Mark Hendricks
Director of Financial Mathematics Program, Associate Senior Instructional Professor of Mathematics
Schedule of Events
April 24: 1pm-5pm, followed by a networking reception from 5pm-6pm
Session 1: Foundations and Applications of AI / ML for Trading and Portfolio Management
This session both gives needed context and foundations to beginners while also quickly working toward useful applications suitable for experienced practitioners. Topics include regularized regression, random forests, and neural networks. The session uses these tools to demonstrate overarching principles including the bias-variance tradeoff, training vs validating vs testing, and assessing performance issues in the model vs the data. The session aims to build mastery of the concepts and familiriaty with the nuances of implementation. The hands-on session will involve coding market applications such as forecasting, pricing, and portfolio management across multiple asset classes.
April 25: 9am-12:30pm (includes continental breakfast)
Session 2: Large Language Models and AI Agents in Quantitative Trading and Investments
This session provides an in-depth exploration of recent developments in generative AI and its applications to quantitative investment and trading practices. The lecturer will focus on the use of large language models and AI agents in designing and developing quantitative investment strategies and quantitative trading platforms via practical and coding examples. This lecture covers three aspects: (1) Basics on LLMs and AI Agents; (2) Factor-based Strategies and LLM Factors for Quantitative Investments; (3) Design and Development of AI-enabled Quantitative Trading Platforms.
The University of Chicago Francis and Rose Yuen Campus in Hong Kong
168 Victoria Road, Mount Davis, Hong Kong 852-2533-9400
Cost and Registration
Alumni of the Financial Mathematics Program: complimentary registration
All Other Attendees