💡 This is the full episode
00:00:00 Part 1
00:32:00 Part 2

Recorded on Dec 5, 2023 in London, UK.

Audio version available on the best podcast platforms: [ Ссылка ]

*Are markets efficient, and if not, can causal models help us leverage the inefficiencies?*

Do we really need to understand what we're modeling?

What's the role of symmetry in modeling financial markets?

What are the main challenges in applying causal models in finance?

Ready to dive in?

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*About The Guest*

Alexander Denev is the CEO of Turnleaf Analytics. He's an author of multiple books on financial modeling and a former Head of AI (Financial Services) at Deloitte. He lectures at the University of Oxford and has worked for organizations like IHS Markit, The Royal Bank of Scotland (RBS), and the European Investment Bank. He has over 20 years of experience in finance, data science, and modeling. His first book about causal models was published well ahead of its time.

Connect with Alexander:
- Alexander on LinkedIn: [ Ссылка ]
- Alexander's web page: [ Ссылка ]

*About The Host*
Aleksander (Alex) Molak is an independent machine learning researcher, educator, entrepreneur and a best-selling author in the area of causality ([ Ссылка ]).

Connect with Alex:
- Alex on the Internet: [ Ссылка ]

*Links*
Books

Denev, A. - "Probabilistic Graphical Models: A New Way of Thinking in Financial Modelling" ([ Ссылка ])

Denev, A. & Amen, S. - "The Book of Alternative Data: A Guide for Investors, Traders and Risk Managers" ([ Ссылка ])

Hastie, T. et al. - "The Elements of Statistical Learning" ([ Ссылка ]; free version: [ Ссылка ])

López de Prado, M. - "Advances in Financial Machine Learning" ([ Ссылка ])

Molak, A. - "Causal Inference and Discovery in Python" ([ Ссылка ])

Murphy, K. - "Probabilistic Machine Learning: An Introduction" ([ Ссылка ]; free version: [ Ссылка ])

Pearl, J. - "Causality: Models, Reasoning and Inference" ([ Ссылка ])

Rebonato, R. & Denev, A. - "Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation" ([ Ссылка ])

Zuckerman, G. - "The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution" ([ Ссылка ])

*Causal Bandits Team*
Project Coordinator: Taiba Malik ([ Ссылка ])
Video and Audio Editing: Navneet Sharma, Aleksander Molak

*Action*
Connect on LinkedIn: [ Ссылка ]
Join Causal Python Weekly: [ Ссылка ]
Causal Bandits: [ Ссылка ]
The Causal Book: [ Ссылка ]

#machinelearning #causalai #causalinference #causality

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