Mohammad Yousuf Hussain, CFA, is a Senior Technology and Innovation Specialist at HSBC. Working in the Applied Innovation and Strategic Investments team, he has designed and delivered a number of artificial intelligence based electronic trading solutions. Previously, he was a Senior Consultant at GreySpark Partners where he delivered projects for UBS, HSBC, Mizuho Securities, Nomura-Instinet, Interactive Brokers and SFC. He developed expertise in assessing trading algorithms by investigating the market abuse incidents for the regulator.
Application of Generative Adversarial Networks (GANs) in Algorithmic Trading
As digital innovation and cognitive solutions gain more traction, there is a need to create greater awareness and familiarity with the latest technology trends amongst ourselves. Generative Adversarial Networks (GANs) seems to be advancing well through their hype cycle and are entering the phase of widespread deployment. In this presentation, the speaker will provide an overview of the GANs framework and highlight their ability through the concepts of game theory, enabling the discussion to move towards the application of GANs in algorithmic trading. The main use case would be about independent behaviour modelling of the market participants, construction of objective functions and suitable optimisation techniques.