Topic: "Mixture of Expert Models in Quantitative Trading"
Short Abstract: We will introduce the Mixture of Experts models and demonstrate their behavior with a toy example using synthetic data. We will go through a real-world Mixture of Experts neural network applied to quantitative trading using our in-house trading signals, and discuss aspects of the prediction problem which are specific to the portfolio construction and trading application.
Speakers: Sander Aarts: Sander is a quantitative researcher at Trexquant focusing on strategy and portfolio optimization. He holds a PhD in Operations Research and Information Engineering from Cornell, and a MSc in Economics and Financial Research from Maastricht University.
Denis Lapitski: Denis is our Director of Strategy Research. He holds a DPhil in Applied Mathematics, and a MS in Mathematical Modeling and Scientific Computing from Oxford University.
