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AI & ML Summit, Volatility Workshop and AAD Workshop

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AI & ML Summit, Volatility Workshop and AAD Workshop

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07:45 - 08:2035 mins
AI & ML Summit
Registration & Welcome Coffee
    08:20 - 08:3010 mins
    AI & ML Summit
    Chairman's opening remarks
      08:30 - 09:1040 mins
      AI & ML Summit
      The machine learning landscape - where have we come from and how far can we go?
      • John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management, University Of Toronto
      08:30 - 09:0030 mins
      Volatility Workshop
      Registration, breakfast & networking time
        08:30 - 09:0030 mins
        Workshop: AAD for Derivatives Risk Management
        Registration, breakfast & networking time
          09:00 - 09:055 mins
          Volatility Workshop
          Workshop leader’s opening remarks
          • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
          09:00 - 09:055 mins
          Workshop: AAD for Derivatives Risk Management
          Workshop leader’s opening remarks
          • Antoine Savine - Quantitative Research , Danske Bank
          09:05 - 10:3085 mins
          Volatility Workshop
          Fundamentals
          • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
          09:05 - 10:3085 mins
          Workshop: AAD for Derivatives Risk Management
          Deep Learning and Derivatives Finance
          • Antoine Savine - Quantitative Research , Danske Bank
          09:10 - 09:5040 mins
          AI & ML Summit
          Panel: Explainable AI
          • Iuliia Shpak, PhD - Quant Strategies Specialist, Sarasin & Partners LLP
          • Sam Livingstone - Head of Data Science, Jupiter Asset Management
          • Ioana Boier - Head of Quantitative Portfolio Solutions, Alphadyne Asset Management
          • Daniel Mayenberger - European Head of Large Model Frameworks, Barclays
          • Jimmy Carlsson - Co-founder and CTO, Century Analytics
          09:50 - 10:3040 mins
          AI & ML Summit
          An out of industry perspective
          • Oliver Watson - Managing Partner, Tudor Investment Corporation
          10:30 - 11:0030 mins
          AI & ML Summit
          Morning coffee & networking break
            10:30 - 11:0030 mins
            Volatility Workshop
            Morning coffee & networking break
              10:30 - 11:0030 mins
              Workshop: AAD for Derivatives Risk Management
              Morning coffee & networking break
                11:00 - 11:4040 mins
                AI & ML Summit
                Deploying trading strategies using Machine Learning
                • Andrea Nardon - Partner, Portfolio Manager, Head of Quant, Sarasin & Partners
                11:00 - 12:3090 mins
                Volatility Workshop
                Volatility models
                • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                11:00 - 12:3090 mins
                Workshop: AAD for Derivatives Risk Management
                Back-Propogation
                • Antoine Savine - Quantitative Research , Danske Bank
                11:40 - 12:2040 mins
                AI & ML Summit
                Practical aspects of portfolio construction and risk management using machine learning
                • Athanasios Bolmatis - Head of Quantitative Investments & Strategies, CdR Capital
                12:20 - 13:0040 mins
                AI & ML Summit
                Deep Execution Vol 2
                • Patrik Karlsson - Electronic Trading Quant, SEB
                • Hanna Hultin - Industrial PhD student, SEB
                12:30 - 13:3060 mins
                Volatility Workshop
                Lunch
                  12:30 - 13:3060 mins
                  Workshop: AAD for Derivatives Risk Management
                  Lunch
                    13:00 - 14:0060 mins
                    AI & ML Summit
                    Lunch
                      13:30 - 15:0090 mins
                      Volatility Workshop
                      Volatility derivatives
                      • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                      13:30 - 15:0090 mins
                      Workshop: AAD for Derivatives Risk Management
                      AAD in C++
                      • Antoine Savine - Quantitative Research , Danske Bank
                      14:00 - 14:4040 mins
                      AI & ML Summit
                      Applying neural networks to financial data: What can be achieved?
                        14:40 - 15:2040 mins
                        AI & ML Summit
                        Alpha Testing on Time Series: a Machine Learning Approach
                        • Sylvain Forté - CEO, SESAMm
                        15:00 - 15:3030 mins
                        Volatility Workshop
                        Afternoon tea & networking break
                          15:00 - 15:3030 mins
                          Workshop: AAD for Derivatives Risk Management
                          Afternoon coffee & networking break
                            15:20 - 15:5030 mins
                            AI & ML Summit
                            Afternoon coffee & networking break
                              15:30 - 17:0090 mins
                              Volatility Workshop
                              Volatility trading & arbitrage
                              • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                              15:30 - 17:0090 mins
                              Workshop: AAD for Derivatives Risk Management
                              Application to Derivatives Risk Management
                              • Antoine Savine - Quantitative Research , Danske Bank
                              15:50 - 17:1080 mins
                              AI & ML Summit
                              Case studies: Putting ML into practice
                              • Blanka Horvath - Research Fellow, Imperial College London
                              • Uwe Naumann - Professor Of Computer Science, RWTH Aachen University
                              • Mostafa Mostafavi, PhD - Founder and Head of Machine Learning, SMM Trading Services & Researcher, Imperial College London
                              17:00 - 17:1515 mins
                              Volatility Workshop
                              Workshop leader's closing remarks
                              • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                              17:00 - 17:1515 mins
                              Workshop: AAD for Derivatives Risk Management
                              Workshop leader's closing remarks
                              • Antoine Savine - Quantitative Research , Danske Bank
                              17:10 - 17:5040 mins
                              AI & ML Summit
                              Building your operational organisation around AI
                                17:50 - 18:0010 mins
                                AI & ML Summit
                                Chair's closing remarks
                                  NextMain Conference Day 1

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