Conference Day One: 16 September 2019

8:00 am - 8:50 am Welcoming tea, coffee and registration

KEYNOTES & OPENING PLENARY SESSIONS

8:50 am - 9:00 am Chair's opening remarks

William Kelly, Chief Executive Officer at CAIA

William Kelly

Chief Executive Officer
CAIA

9:00 am - 9:20 am Opening keynote: Can artificial intelligence be ethical? Some lessons from early adopters of ethical AI

Artificial Intelligence is here to stay and is rapidly being adopted in virtually every domain – from healthcare to finance and public safety and entertainment, to name a few.  However, most AI systems and ML models today are black-boxes that often function in oblique, invisible ways for both its developers and especially compliance staff and regulators.  This has led to Ethical and Regulatory concerns about how AI may harm the most vulnerable driven the need for building Trusted and Ethical Responsible AI systems — AI applications and models that are free from bias, transparent in their operations, and are able to reflect the core values and policies of the business and governments. This session will address the importance of Ethical AI and how it is being applied currently by businesses and governments.
Manoj Saxena, Chairman at AI Global

Manoj Saxena

Chairman
AI Global

Bias has been proven to become a factor in AI models and can have significant impact on results. What steps can you take to minimise or control bias
Pavan Arora, Former Chief Data Officer & Director at IBM Watson

Pavan Arora

Former Chief Data Officer & Director
IBM Watson

Peter Jackson, Director, Group Data Science at Legal & General

Peter Jackson

Director, Group Data Science
Legal & General

Gary Kazantsev, Head of Quant Technology Strategy, Office of the CTO at Bloomberg

Gary Kazantsev

Head of Quant Technology Strategy, Office of the CTO
Bloomberg

Anthony Ledford, Chief Scientist at Man AHL

Anthony Ledford

Chief Scientist
Man AHL

Mariarosaria Taddeo, Deputy Director, Digital Ethics Lab at University of Oxford

Mariarosaria Taddeo

Deputy Director, Digital Ethics Lab
University of Oxford

Trust and interpretability are vital in allowing asset allocators to increase investment in AI driven funds.  What are the latest developments, and how can you separate the claims from the facts.
Afsheen Afshar, Former Chief Artificial Intelligence Officer and Senior Managing Director at Cerberus Capital Management

Afsheen Afshar

Former Chief Artificial Intelligence Officer and Senior Managing Director
Cerberus Capital Management

10:30 am - 10:50 am Networking refreshment break in the exhibition area

MORNING SESSIONS

How do you decide about how much to invest in AI driven funds, and justify the decision to your board and shareholders? A panel of leading asset allocators share their decision making process and discuss the importance of issues like interpretability and compliance
Irina Bogacheva, Head of Multi-Asset Research at QS Investors

Irina Bogacheva

Head of Multi-Asset Research
QS Investors

James Davis, CIO at OPTrust

James Davis

CIO
OPTrust

Joseph Simonian, Senior Investment Strategist at Acadian Asset Management

Joseph Simonian

Senior Investment Strategist
Acadian Asset Management

11:35 am - 12:05 pm The 7 reasons most econometric investments fail (and how machine learning can help)

This talk looks at the particularly high rate of failure in financial machine learning. The few managers who succeed amass a large number of assets, deliver consistently exceptional performance to their investors. However, that is a rare outcome. This presentation will go over the 7 critical mistakes underlying most financial machine learning failures based on Marcos López de Prado’s experiences and observations.
Marcos Lopez de Prado, Adjunct Professor at Cornell University

Marcos Lopez de Prado

Adjunct Professor
Cornell University

12:05 pm - 12:35 pm Keynote interview


Sandy Rattray, Chief Investment Officer at Man Group PLC

Sandy Rattray

Chief Investment Officer
Man Group PLC

12:35 pm - 1:30 pm Networking lunch in the exhibition area


AFTERNOON STREAMS

STREAM A

1:30 pm - 1:35 pm ALT DATA

STREAM A

1:35 pm - 1:50 pm The appeal and perils of quant assisted social listening - alt data's ground zero for information discovery


Chris Camillo, Social Arbitrage Investor, Co-Founder/Advisor at TickerTags

Chris Camillo

Social Arbitrage Investor, Co-Founder/Advisor
TickerTags

STREAM A

1:50 pm - 2:05 pm Solving the most typical technical challenges in alt data with machine learning techniques

