Dynamic Asset Allocation with Regime Forecasts

🚀 Date: September 10, 2025, 19:30 (EET)
✨ Live event – part of the AI/ML/Big Data User Group by DEV.BG
✨ Registration (free, mandatory): https://d.dev.bg/yysa3c4a

ℹ️ About the Event:
How can portfolio construction benefit from regime forecasts?
This session will cover:

• An empirical model based on macro indicators for classifying historical periods;
• Examples with statistical models (unsupervised learning);
• Various classification models for regime forecasting (supervised learning) and ensembles;
• Applying regime forecasts to portfolio optimization;
• Empirical results from backtest simulations;
• The importance of point-in-time data.

🚀 The talk will end with a Q&A session.

🎟️ Speaker: Todor Bilarev – Senior Quantitative Researcher @ FactSet

• Works on portfolio optimization and alpha signal generation products;
• Previous experience applying ML methods in industrial process optimization;
• PhD in Mathematics from Humboldt University, Berlin, specialized in stochastic optimization and large investor models.

🏢 Supported by:

• FactSet – global provider of analytics and technology for 88,000+ users.
  https://d.dev.bg/yhe74d2x
  
  
• Iris.ai – NLP-powered assistant for scientific research and data extraction.
  https://d.dev.bg/mr3ye595
  
  
• Valtech – leader in digital innovation and experiences.
  https://d.dev.bg/2p83raru
  
  

🧑‍💻 User Group: AI/ML/Big Data – monthly events focused on AI, machine learning, and big data.
✨ Subscribe: https://dev.bg/groups/machine-learning/

✨ Organizer: DEV.BG – specialized IT community & job board

🎟️ Registration: https://d.dev.bg/yysa3c4a