Uploaded August 2020 | Updated September 2026, 2 weeks ago
Machine Learning in Finance Workshop: 2020 Virtual Edition
Hosted by Bloomberg, The Fu Foundation School of Engineering & Applied Science (SEAS), The Data Science Institute at Columbia University
Tugce Karatas & Satyan Malhotra: Machine Learning Applications in Asset Management
Abstract:
The multi-step processes include applying machine-learning techniques to construct portfolio asset allocations by optimizing certain variables including risk, return, duration, other for clusters of investors. Then, applying machine learning techniques to identify key features that influence security selection, and based on the key features, construct and optimize the portfolio holdings. Finally, use NLP and sentiment analysis techniques to asses the impact of real-time events on portfolio holdings and rebalancing.
Bio:
Tugce Karatas is a PhD student in Industrial Engineering & Operations Research Department at Columbia University. She received her B.S. and M.S. degrees from Industrial Engineering Department at Bogaziçi University, Turkey. She is currently working with Prof. Ali Hirsa on machine learning applications in finance. Her research focuses on the application of neural networks and machine learning techniques in a broad range of financial instruments specifically asset management.
Satyan Malhotra is a Managing Partner with Flexstone Partners, which has $7.3billion in assets under management and advisory. He works on the firm’s day-to-day operations, business development and new product offerings. He serves on the US Audit Committee, the Global Advisory Investment Committee, and the US Investment Committee, and the Compensation Committee.
Satyan is a founding Partner of Caspian Private Equity, a predecessor to Flexstone Partners. Prior and concurrent to that, until January 2012, he served as President of Caspian Capital Management (“CCM”) that managed as much as $2.2Bn of alternative assets including fixed income portfolios and quantitative trading strategies. CCM also provided non-discretionary consulting on as much as $3Bn in structured products on funds of hedge fund programs. Prior to joining CCM in 2002, Satyan was a Senior Manager with the Global Risk Management Solutions consulting practice at PricewaterhouseCoopers. In that capacity, he worked with major financial institutions, corporations and treasuries on a variety of risk management, portfolio and strategic initiatives.
Satyan holds a CIBE from Columbia Business School, an MBA in Finance from Virginia Tech, a BA in Economics (Honors) from the University of Delhi and a Financial Risk Manager (FRM) certification from the Global Association of Risk Professionals (GARP).
He serves on various company boards and has authored several research pieces on investments.
Machine Learning in Finance Workshop: 2020 Virtual Edition
Hosted by Bloomberg, The Fu Foundation School of Engineering & Applied Science (SEAS), The Data Science Institute at Columbia University
Tugce Karatas & Satyan Malhotra: Machine Learning Applications in Asset Management
Abstract:
The multi-step processes include applying machine-learning techniques to construct portfolio asset allocations by optimizing certain variables including risk, return, duration, other for clusters of investors. Then, applying machine learning techniques to identify key features that influence security selection, and based on the key features, construct and optimize the portfolio holdings. Finally, use NLP and sentiment analysis techniques to asses the impact of real-time events on portfolio holdings and rebalancing.
Bio:
Tugce Karatas is a PhD student in Industrial Engineering & Operations Research Department at Columbia University. She received her B.S. and M.S. degrees from Industrial Engineering Department at Bogaziçi University, Turkey. She is currently working with Prof. Ali Hirsa on machine learning applications in finance. Her research focuses on the application of neural networks and machine learning techniques in a broad range of financial instruments specifically asset management.
Satyan Malhotra is a Managing Partner with Flexstone Partners, which has $7.3billion in assets under management and advisory. He works on the firm’s day-to-day operations, business development and new product offerings. He serves on the US Audit Committee, the Global Advisory Investment Committee, and the US Investment Committee, and the Compensation Committee.
Satyan is a founding Partner of Caspian Private Equity, a predecessor to Flexstone Partners. Prior and concurrent to that, until January 2012, he served as President of Caspian Capital Management (“CCM”) that managed as much as $2.2Bn of alternative assets including fixed income portfolios and quantitative trading strategies. CCM also provided non-discretionary consulting on as much as $3Bn in structured products on funds of hedge fund programs. Prior to joining CCM in 2002, Satyan was a Senior Manager with the Global Risk Management Solutions consulting practice at PricewaterhouseCoopers. In that capacity, he worked with major financial institutions, corporations and treasuries on a variety of risk management, portfolio and strategic initiatives.
Satyan holds a CIBE from Columbia Business School, an MBA in Finance from Virginia Tech, a BA in Economics (Honors) from the University of Delhi and a Financial Risk Manager (FRM) certification from the Global Association of Risk Professionals (GARP).
He serves on various company boards and has authored several research pieces on investments.
