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, CAIA
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William Kelly

Chief Executive Officer
CAIA

9:00 am - 9:20 am Opening keynote: "Can artificial intelligence be ethical?"

Manoj Saxena - Chairman, AI Global

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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
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Anthony Ledford

Chief Scientist
Man AHL

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Mariarosaria Taddeo

Deputy Director, Digital Ethics Lab
University of Oxford

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Peter Jackson

Director, Group Data Science
Legal & General

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Pavan Arora

Former Chief Data Officer & Director
IBM Watson

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Gary Kazantsev

Head of Machine Learning Engineering
Bloomberg

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.
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Afsheen Afshar

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

10:30 am - 11:00 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
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Joseph Simonian

Director of Quantitative Research
Naxtixis Investment Managers

11:45 am - 12:30 pm Panel: Data driven business models

Benoit Mondoloni - Head of PB Analytics, Bank of America Merrill Lynch
The role that investment banks, exchanges and data vendors play within asset management is changing rapidly as who owns data, has the right to use it, and the capability to offer both raw data and variable levels of analysis has the potential to drive huge revenue growth.
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Benoit Mondoloni

Head of PB Analytics
Bank of America Merrill Lynch

12:30 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 - 1:55 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, TickerTags
Sam Livingstone - Head of Data Science, Jupiter Asset Management


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Chris Camillo

Social Arbitrage Investor, Co-Founder/Advisor
TickerTags

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Sam Livingstone

Head of Data Science
Jupiter Asset Management

STREAM A

1:55 pm - 2:15 pm Solving the most typical technical challenges in alt data with machine learning techniques
Gene Ekster - Co-Founder, Alternative Data Group

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Gene Ekster

Co-Founder
Alternative Data Group

STREAM A

2:15 pm - 2:35 pm Alt Data Session 3

STREAM A

2:35 pm - 2:55 pm Alt Data Session 4
Sam Livingstone - Head of Data Science, Jupiter Asset Management

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Sam Livingstone

Head of Data Science
Jupiter Asset Management



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Lisa Schirf

Former COO Data Strategies Group and AI Research
Citadel

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Sam Livingstone

Head of Data Science
Jupiter Asset Management

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Chris Camillo

Social Arbitrage Investor, Co-Founder/Advisor
TickerTags

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Gene Ekster

Co-Founder
Alternative Data Group

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Bill Dague

Head of Alt Data Research
Quandl

STREAM B

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

STREAM B

1:35 pm - 1:55 pm Data therapy: the biggest data challenge is the fundamental analyst
Matei Zatreanu - Chief Executive Officer, System2



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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, Alpha Innovations

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Mark Antonio Awada

Chief Risk & Data Analytics Officer
Alpha Innovations

STREAM B

2:15 pm - 2:35 pm Building an effective data science team - a case study
Prasenjeet Bhattacharya - Lead Data Scientist - Multi Asset, NN Investment Partners

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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.
Darko Matovski - Co-Founder and CEO, CausaLens
 How best to get started.
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Darko Matovski

Co-Founder and CEO
CausaLens

STREAM B

2:50 pm - 3:30 pm Panel: How best to integrate your PM, research & data science teams to deliver alpha
Charles-Albert Lehalle - Senior Research Advisor, Capital Fund Management

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Charles-Albert Lehalle

Senior Research Advisor
Capital Fund Management

STREAM C

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

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 and University of Oxford


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Stephen Roberts

Director and Professor of Machine Learning
Oxford-Man Institute of Quantitative Finance and University of Oxford



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Claudi Ruiz Camps

Senior Machine Learning Specialist
ABN AMRO

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Juan Manuel Acevedo Valle

ML Specialist
ABN AMRO

Pattern recognition beats classical systems, but is it ready to be deployed?
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Samuel Mugel

Co-Founder
Multiverse Computing

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Enrique Lizaso

President, Quantum for Quants
Quantum World Association

STREAM C

2:35 pm - 2:55 pm Building more space-time efficient data structures
Such as a B-Tree index, by applying Machine Learning techniques to the underlying data. 

STREAM C

2:55 pm - 3:30 pm Forecasting the cross-section of stock returns using ML algorithms
Benjamin Moritz - Executive Partner, HQ Asset Management

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Benjamin Moritz

Executive Partner
HQ Asset Management

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, GreenKey
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Anthony Tassone

CEO
GreenKey

STREAM A

4:00 pm - 4:20 pm Teaching Machines to Understand Chinese Cyberslang
George Mussalli - CIO & Head of Research, PanAgora AM

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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, RavenPack

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Peter Hafez

Chief Data Scientist
RavenPack

STREAM A

4:40 pm - 5:20 pm Panel: Overcoming the hurdles of using NLP in non-English languages
Anthony Tassone - CEO GreenKey
Anthony Tassone - CEO GreenKey
George Mussalli - CIO & Head of Research, PanAgora AM


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Anthony Tassone

CEO
GreenKey

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George Mussalli

CIO & Head of Research
PanAgora AM

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Anthony Tassone

CEO
GreenKey

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, Oxford-Man Institute of Quantitative Finance and University of Oxford

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Stefan Zohren

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

STREAM B

4:20 pm - 4:40 pm ML techniques using granular bid / market data
John Macpherson - Chief Executive Officer, BMLL

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John Macpherson

Chief Executive Officer
BMLL

STREAM B

4:40 pm - 5:00 pm Latest advances in using AI in MMS
Charles-Albert Lehalle - Senior Research Advisor, Capital Fund Management


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Charles-Albert Lehalle

Senior Research Advisor
Capital Fund Management

STREAM B

5:00 pm - 5:20 pm Using ML for best trade execution

STREAM C

3:55 pm - 4:00 pm HUMAN CAPITAL

STREAM C

4:00 pm - 4:20 pm Diverse teams beat homogenous teams every time in terms of performance.
This case study from our sector shares some of their ‘wins’ and hurdles faced.

STREAM C

4:20 pm - 4:40 pm Innovation in recruitment.
 How have firms been addressing the talent shortage?

STREAM C

4:40 pm - 5:20 pm Panel: Continuous Learning
How can you ensure your team remains up-to-date with the latest techniques and technology? Pluralsight, Coursera

5:20 pm - 5:30 pm Closing remarks

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