Gene Ekster, Co-Founder at Alternative Data Group

Gene Ekster

Co-Founder
Alternative Data Group

STREAM A

2:05 pm - 2:20 pm Latest advances in satellite data use-cases

Bryan Yates, General Manager / Head of Sales, EMEA at Orbital Insight

Bryan Yates

General Manager / Head of Sales, EMEA
Orbital Insight



Chris Camillo, Social Arbitrage Investor, Co-Founder/Advisor at TickerTags

Chris Camillo

Social Arbitrage Investor, Co-Founder/Advisor
TickerTags

Gene Ekster, Co-Founder at Alternative Data Group

Gene Ekster

Co-Founder
Alternative Data Group

Sam Livingstone, Head of Data Science at Jupiter Asset Management

Sam Livingstone

Head of Data Science
Jupiter Asset Management

Lisa Schirf, Former COO Data Strategies Group and AI Research at Citadel

Lisa Schirf

Former COO Data Strategies Group and AI Research
Citadel

Bryan Yates, General Manager / Head of Sales, EMEA at Orbital Insight

Bryan Yates

General Manager / Head of Sales, EMEA
Orbital Insight

STREAM A

3:10 pm - 3:30 pm Go back to the source: building and tagging bespoke datasets from messy or unstructured raw material

Daniel Mitchell, Chief Executive Officer at Hivemind

Daniel Mitchell

Chief Executive Officer
Hivemind

STREAM B

1:30 pm - 1:35 pm QUANT FOR FUNDAMENTAL

Drake Bushnell, VP, Director, Data & Solutions at FactSet

Drake Bushnell

VP, Director, Data & Solutions
FactSet

STREAM B

1:35 pm - 1:55 pm Data therapy: The biggest data challenge is the fundamental analyst



Matei Zatreanu, Chief Executive Officer at System2

Matei Zatreanu

Chief Executive Officer
System2

STREAM B

1:55 pm - 2:15 pm AI framework for alpha generation and dynamic risk controls

Mark Antonio Awada, Chief Risk & Data Analytics Officer at Alpha Innovations

Mark Antonio Awada

Chief Risk & Data Analytics Officer
Alpha Innovations

STREAM B

2:15 pm - 2:35 pm Improving the investment decision system based on collaborative intelligence

Prasenjeet Bhattacharya, Lead Data Scientist - Multi Asset at NN Investment Partners

Prasenjeet Bhattacharya

Lead Data Scientist - Multi Asset
NN Investment Partners

STREAM B

2:35 pm - 2:50 pm Panel: Introducing quant methods & alt data into your fundamental approach
 How best to get started.
Darko Matovski, Co-Founder and CEO at CausaLens

Darko Matovski

Co-Founder and CEO
CausaLens


Drake Bushnell, VP, Director, Data & Solutions at FactSet

Drake Bushnell

VP, Director, Data & Solutions
FactSet

Charles-Albert Lehalle, Senior Research Advisor at Capital Fund Management

Charles-Albert Lehalle

Senior Research Advisor
Capital Fund Management

Pier Francesco Procacci, Senior Associate, Quant Research at Citi Research

Pier Francesco Procacci

Senior Associate, Quant Research
Citi Research

Paolo Puggioni, Director, Data and Innovation at BlackRock

Paolo Puggioni

Director, Data and Innovation
BlackRock

STREAM C

1:30 pm - 1:35 pm AI/ML CUTTING EDGE ACADEMIC RESEARCH

Mehrzad Mahdavi, CEO at Financial Data Professionals (FDP) Institute

Mehrzad Mahdavi

CEO
Financial Data Professionals (FDP) Institute

STREAM C

1:35 pm - 1:55 pm Enhancing time series momentum strategies using deep neural networks


Stephen Roberts, Director and Professor of Machine Learning - Oxford-Man Institute of Quantitative Finance, University of Oxford at Co-Founder - Mind Foundry

Stephen Roberts

Director and Professor of Machine Learning - Oxford-Man Institute of Quantitative Finance, University of Oxford
Co-Founder - Mind Foundry

ABN AMRO Clearing Bank works with considerably large amounts of data every day. Using this data we design and deploy in production deep learning models together with hyper-parameter optimization models to approach some of their business cases. Our talk will be focused on how to get insight and meaningful lower-dimensional representations of the data. 

Claudi Ruiz Camps, Senior Machine Learning Specialist at ABN AMRO Clearing Bank

Claudi Ruiz Camps

Senior Machine Learning Specialist
ABN AMRO Clearing Bank

Juan Manuel Acevedo Valle, ML Specialist at ABN AMRO Clearing Bank

Juan Manuel Acevedo Valle

ML Specialist
ABN AMRO Clearing Bank

STREAM C

2:15 pm - 2:35 pm Machine learning to monitor hundreds of algorithms on a trading floor
With the rise of automation, being able to give back control to humans at the best moment with the adequate information is a challenge. I will present how machine learning can detect in real-time potential causes of bad performance of hundreds of trading algorithms, grouping  them in ‘meaningful clusters’ so that a trader can adjust their parameters if needed. It will be the occasion to provide guidelines on how to respond to new industrial needs due to having a lot of AI in production
Charles-Albert Lehalle, Senior Research Advisor at Capital Fund Management

