Knowledge Discovery in Financial Data with Bayesian Networks and BayesiaLab
This seminar was held on June 19, 2018, at DePaul University in Chicago. A video recording is currently not available.
- 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.
|May 8–10, 2019||Singapore||Introductory Course (3 Days)|
|May 13–15, 2019||Sydney, Australia||Introductory Course (3 Days)|
|May 21–23, 2019||Paris, France||Advanced Course (3 Days, in French)|
|June 5, 2019||Washington, D.C.||BayesiaLab 101 Short Course (1 Day)|
|June 12–14, 2019||Seattle, WA||Introductory Course (3 Days)|
|June 17–19, 2019||Seattle, WA||Advanced Course (3 Days)|
Upcoming Seminars, Webinars, and Conferences
|Live Webinar||May 16, 2019||11:00 – 12:00 (CDT, UTC-5)||Human-Machine Teaming|
|Live Webinar||May 30, 2019||11:00 – 12:00 (CDT, UTC-5)||Causal Counterfactuals for Contribution Analysis — Explaining a Misunderstood Concept with Bayesian Networks|
|Live Webinar||June 13, 2019||11:00 – 12:00 (CDT, UTC-5)||Black Swans & Bayesian Networks — Jointly Representing Common and Rare Events|
|Please check out our archive of recordings of previous events.|