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  • Mar
    12

    MSiA Seminar Series: "Machine Learning in Portfolio Management" with Yaxiong Zeng, PhD

    Master of Science in Analytics

    2:15 PM McCormick Education Center, Suite 1400, North Campus Parking Garage/Academic Building

    EVENT DETAILS

    Each quarter, the Master of Science in Analytics program invites an expert from the industry to speak in our Seminar Series. Our Winter quarter speaker is Yaxiong Zeng, PhD, Quantitative Researcher with AQR Capital Management.

    In the age of AI, how would machine learning tackle the classic challenge of portfolio management? While the answer is actively being explored in the industry, this talk aims to share several practical methods through the lens of return and risk. For example, with the explosion of unstructured data, neural network-based method has been applied to extract sentiment from news articles to forecast stock returns. Online learning algorithms have been employed to select execution brokers to reduce transaction cost. On the risk side, auto-encoder based approach can be used for risk estimation and an unsupervised learning method named hierarchical risk parity is able to achieve robust out-of-sample performance by clustering the covariance matrix. Undoubtedly, in the coming decade, machine learning will be increasingly applied in portfolio management, regardless of the trading frequencies.

    Yaxiong (Anthony) Zeng is a quantitative researcher in the machine learning group of AQR Capital Management. In his role, he develops machine learning based methods to design, analyze and improve investment strategies. Before AQR, Anthony was a core member of the Quantitative Investment Strategies group at Guggenheim Partners. Anthony had his PhD from Northwestern University, where he conducted research on machine learning applications in finance (particularly the option markets). Prior to that, he earned his bachelor’s degree from Shanghai Jiao Tong University.

    Join us March 12, 2020 in the McCormick Education Center located in the North Campus Garage for our seminar series. The reception will be from 2:15-3:00 pm and Yaxiong's talk, "Machine Learning in Portfolio Management: a high-level overview of some techniques that can be applied in the investment industry " from 3:00 - 4:00 pm.

    McCormick Education Center
    North Campus Garage
    2311 N. Campus Drive, Suite 1400

    analytics@northwestern.edu

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    TIME Thursday, March 12, 2020 at 2:15 PM - 4:00 PM

    LOCATION McCormick Education Center, Suite 1400, North Campus Parking Garage/Academic Building    map it

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    CONTACT Master of Science in Analytics Program    analytics@northwestern.edu EMAIL

    CALENDAR Master of Science in Analytics

  • Sep
    8

    Welcome & Breakfast for New McCormick PhD Students

    McCormick School of Engineering and Applied Science

    9:00 AM LR2 & Tech East Plaza, Technological Institute

    EVENT DETAILS

    TIME Monday, September 8, 2025 at 9:00 AM - 10:00 AM

    LOCATION LR2 & Tech East Plaza, Technological Institute    map it

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    CONTACT Andi Joppie    andi.joppie@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Sep
    12

    New Undergraduate Fall 2025 Registration

    University Academic Calendar

    All Day

    EVENT DETAILS

    TIME Friday, September 12, 2025

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    CONTACT Office of the Registrar    nu-registrar@northwestern.edu EMAIL

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  • Sep
    15

    Welcome & Luncheon for New Full-time Graduate Students

    McCormick School of Engineering and Applied Science

    11:00 AM Ryan Auditorium & Tech East Plaza, Technological Institute

    EVENT DETAILS

    TIME Monday, September 15, 2025 at 11:00 AM - 12:30 PM

    LOCATION Ryan Auditorium & Tech East Plaza, Technological Institute    map it

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    CONTACT Andi Joppie    andi.joppie@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Sep
    16

    Fall Classes Begin. Change of Registration (Drop/Add) Late registration for returning students begins

    University Academic Calendar

    All Day

    EVENT DETAILS

    TIME Tuesday, September 16, 2025

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    CONTACT Office of the Registrar    nu-registrar@northwestern.edu EMAIL

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