On-Demand Webinar
ACCELERATING PREDICTIVE FINANCE MODELLING ON IPUS
Learn how to run new price prediction models faster
IPU for Finance Webinar
Date: 13 July 2021
Time: 15:00 BST, 16:00 CET, 10:00 EST, 7:00 PST
In partnership with:
Multi-horizon forecasting enables quantitative analysts to accurately predict how stock prices will change over time. Rather than focusing on one pre-defined moment in the future, multi-horizon forecasting analyses price moves over a series of intervals. This results in longer-term predictions and deeper insight into future stock market price movements. And yet this approach is not currently being harnessed in industry, due to slow training on CPUs and GPUs.
During this webinar, Oxford-Man Institute’s Associate Professor Stefan Zohren and Postdoctoral Researcher Zihao Zhang will introduce new research from the Oxford-Man Institute of Quantitative Finance in discussion with Graphcore’s Alex Tsyplikhin. The paper shows that IPU technology could be the answer to this challenge, delivering 10x faster performance than GPUs for multi-horizon financial forecasting.
Key takeaways:
- Findings in the price prediction research paper from the Oxford-Man Institute of Quantitative Finance
- Accelerating multi-horizon forecasting on IPUs
- Introduction to IPU hardware and its architectural advantages
- Use cases of IPU technology in finance and future applications
Webinar Speakers
Meet the Oxford-Man Institute speaker
Stefan Zohren
Stefan Zohren is Associate Professorial Research Fellow with over 10 years research experience in academia and industry. He is a Faculty Member at the Oxford-Man Institute of Quantitative Finance, an Associate at the Oxford Internet Institute and a Mentor in the FinTech stream at the Creative Destruction Lab at Said Business School, all at the University of Oxford. He is also a member of the European Laboratory for Learning and Intelligent Systems. Outside of academia, Stefan works as a Scientific Advisor at Man Group. He has extensive consulting experience in leading machine learning projects in application domains such as finance and healthcare with clients ranging from listed companies to SMEs and startups.
Meet the Oxford-Man Institute speaker
Zihao Zhang
Dr Zihao Zhang is a postdoctoral researcher at the Oxford-Man Institute and Machine Learning Research Group at the University of Oxford. He received the Ph.D. degree from the University of Oxford, supervised by Prof. Stephen Roberts and Dr. Stefan Zohren. He holds an MSc in Applied Statistics from the University of Oxford and a BSc in Economics and Statistics from the University College London.
Meet the Graphcore speaker
Alex Tsyplikhin
Alexander is a Senior AI Engineer at Graphcore. Qualified to PhD level in Speech Biometrics, Alexander has worked in the field of machine learning for 19 years. He is passionate about leveraging technology and innovation to improve lives and generate results for businesses. At Graphcore, Alexander is focused on AI use cases in industry, using his expertise in machine intelligence to help drive customer success.