techniques to forecast future returns.  Peng also discusses what these toolkits say about markets today.  Peng is in discussion with Eloise Goulder, Head of the Data Assets & Alpha Group.
This episode was recorded on September 13, 2023.
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