- CBMM Special Seminars
Associated CBMM Pages:
David Vogel, Trustee (Voloridge Investment Management, LLC)
Abstract: The introductory portion of this talk will review some state-of-the-art machine learning techniques. We will discuss concepts of ensembles and popular methodologies within this category. We’ll touch upon collaborative filtering techniques used for recommendation systems, and we’ll present certain algorithms published specifically for healthcare models.
We will later focus on application of the mentioned machine learning techniques covering healthcare, recommendation systems and portfolio construction in finance. We will refer to some past data modeling competitions such as Netflix (2007) and the Heritage Health Prize (2014) where thousands of algorithms were pitted against each other and evaluated impartially on a withheld data set. Within the financial application we will present risk management models that can be used to dictate/constrain positions within the portfolio construction process.
Biography: David S. Vogel is an award-winning predictive modeling scientist. In 2009, he founded the Voloridge Investment Management, LLC and also serves as its Chief Scientist, Chief Executive Officer, Chief Technology Officer and Managing Member. He has earned international recognition for models ranging from medical applications to direct marketing and has won numerous modeling competitions. David has also been invited to speak at conferences and research institutes worldwide.