We are hosting a webinar, 'Dynamic Causal Modelling: Lessons from Neuroscience in FinTech' with our guest speaker Dr William Jones.
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Synopsis
Causal inference is an exceptionally useful tool in many fields, and investigating causality in the brain is a cutting edge contemporary challenge. One of the frameworks for solving these problems in the neuroscientific domain is the Bayesian technique of Dynamic Causal Modelling (DCM). This framework leverages variational techniques to rapidly evaluate and compare a wide range of possible models.
The Dynamic Causal Modelling approach strikes an excellent balance between performance and accuracy and makes use of several interesting techniques that may benefit wider applications. Unfortunately, while this technique has proven highly successful in neuroscience, it is currently limited in scope by the state of its existing implementation.
In this talk, we discuss the work we are doing in applying the Dynamic Causal Modelling framework in the Finance space, modelling stock data. We discuss both the challenges of applying this technique in the interesting new domain of Finance, as well as touching on the practical challenges of realizing a robust and fast implementation.
About the speakers
Dr Williams Jones
Dr William Jones has a research background in computational neuroscience, focused on the areas of consciousness, cognition, and meta-cognition. In industry, before his current role, William had a short but highly successful stint as the co-founder and CTO of the cryptocurrency Arweave.
In his current role, Dr Jones heads AI and Machine Learning efforts at Embecosm, a consultancy that solves open source problems in many challenging areas, with a focus on compilers, tool chains, embedded systems, and operating systems. His current work is focused on Bayesian methods and statistical computing.
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This event is brought to you by: BCS South Yorkshire branch