Conference Day Two: 17 September 2019

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

KEYNOTES & OPENING PLENARY SESSIONS

8:50 am - 8:55 am Chair's opening remarks



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David Hand

Senior Research Investigator & Emeritus Professor of Mathematics
Imperial College London

The perceived wisdom is that as human and machine brains have quite different strengths and abilities, the combination of both capabilities will offer the most effective solutions.  But for how long will this remain the case?  Does the vast increase in data to be modeled; advanced algorithms and new deep learning techniques mean that a machine-only advantage will be reached in the near future? 
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Prasenjeet Bhattacharya

Lead Data Scientist - Multi Asset
NN Investment Partners

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David Hand

Senior Research Investigator & Emeritus Professor of Mathematics
Imperial College London

9:50 am - 10:30 am Panel: The role of Fintech companies in asset management.

Tristan Fletcher - CEO, ChAI
Is the reality living up to the promise?

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Tristan Fletcher

CEO
ChAI

10:30 am - 11:00 am Networking refreshment break in the exhibition area


11:00 am - 12:00 pm Panel: Culture clash - sandals vs. suits. How can asset managers and IBs attract the best talent?

Michael Beal - CEO, Data Capital Management
George Mussalli - CIO and Head of Research, PanAgora

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Michael Beal

CEO
Data Capital Management

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George Mussalli

CIO and Head of Research
PanAgora

12:00 pm - 12:30 pm Hardware developments for AI

Hear technology experts explain the latest developments and what’s in the pipeline

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


AFTERNOON STREAMS

STREAM A

1:30 pm - 1:35 pm AI & DATA

STREAM A

1:35 pm - 1:55 pm ML techniques to rapidly attribute value to new potential data sets

STREAM A

1:55 pm - 2:45 pm Data Analysis Software Showcase
Four companies supplying advanced software give 10 minute overviews of their solutions

STREAM A

2:45 pm - 3:25 pm Panel: The latest developments in using AI on data, including deep learning libraries and artificial neural networks

STREAM B

1:30 pm - 1:35 pm QUANT & RISK METHODS


STREAM B

1:35 pm - 1:50 pm The hermeneutics of unstructured data: the MetaQuant approach
Alejandra Litterio - Chief Research Officer, Eye Capital

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Alejandra Litterio

Chief Research Officer
Eye Capital

STREAM B

1:50 pm - 2:05 pm Quant & Risk Methods 2

STREAM B

2:05 pm - 2:20 pm Quant & Risk Methods 3
Alejandra Litterio - Chief Research Officer, Eye Capital

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Alejandra Litterio

Chief Research Officer
Eye Capital

STREAM B

2:20 pm - 2:35 pm Quant & Risk Methods 4
Alejandra Litterio - Chief Research Officer, Eye Capital

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Alejandra Litterio

Chief Research Officer
Eye Capital

STREAM B

2:35 pm - 3:25 pm Panel: Uncovering & assessing risk factors of a pure quant strategy.
Alejandra Litterio - Chief Research Officer, Eye Capital

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Alejandra Litterio

Chief Research Officer
Eye Capital

STREAM C

1:30 pm - 1:35 pm START-UP SHOWCASE


STREAM C

1:35 pm - 3:25 pm Start-up Showcase
Tristan Fletcher - CEO, ChAI
Meeting 5 leading AI driven start-ups from within the asset management world. Each will present their business and a winner voted on by you, the audience.
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Tristan Fletcher

CEO
ChAI

3:25 pm - 3:50 pm NETWORKING REFRESHMENT BREAK IN THE EXHIBITION AREA

STREAM A

3:50 pm - 3:55 pm DATA & COMPLIANCE


STREAM A

3:55 pm - 4:15 pm The regulator's view
Martin Wheatley - Former CEO, Financial Services Authority


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Martin Wheatley

Former CEO
Financial Services Authority

STREAM A

4:15 pm - 4:55 pm Panel: A practical guide to minimising risk in using alt data for alpha discovery


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Kevin Bourne

Former Global Head of Sustainable Investment / Former Global Head of Electronic and Portfolio Trading
FTSE Russell / HSBC

STREAM B

3:50 pm - 3:55 pm QUANT & RISK METHODS


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Andreas Petrides

Associate, Equities Execution Research Strats
Goldman Sachs

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Michael Steliaros

Global Head of Quantitative Execution Services
Goldman Sachs

STREAM B

4:15 pm - 4:55 pm Panel: The outlook for emerging quantitative concepts as a tool to find edge

STREAM B

4:55 pm - 5:15 pm Crypto-Assets are a Data Science Heaven
Jesus Rodriguez - Chief Technology Officer, Into The Block

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Jesus Rodriguez

Chief Technology Officer
Into The Block

STREAM C

3:50 pm - 3:55 pm ML Case Studies



STREAM C

3:55 pm - 4:15 pm Beyond Historical Data: Simulations using Deep Intelligence Agents
Natraj Raman - Lead Data Scientist, S&P Global Ratings
Financial traders typically assess their investment strategies against historical market prices. When using only data from the past, market conditions outside historical bounds are ignored. The augmentation of historical prices with synthetic prices generated using simulations provide an effective supplement. This talk describes an Agent Based Model to simulate market data for various what-if scenarios such as sudden price crash, bearish or bullish market sentiment and shock contagion. Unlike traditional agents that make trading decisions based on rules, heuristics or simple learners, a new class of deep intelligence agents that exploit the latest advances in artificial intelligence are used for decision making. The simulation model is validated by examining its ability to replicate the main statistical properties of financial markets.
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Natraj Raman

Lead Data Scientist
S&P Global Ratings

STREAM C

4:15 pm - 4:55 pm Panel: When ML doesn't work as expected, what went wrong and how can you recover?

STREAM C

4:55 pm - 5:15 pm Introduction to NLP using python
Saeed Amen - Chief Executive Officer, Cuemacro

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Saeed Amen

Chief Executive Officer
Cuemacro

KEYNOTES AND CLOSING PLENARY SESSIONS

5:15 pm - 5:30 pm Closing summary


5:30 pm - 5:30 pm Close of conference