Machine Learning Researcher
CurrentI am now working independently on the project (Portfolio Optimization using AI), reporting directly to the president of the company. In weekly meetings, we actively discuss and refine the project's progress. Here are some key tasks I have implemented so far:- Extended models for new asset classes.- Developing new model architectures.- Developed new models that achieved positive alpha in out-of-bag test sets under various market conditions, as well as in live simulations.- Preparing for live trading deployment.