Marcos López de Prado, Principal and Head of Machine Learning at AQR Capital Management
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Marcos López de Prado


Principal and Head of Machine Learning
AQR Capital Management

Check out the incredible speaker line-up to see who will be joining Marcos.

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Conference Day One: March 17 2020

Tuesday, March 17th, 2020


10:10 AM Keynote: Practical machine learning for asset managers

- Exploring how convex optimization solutions can be unstable to the point of offsetting the benefits of diversification
- Examination of the reasons traditional methods fail to produce reliable efficient frontiers
- Understand the introduction of a machine learning- based portfolio optimization method that reduces the estimation error by up to 90%, relative to traditional approaches