Random Forest Modeling

Haohua (Andy) Tang, CFA is a Quantitative Analyst at Morningstar in Chicago. He is an expert in statistical and non-structured modeling, optimization, big data visualization and R package customization. He is experienced in risk model design and development and has experience building fixed income, yield curve, option pricing models. Andy earned a Master of Science in Statistics from the University of Chicago and has a Masters of Risk Management and Financial Engineering from the Illinois Institute of Technology.

He will be discussing the Random Forest Modeling methodology in detail. This will be followed up with a demonstration showing how Morningstar uses this modeling technique to expand their universe coverage when valuing securities around the world.

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