[APAC] Bquant Spotlight:machine Learning Cluster Analysis
In times of increased volatility it is important to understand how securities are linked, and to spot relationships that may not be initially obvious.In our next BQuant Spotlight webinar, we'll use BQuant to apply clustering algorithms, a popular Machine Learning technique, to explore inter-relationships across a large universe of securities.In this 20-minute webinar we will:
- Overview the concept of clustering in the context of machine learning
- Seamlessly apply off-the-shelf algorithms from SciPy and Scikit-Learn Python libraries
- Visualize our data sets in the interactive BQuant research environment
- Demonstrate a density-based clustering on changes in bond spreads over varying time horizons
- Preview an application of hierarchical clustering on groups of financial asset time-series data
Speakers
Ryan Jazayeri
Quant Specialist
Bloomberg
Andrea Zucchelli
BQuant Product Specialist
Bloomberg L.P.
Andrea Zucchelli has been a BQuant Product Specialist for the last 3 years; he has previously worked in the BuySide for nearly 6 years, first in Italy in Arca SGR and then in the UK at Man Group. Andrea graduated cum laude in the MSc Economics of Bocconi University with a merit-only based scholarship, and has successfully completed the Certificate in Quantitative Finance.