Intech’s Chief Data Scientist Speaks at M5 Forecasting Conference


Published on December 1, 2021

| 3 min read



Dr. Peter Cotton, Intech’s Chief Data Scientist and Microprediction founder, will be speaking at the M5 Conference: Advances in Forecasting, held by the Makridakis Open Forecasting Center (MOFC) December 6-7, 2021. The M5 Conference will present and analyze the findings from one of the world’s largest forecasting competitions – the M5 Competition – which awarded $100,000 USD in global prize money to 12 winners in 2020.

Register for the free M5 Conference Virtual Event here.

The M5 Conference is a precursor to the M6 Competition, which Intech will be sponsoring. M6 begins February 2022 and runs for a year, slated to award $300,000 USD in prize money. Leading up to M6 is this month’s M5 Conference, which brings together the brightest minds from academia and global corporations alike in the quest for more accurate and reliable forecasting.

Dr. Cotton’s discussion — An Engineering Solution to the Problem of Defining Time-Series Anomaly — is part of a distinguished lineup, consisting of speakers from major software and technology industries as well as leading academics from top-tier universities.

The M5 Conference culminates with a discussion on the 2022 M6 Competition which, according to their website, “is designed to empirically allow the testing of the factors that most affect financial returns” and “attract participation from financial experts, data scientists, economists, and other interested parties.”

Intech is proud to be a sponsor of the M6 Competition. More information on Intech’s sponsorship of M6 will be forthcoming early next year.

About MOFC

The Makridakis Open Forecasting Center (MOFC) at the University of Nicosia, founded by Professor Spyros Makridakis, is one of the leading academic forecasting centers in the world. More specifically, MOFC conducts cutting-edge research on Forecasting, assisting organizations make accurate predictions, estimate levels of uncertainty, and manage risk through training, research, technology development, and consulting. Ultimately, MOFC aims to expand the utilization and value of Forecasting among business firms. The Center also collaborates with and supports the pioneering Data Science Programmes (BSc and MSc) offered at the University of Nicosia, to provide students with the requisite forecasting tools and applications, as well as the opportunity to participate in and data from the M Competitions, markedly enhancing the practical side of their studies.

About Intech

Intech is a specialized, quantitative equity manager that pioneered the use of Stochastic Portfolio Theory in 1987. Over 30 years later, Intech remains distinctive in our approach – harnessing volatility to exploit diversification as an alpha source, not just risk reduction. Institutional investors around the world embrace The Intech Way® across four investment platforms: Enhanced Equity, Active Equity, Defensive Equity, and Absolute Return.

Intech continues to innovate today, embedding a long-term sustainability focus across our areas of influence: ESG Investments, Active Stewardship, Corporate Responsibility, and Global Cooperation. Intech believes our sustainability efforts reinforce our principal responsibility: representing our client’s objectives, preferences, and best interests.