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Dr. Boris Krupa Benedicte Gravrand, Opalesque Geneva for New Managers: Acrospire Investment Management LLC, a spin-out from Rotella Capital Management (RCM), began trading as an independent entity from its new Chicago offices on 1st February. The team is led by Dr. Boris Krupa, PhD in Brain and Cognative Science from MIT, and will continue running the global equity market neutral fund they had been running at RCM’s subsidiary Rotella Acrospire.
The strategy uses artificial intelligence (AI) and machine learning techniques implemented by Krupa.
Krupa’s interest in complex systems dates back a long time. When he was an undergraduate at the University of Chicago, he published a paper on aspects of the study of complex systems.
Interestingly, he tells Opalesque, there are many parallels between how the brain works and how the financial markets work. "Both are highly complex systems and the technical and analytical tools that you can use to study one system can translate to the study of the other system. My studies included the biology of the brain, but my focus was also on the theoretical aspects of cognitive information processing and machine learning techniques."
Towards the end of his time at MIT, he begun developing an interest in finance and applying machine learning and its variants to the financial markets; he saw the causal relationships and the drivers for stock mo...................... To view our full article Click here
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