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U Waterloo inks partnership with Neuberger Berman around data-driven investment research


By David Schwartz
Published: August 7th, 2018

The University of Waterloo and investment firm Neuberger Berman have formed a research partnership to study and develop data-driven techniques for investment management.

The partnership will pair Neuberger Berman Breton Hill’s Toronto-based quantitative investment professionals with researchers at U Waterloo led by Professors George Labahn, Yuying Li, and Peter Forsyth from the David R. Cheriton School of Computer Science in the Faculty of Mathematics.

“We must continue to advance the field of quantitative investing in order to create the most effective strategies for our clients,” said Ray Carroll, CIO of Neuberger Berman Breton Hill. “This research partnership is a great way to extend our relationship with the University of Waterloo, which has consistently provided us with talented graduates as we’ve grown our team.”

The collaboration will take use machine learning to solve optimal control problems that arise in portfolio construction, rebalancing, and risk management. It will also support PhD and Master’s students working on research projects.

“We are certainly pleased to collaborate with the Neuberger Berman Breton Hill investment team. It’s an opportunity to apply academic research to complex financial risk management, portfolio construction, and rebalancing issues as well as for our students to gain real-world investment experience,” says Charmaine Dean, U Waterloo’s vice president of research.

Source: PR Newswire

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