Leveraging Deep Learning in Asset Pricing in a Multi-Factor Modelling Framework

The purpose of this project is leverage Machine Learning technology to develop and test effective trading strategies in order to properly hedge an investment strategy. Hedging is an integral part of the investment process and allows portfolio managers to protect their positions against any adverse change in asset prices. As it is a task that requires solving a range of highly complex problems, using Artificial intelligence is proving to outperform traditional techniques currently used, especially when it comes to decreasing costs and improving returns.
By optimizing the effectiveness of the trading models, this project will allow Quantolio to integrate a superior hedging technique in its final product (platform). As a result, the organization will be able to offer solutions that help portfolio managers enhance their investment strategies.

Faculty Supervisor:

Christian Dorion

Student:

Partner:

Quantolio Financial Technologies Inc

Discipline:

Business

Sector:

Professional, scientific and technical services

University:

HEC Montréal

Program: