Knowledge Discovery in Financial Data with
Bayesian Networks and BayesiaLab
This seminar was held on June 19, 2018, in Chicago. A video recording of the event is currently being prepared for upload.
- Presentation Slides (PDF, 63 MB)
Given the popularity of our S&P 500 example for high-dimensional unsupervised learning, we now return to studying financial markets with a brand-new seminar program.
In this seminar, we cover several of examples unsupervised machine learning with BayesiaLab:
- Currency Exchange Rates
- Industry Indices
- Fundamental Stock Analysis
- ETF Flows
Our objective is to demonstrate that Bayesian networks are an ideal framework for exploring, understanding, and communicating complex relationships in the world of finance. The inherently visual nature of Bayesian networks can be leveraged through BayesiaLab's 2D, 3D, and VR visualizations, all of which we plan to showcase at the seminar.
Upcoming Seminars, Webinars, and Conferences
|Seminar at the NYU Kimmel Center in New York||November 15, 2018||1–4 p.m. (EST, UTC-4)||Health Economics and Public Policy Research with Bayesian Networks|
|Seminar at the Virginia Tech Applied Research Center in Arlington, VA||December 3, 2018||2–5 p.m. (EST, UTC-4)||Knowledge Elicitation & Reasoning with Bayesian Networks for Policy Analysis Under Uncertainty|
|Please check out our archive of recordings of previous events.|