Hybrid Event: Saeed Amen and Alexander Denev: Inflation Forecasting with ML

PLEASE NOTE THAT THIS HYBRID (web or in person in London) EVENT WILL START ON WEDNESDAY, 29 MARCH, 2023, AT 6:30 PM BST (LONDON TIME) (1.30 PM EDT (NEW YORK TIME)) - for those attending in person, the address is Marriott Canary Wharf, Tamarind Room, 22 Hertsmere Rd, London E14 4ED, UK (doors will open for the in person event 30 minutes early at 6:00 PM BST (LONDON TIME).

If you are attending in person please email saeed@thalesians.com - it will help with our logistics/to know precise numbers attending.

This event is sponsored by G-Research (Silver Sponsor), First Derivatives plc (Bronze Sponsor) and KX, Inc. (Bronze Sponsor).

FULL TITLE: Inflation Forecasting with Machine Learning

ABSTRACT

Economic forecasting and planning has been benefiting from long established and well-tested methods and techniques. However, the toolkit that ML&AI offers can greatly augment our understanding of the field and improve our forecasts. In fact, the potential of Alternative Data is finally unlocked in our age thanks to the ability of ML&AI to extract novel features - something impossible a decade ago. This talk will focus on forecasting inflation with ML and Alternative Data. It will show the steps of building such models, the improvements over the traditional econometric models, and will describe the many hurdles a practical implementation of such an approach entails.

BIOGRAPHY

Saeed Amen is the co-founder of Turnleaf Analytics. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley). Turnleaf Analytics generates forecasts for inflation using machine learning and alternative data. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. Clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a visiting lecturer at Queen Mary University of London, founder of Cuemacro and a co-founder of the Thalesians.

Alexander Denev is a Quant & Data Scientist with 20 years of accumulated experience both in specialist and leadership positions in financial institutions in London and across Europe. He has managed Quant & Data Scientists teams (40+ people), but also occupied niche and specialist positions, spanning from front office to risk management. Mastering the main AI/ML techniques, he is also strictly specialized and personally contributed to the field of Probabilistic Graphical Models, Causal AI and Alternative Data. Alexander has authored/co-authored 10+ papers and 3 books on these topics.