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Genetic Algorithms and Evolutionary Computation

Speaker: Achin Agarwal

CQF Institute is proud to bring you a free online society meeting with Achin Agarwal on Genetic Alorithms and Evolutionary Computation 

Event Agenda 

17:30 - 18:00 IST - Networking and CQF Booth 

18:00 - 19:30 IST - CQF Institute Mumbai Society Meeting: Genetic Algorithms and Evolutionary Computation

19:30 - 20:00 IST - Networking and CQF Booth 

This event can earn you up to 2 CPD credits.

Abstract

Genetic algorithms are inspired by nature and evolution. They help in solving hard computational problems in finite time. Based on a straightforward theoretical foundation of natural selection, they provide an easy-to-understand framework for solving different kinds of search and optimization problems. They are especially useful when the search space is too large or complex to handle using traditional search algorithms. The talk will provide a practical demonstration of how this framework can be applied to solve a common problem of portfolio construction, highlighting the key steps involved and examining the nuances of each step. The talk will also provide a bird’s-eye view of other common problems in quantitative finance that can be handled using genetic algorithms.

Speaker's Bio

Achin Agarwal is a Director at Algo One AI and head of Quant Research at First Global. With research ranging from traditional trend following to quantamental investment models to modern computational techniques including genetic algorithms and natural language processing, he has built quantitative trading and investing models across asset classes, in multiple geographies. He has an MBA from IIM, Bangalore and a Bachelors in Computer Science and Engineering from IIT, Kharagpur.