Robert Gingrich, Manager, Derivatives, Alternative Risk, Quantiative Investment Solutions Group at Western Asset Management Group
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Robert Gingrich


Manager, Derivatives, Alternative Risk, Quantiative Investment Solutions Group
Western Asset Management Group

Conference Day One: March 17 2020

Tuesday, March 17th, 2020


4:20 PM Panel: ML applications in risk managements and portfolio optimization

- Identifying when to intervene with AI model, when to leave it alone and when to start again 
- Overcoming difficulty in explaining ML in risk models to clients (little economic interpretability)
- Validation and testing of ML models to mitigate risk