Faye Kilburn is senior staff writer for asset management and insurance, covering risk management, derivatives and regulatory issues as they affect the buy side.
Based in New York, Faye joined Infopro Digital (then Incisive Media) in 2010 on the graduate scheme, and previously worked as deputy editor at Inside Market Data covering technology and capital markets.
Random forest model aims to sort success stories like Amazon and Netflix from fast-growth losers
Fund builds Mandarin-reading algo to gauge sentiment of retail investors
Quants flag signal-to-noise ratio as key to reducing overfitting risk
Data-as-a-service chief says asset managers risk being swamped by new types of information
Funds are still struggling to explain why so many of them did so badly last year
Buy-siders limit usage of deep learning techniques due to haziness over their inner workings
Uncorrelated information is a rare species but there are other ways to make funky new data work
Techniques that worked in the natural sciences may not translate well to financial markets
Quants explore links between ESG investment and outperformance
Random forest technique sheds light on flux in how factors mix, manager says
Some firms “stumbling” with new technology, conference hears