J.P. Morgan Events
Please join us for the following J.P. Morgan events this Thursday, 11/30:

J.P. Morgan's Quantitative Research - Machine Learning Program presents, "Deep Basket - An Application of Deep Learning in Portfolio Construction"

Come learn more about what this team is doing with Machine Learning! They are also holding a recruiting event later in the day.

***Tech Talk Details***
Thursday, November 30th
12-1pm, food provided
290 Hearst Memorial Mining Building
Flyer attached

Tech Talk Abstract:

Traditional portfolio construction is based on convex optimizations in Markowitz’s portfolio theory assuming underlying asset return’s mean and covariance are known. We use data driven approach, identify hidden deep factors (normally nonlinear) through neural networks (MLP, RNN, LSTM, etc), and further construct the tracking portfolios through hierarchical models. In particular, deep learning is demonstrated to detect and exploit interactions in the data
that are invisible to any existing financial economic theory. The flexibility in neural networks is key to understand multi-horizon features hidden in the financial time series. The tracking baskets
constructed using this novel technique are shown to outperform traditional approaches based on covariance structure in out-of-sample tests. Additional features or signals from different frequencies can be incorporated easily in the same deep neural networks, providing a consistent solution for portfolio construction problems.

The tech talk will be in 290 HMMB and their recruiting event is being held later in the day from 5-6pm in 330 Blum Hall. Food will be provided at both events.

***Recruiting Event Details***
J.P. Morgan is recruiting for their Quantitative Research - Machine Learning Group!
Thursday, November 30th
5-6pm, food provided
330 Blum Hall
Flyer attached

Come meet employees, learn about the firm and their opportunities with the Quantitative Research - Machine Learning team!
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JPM Tech Talk
The tech talk will be from 12-1pm in 290 Hearst Memorial Mining Building
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JPM Recruiting Event
The recruiting event will be from 5-6pm in 330 Blum Hall
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