Quants warn over flaws in machine learning predictions

Six quants debate whether the tool can adjust to paradigm shifts in financial markets

Could changes in market regime­s cause machine learning-based strategies to quickly break down?

The use of machine learning in building investment strategies is limited by data and fails to adapt to changes that humans could otherwise quickly pick up, argued quants at a debate held in London on March 7.

Six experts from the industry participated in a Risk.net debate as part of the Quant Europe conference held in London. The debate asked whether machine learning and artificial intelligence are a revolutionary set of tools that will fundamentally change investment strategies.

Those speakin

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: