Quant Radio: Deep Learning and Factor Timing in Investing

Explore the cutting-edge intersection of AI and finance in this episode. We break down research on using deep learning to time factor premiums in asset management. Learn how models like neural networks and random forests predict market trends by analyzing economic indicators like term and default spreads. From the complexities of execution to the trade-offs of transaction costs, this discussion reveals both the promise and pitfalls of AI-driven investing. Perfect for anyone curious about the future of smart investing and portfolio optimization. Tune in and dive deep!

Find the full research paper here: https://community.quantopian.com/c/community-forums/application-of-deep-learning-for-factor-timing-in-asset-management

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.