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The Big Take

Can AI Beat the Market? Wall Street Is Desperate to Try

Those seeking to build the perfect money machine are discovering the technology doesn’t always work as planned.

Illustration: Saiman Chow for Bloomberg Businessweek

Voleon Group boasts some of the best minds in data science. The hedge fund’s co-founder and chief executive officer is a former nuclear physicist and web pioneer. Its head office is in Berkeley, California, strategically placed near a world-class machine-learning center where it has access to the latest advances in artificial intelligence.

The firm, with some $5 billion in assets under management, is one of a growing number of funds dedicated to creating the ultimate money machine—AI that can teach itself to beat the market. With the technology threatening to disrupt Hollywood, health care and countless other sectors, sparking this year’s defiant stock rally in the process, the fund’s boss says it’s inevitable someone will reach that goal. “In one domain after another, this approach just proves to be more fruitful,” says Michael Kharitonov, a veteran of the CERN nuclear research lab in Geneva. “Finance has its own unique challenges, but over time they can be overcome.”