Press Coverage
10/03/2019 The Active Manager Paradox: High-Conviction Overweight Positions at CFA Institute website
01/31/2019 Ensemble Active Management (EAM): Taming Toxic Tails at CFA Institute website
11/02/2018 Is This The ETF Industry’s Next Big Breakthrough? by Bob Tull, ETF Advisor
09/27/2018 Is This the Silver Bullet That Will Save Active Management? by Julie Segal, Institutional Investor
09/05/2018 Initial Press Release – Ensemble Active Management published at BusinessWire.com
Ensemble Methods
Ensemble Methods is a time-tested, multiple-expert system designed to improve the accuracy of single-expert predictive algorithms or predictive engines. In their groundbreaking book “Ensemble Methods in Data Mining”, Seni and Elder defined Ensemble Methods as:
“the most influential development in Data Mining and Machine Learning in the past decade. They combine multiple [predictive] models into one [that is] usually more accurate than the best of its components.”Ensemble Methods Applications
Ensemble Methods have been successfully used in a number of industry applications, including:
- Financial Decision Making
- Medicine
- Netflix Cinematch
- Google Maps
- Weather Forecasting
- Speech & Emotion Recognition
Articles
- Pinsky, E., 2018, “Mathematical Foundation for Ensemble Machine Learning and Ensemble Portfolio Analysis”, Boston University, Boston, MA.