Overview
What is Machine Learning?
Machine Learning integrates two historically distinct disciplines: statistics and computer science. Its success lies in the ability to process enormous amounts of data, train statistical models on that data, and then apply those statistical models to make forecasts.
In finance, Machine Learning allows managers to accelerate information processing and provides tools to uncover economic models that better capture complex realities of markets. The use of this data-driven approach is a natural evolution of quantitative methods in asset management and can help build more efficient, robust portfolios.
Machine Learning at AQR
AQR actively develops and utilizes machine learning techniques across our investment process. We focus on cutting edge, implementable machine learning techniques that complement the breadth of the processes and signals we've built over 25+ years.