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Workshop on machine learning and AI in portfolio management and financial analytics. This will be an introduction into the use of machine learning and AI techniques in predictive analytics for portfolio management and capital markets. We will talk about modern computational finance and demonstrate the use of various machine learning and AI algorithms in analysis of financial markets. We will learn some useful machine learning techniques, about problems in computational finance and what are the needs of portfolio managers. The goal is to either improve the existing system or to adapt it to a different domain (set of problems).