DATA-DRIVEN MODELS FOR INVESTMENT

Antonio Simeone, Villy Edoardo de Luca

Instructional goals

•Learn how to use alternative data like satellite and geospatial data, web data and news/media with LLM and Generative AI to improve investment decisions •Explore Machine Learning and Decision-Making methods with a focus on investment applications. •Implement a live trading strategy following the most valuable Hedge Fund techniques •Build a systematic trading strategy with both a qualitative and a quantitative AI approach

Prerequisites

The students should know basis of Python language, even if it is not essential. No previous knowledge of finance is required.

Intended learning outcomes

Qualitative AI: Understand the principles of Generative AI and LLM, with a focus on investments Explore advanced data synthesis techniques Analyze alternative data with Generative AI Models Apply Generative AI in classification and prediction of financial investments Quantitative AI: Integrate Fuzzy Logic and Neural Network to predict financial time series Analyze and predict real financial data with AI Develop a Quantitative AI systematic trading strategy

Course Contents

Use of alternative data (web, geospatial, consumption, flights, news & media) Natural Language Processing Systematic Trading Large Language Models in Finance Quantum Annealing Real & Complex Fuzzy Logic Adaptive Fuzzy Neural Networks Prediction of financial phenomena

Reference Books

The course materials will be based on collection of top scientific articles and book reports. Articles and other materials (cases) will be available through the Luiss Learn platform.

Teaching Methods

Interactive lectures Real time coding sessions Teamwork Project work

Assessment Method

Mid-term exam, evaluated up to 11 points Final project regarding the creation of a systematic trading strategy integrating qualitative and quantitative AI approaches, evaluated up to 12 points. Final exam evaluated up to 10 points. Each vote greater than 30 will be 30L.

Thesis assignment criteria

The thesis will be assigned (upon specific request to the instructor) to students who demonstrate a serious and motivated interest to the course subjects.

Week 1

Introduction to the course. Systematic trading. Practical Lab Session with Python.

Week 2

From Natural Language Processing to Large Language Models, financial use cases. Practical Lab Session with Python.

Week 3

Collection processing and Analysis of Alternative Data for financial usage. Practical Lab Session with Python

Week 4

Bloomberg terminal overview. Practical Lab Session with the terminal

Week 5

Fuzzy Logic. Practical Lab Session with Python

Week 6

Neural Networks, Pre-trained Transformers in Finance. Practical Lab Session with Python

Week 7

Learning and application real techniques deployed in one of the most important UK based Hedge Fund. Overview of the Hedge Fund industry. Insights from the Head of Capital Markets at this Hedge Fund

Week 8

Quantum Annealing Introduction to spin networks. Classical/quantum Ising models.

Week 9

Applications.Mapping and embedding of an optimization problem onto a spin network. Practical example and application on financial services.

Week 10

Integration of Qualitative and Quantitative AI, ensemble models. Practical Lab Session with Python

Week 11

Genetic Algorithms. Practical Lab Session

Week 12

Recap and Q&A Practical Lab Session with Python