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

8:55 am - 9:15 am Data distortions, dangers, and disasters



David Hand, Senior Research Investigator & Emeritus Professor of Mathematics at Imperial College London

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

Prasenjeet Bhattacharya

Lead Data Scientist - Multi Asset
NN Investment Partners

Laurent El Ghaoui, Co-Founder, Chief Scientist at SumUp Analytics

Laurent El Ghaoui

Co-Founder, Chief Scientist
SumUp Analytics

Sebastien Guglietta, Co-Head, Computational Intelligence Systematic Strategies at Brevan Howard

Sebastien Guglietta

Co-Head, Computational Intelligence Systematic Strategies
Brevan Howard

David Hand, Senior Research Investigator & Emeritus Professor of Mathematics at Imperial College London

David Hand

Senior Research Investigator & Emeritus Professor of Mathematics
Imperial College London

Daniel Mitchell, Chief Executive Officer at Hivemind

Daniel Mitchell

Chief Executive Officer
Hivemind

9:50 am - 10:30 am Panel: The role of fintech companies in AI / forecasting as a service

Is the reality living up to the promise?

Tristan Fletcher, Chief Executive Officer at ChAI

Tristan Fletcher

Chief Executive Officer
ChAI

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



Sebastien Guglietta, Co-Head, Computational Intelligence Systematic Strategies at Brevan Howard

Sebastien Guglietta

Co-Head, Computational Intelligence Systematic Strategies
Brevan Howard

11:20 am - 11:40 am Keynote: Latest GPU accelerated ML techniques


Michael Beal, CEO at Data Capital Management

Michael Beal

CEO
Data Capital Management

Katya Chupryna, VP, Strategic Investment Group at Citi

Katya Chupryna

VP, Strategic Investment Group
Citi

George Mussalli, CIO and Head of Research at PanAgora

George Mussalli

CIO and Head of Research
PanAgora

Sohail Raja, Chief Digital Officer at Societe Generale

Sohail Raja

Chief Digital Officer
Societe Generale

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


AFTERNOON STREAMS

STREAM A

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

Elliott Hann, Executive Director, Data Solutions at UBS Investment Bank

Elliott Hann

Executive Director, Data Solutions
UBS Investment Bank

STREAM A

1:35 pm - 1:55 pm Data, a new asset to your portfolio

Glen High, Quantitative Analyst at Ostrum Asset Management

Glen High

Quantitative Analyst
Ostrum Asset Management

STREAM A

1:55 pm - 2:15 pm Advances in machine learning: A finance perspective

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

STREAM A

2:15 pm - 2:45 pm Modelling with alternative data: how to avoid propagation of uncertainty from the worst data to the best

Tomaso Aste, Professor of Complexity Science; Head - Financial Computing and Analytics Group at University College London

Tomaso Aste

Professor of Complexity Science; Head - Financial Computing and Analytics Group
University College London


Elliott Hann, Executive Director, Data Solutions at UBS Investment Bank

Elliott Hann

Executive Director, Data Solutions
UBS Investment Bank

Tomaso Aste, Professor of Complexity Science; Head - Financial Computing and Analytics Group at University College London

Tomaso Aste

Professor of Complexity Science; Head - Financial Computing and Analytics Group
University College London

Syed Husain, Chief IT Architect at BCG Platinion

Syed Husain

Chief IT Architect
BCG Platinion

Elliott Hann, Executive Director, Data Solutions at UBS Investment Bank

Elliott Hann

Executive Director, Data Solutions
UBS Investment Bank

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 at Eye Capital

Alejandra Litterio

Chief Research Officer
Eye Capital

STREAM B

1:50 pm - 2:05 pm Developing macro predictions using alt data

Apurv Jain, Visiting Researcher at Harvard Business School

Apurv Jain

Visiting Researcher
Harvard Business School

STREAM B

2:05 pm - 2:20 pm Risk in the financial data science research process: What investors should know

Joseph Simonian, Senior Investment Strategist at Acadian Asset Management

Joseph Simonian

Senior Investment Strategist
Acadian Asset Management

STREAM B

2:20 pm - 2:35 pm Quant & risk methods

Daniel Rosengarten, Head of ALM Quantitative Development at Barclays Investment Bank

Daniel Rosengarten

Head of ALM Quantitative Development
Barclays Investment Bank


Apurv Jain, Visiting Researcher at Harvard Business School

Apurv Jain

Visiting Researcher
Harvard Business School

Alejandra Litterio, Chief Research Officer at Eye Capital

Alejandra Litterio

Chief Research Officer
Eye Capital

Daniel Rosengarten, Head of ALM Quantitative Development at Barclays Investment Bank

Daniel Rosengarten

Head of ALM Quantitative Development
Barclays Investment Bank

Joseph Simonian, Senior Investment Strategist at Acadian Asset Management

Joseph Simonian

Senior Investment Strategist
Acadian Asset Management

STREAM C

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


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.

