Video length is 42:37

Model Risk Management for Alpha Strategies Created with Deep Learning

Ben Steiner, BNP Paribas Asset Management

In this session, you’ll learn about:

  • Understanding the challenges of using deep learning to build alpha generation strategies
  • Model risk management to detect when machine learning strategies are not performing as intended
  • Can you model a constantly moving market? When DL should (and should not) be used

Recorded: 15 Oct 2019