Charles-Albert Lehalle

Senior Research Advisor
Capital Fund Management

STREAM C

2:35 pm - 2:50 pm Deep graph learning: Assessing market regimes using graph convolution

Tony Guida, Executive Director - Senior Quant Research at RAM Active Investments

Tony Guida

Executive Director - Senior Quant Research
RAM Active Investments

STREAM C

2:50 pm - 3:10 pm Forecasting the cross-section of stock returns using machine learning algorithms

Benjamin Moritz, Executive Partner at HQ Asset Management

Benjamin Moritz

Executive Partner
HQ Asset Management

STREAM C

3:10 pm - 3:50 pm Quantum computing in finance: where to apply it

Samuel Mugel, Co-Founder at Multiverse Computing

Samuel Mugel

Co-Founder
Multiverse Computing

3:30 pm - 3:55 pm Networking refreshment break in the exhibition area

STREAM A

3:55 pm - 4:00 pm NATURAL LANGUAGE PROCESSING
Anthony Tassone, CEO at GreenKey Technologies

Anthony Tassone

CEO
GreenKey Technologies

STREAM A

4:00 pm - 4:20 pm Teaching machines to understand chinese cyberslang

George Mussalli, CIO & Head of Research at PanAgora AM

George Mussalli

CIO & Head of Research
PanAgora AM

STREAM A

4:20 pm - 4:40 pm Unlocking internal data using NLP

Peter Hafez, Chief Data Scientist at RavenPack

Peter Hafez

Chief Data Scientist
RavenPack



Anthony Tassone, CEO at GreenKey Technologies

Anthony Tassone

CEO
GreenKey Technologies

Peter Hafez, Chief Data Scientist at RavenPack

Peter Hafez

Chief Data Scientist
RavenPack

George Mussalli, CIO & Head of Research at PanAgora AM

George Mussalli

CIO & Head of Research
PanAgora AM

Nate Storch, Co-Founder & CEO at Amenity Analytics

Nate Storch

Co-Founder & CEO
Amenity Analytics

STREAM B

3:55 pm - 4:00 pm MARKET MICROSTRUCTURE & HFT

STREAM B

4:00 pm - 4:20 pm Use of deep learning for modelling high-frequency market microstructure data

Stefan Zohren, Academic Faculty Member at Oxford-Man Institute of Quantitative Finance and University of Oxford

Stefan Zohren

Academic Faculty Member
Oxford-Man Institute of Quantitative Finance and University of Oxford

STREAM B

4:20 pm - 4:40 pm Enabling value extraction from limit order book data

Hugh Christensen, Founder, Head of Research at BMLL Technologies

Hugh Christensen

Founder, Head of Research
BMLL Technologies

STREAM B

4:40 pm - 5:00 pm Statistical methods to detect market asymmetries - an application to flash crash forecasting


Jeremy Turiel, PhD Candidate - Financial Computing and Analytics Group, UCL at AVP, Barclays Investment Bank

Jeremy Turiel

PhD Candidate - Financial Computing and Analytics Group, UCL
AVP, Barclays Investment Bank

STREAM B

5:00 pm - 5:20 pm Predictive models for HFT

Andrew Mann, Quantitative Researcher - Market Maker at Virtu Financial

Andrew Mann

Quantitative Researcher - Market Maker
Virtu Financial

STREAM C

3:55 pm - 4:00 pm HUMAN CAPITAL
Benoit Mondoloni, Head of PB Analytics at Bank of America Merrill Lynch

Benoit Mondoloni

Head of PB Analytics
Bank of America Merrill Lynch

STREAM C

4:00 pm - 4:20 pm Diverse teams beat homogenous teams every time in terms of performance

Mark Ainsworth, Head of Data Insights at Schroders

Mark Ainsworth

Head of Data Insights
Schroders

STREAM C

4:20 pm - 4:40 pm Innovation in recruitment
 How have firms been addressing the talent shortage?
How can you ensure your team remains up-to-date with the latest techniques and technology?
Benoit Mondoloni, Head of PB Analytics at Bank of America Merrill Lynch

Benoit Mondoloni

Head of PB Analytics
Bank of America Merrill Lynch

Mark Ainsworth, Head of Data Insights at Schroders

Mark Ainsworth

Head of Data Insights
Schroders

Robert Daniel, Chief Sales Officer at DataCamp

Robert Daniel

Chief Sales Officer
DataCamp

Alex Remorov, Vice President, Systematic Active Equities at BlackRock

Alex Remorov

Vice President, Systematic Active Equities
BlackRock

Anthony Tattersall, Senior Director of Enterprise, EMEA at Coursera

Anthony Tattersall

Senior Director of Enterprise, EMEA
Coursera

5:20 pm - 5:30 pm Closing remarks

5:30 pm - 7:00 pm Drinks reception and networking in the exhibition area