  • ChAI helps mitigate commodity price volatility by forecasting their prices using both traditional and alt data (including satellite, maritime & political risk) and the latest in AI techniques over time horizons of one day to one year.
  • Revelio Labs leverages the latest advances in AI research methods to create structured and accurate representations of raw labour data contained in millions of resumes, online profiles, and job postings.
  • SumUp Analytics is advancing the way companies leverage unstructured, text-data. We provide a large scale, high-speed text analytics platform that enables users to extract key insights in a fast, efficient and transparent way.
Tristan Fletcher, Chief Executive Officer at ChAI

Tristan Fletcher

Chief Executive Officer
ChAI

Laurent El Ghaoui, Co-Founder, Chief Scientist at SumUp Analytics

Laurent El Ghaoui

Co-Founder, Chief Scientist
SumUp Analytics

Ben Zweig, Chief Executive Officer at Revelio Labs

Ben Zweig

Chief Executive Officer
Revelio Labs

3:25 pm - 3:50 pm Networking Refreshment Break In The Exhibitors Area

STREAM A

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


STREAM A

3:55 pm - 4:15 pm The regulator's view



Sylvain Champonnois, Global Markets Head of Data and AI Signals at BNP Paribas

Sylvain Champonnois

Global Markets Head of Data and AI Signals
BNP Paribas

Bill Dague, Head of Alt Data Research at Quandl

Bill Dague

Head of Alt Data Research
Quandl

Gary Goldberg, Chief Executive Officer at qdatus

Gary Goldberg

Chief Executive Officer
qdatus

David Kemp, Group Head of Compliance at GAM Investments

David Kemp

Group Head of Compliance
GAM Investments

STREAM A

4:55 pm - 5:15 pm Sustainable finance & the disruption of climate change

Kevin Bourne, Former Global Head of Sustainable Investment / Former Global Head of Electronic and Portfolio Trading at FTSE Russell / HSBC

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

David Jessop, Global Head of Quantitative Research at UBS Investment Bank

David Jessop

Global Head of Quantitative Research
UBS Investment Bank


Andreas Petrides, Associate, Equities Execution Research Strats at Goldman Sachs

Andreas Petrides

Associate, Equities Execution Research Strats
Goldman Sachs

Michael Steliaros, Global Head of Quantitative Execution Services at Goldman Sachs

Michael Steliaros

Global Head of Quantitative Execution Services
Goldman Sachs


Irina Bogacheva, Head of Multi-Asset Research at QS Investors

Irina Bogacheva

Head of Multi-Asset Research
QS Investors

Ben Steiner, Global Fixed Income at BNP Paribas Asset Management

Ben Steiner

Global Fixed Income
BNP Paribas Asset Management

Arun Verma, Head of Quant Research Solutions at Bloomberg

Arun Verma

Head of Quant Research Solutions
Bloomberg

STREAM B

4:55 pm - 5:15 pm Crypto-assets are a data science heaven

Jesus Rodriguez, Chief Technology Officer at Into The Block

Jesus Rodriguez

Chief Technology Officer
Into The Block

STREAM C

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



Ganesh Mani, Adjunct Faculty at Carnegie Mellon University; ex-SSgA

Ganesh Mani

Adjunct Faculty
Carnegie Mellon University; ex-SSgA

STREAM C

3:55 pm - 4:15 pm Beyond historical data: Simulations using deep intelligence agents
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.
Natraj Raman, Lead Data Scientist at S&P Global Ratings

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?

Ganesh Mani, Adjunct Faculty at Carnegie Mellon University; ex-SSgA

Ganesh Mani

Adjunct Faculty
Carnegie Mellon University; ex-SSgA

Maurizio Garro, Senior Manager, Market, Credit & Risk at Lloyds Banking Group

Maurizio Garro

Senior Manager, Market, Credit & Risk
Lloyds Banking Group

STREAM C

4:55 pm - 5:15 pm Introduction to NLP using python

Saeed Amen, Chief Executive Officer at Cuemacro

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