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QuantMinds International
November 2022
Location TBC
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This is the 2021 agenda. The 2022 agenda will be added soon. - CET (Central European Time, GMT+1)

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This is the 2021 agenda. The 2022 agenda will be added soon. - CET (Central European Time, GMT+1)

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Summit & Workshops - titles and timings subject to change
08:30 - 09:0030 mins
Artificial Intelligence & Machine Learning Summit
Registration & coffee
    08:30 - 09:0030 mins
    Volatility Workshop
    Registration & coffee
      08:30 - 09:0030 mins
      Fundamentals of Machine Learning in Finance Workshop
      Registration & coffee
        09:00 - 09:055 mins
        Artificial Intelligence & Machine Learning Summit
        Chair's opening and welcome
        • Andrew Bernstein - Head of EMEA Sales, SESAMm
        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
        Fundamentals of Machine Learning in Finance Workshop
        Workshop leader’s opening remarks
        • John Hull - Maple Financial Professor of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
        09:05 - 10:0560 mins
        Artificial Intelligence & Machine Learning Summit
        Learning to Trade
        • Hans Buehler - Global Head of Analytics, Automation, Optimization, JP Morgan
        09:05 - 11:00115 mins
        Volatility Workshop
        Volatility fundamentals
        • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
        09:05 - 11:00115 mins
        Fundamentals of Machine Learning in Finance Workshop
        Introduction and Unsupervised Learning
        • John Hull - Maple Financial Professor of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
        10:05 - 11:0055 mins
        Artificial Intelligence & Machine Learning Summit
        How Can NLP Help Quants in the ESG Data Revolution?
        • Sylvain Forté - CEO & Founder, SESAMm
        11:00 - 11:3030 mins
        Artificial Intelligence & Machine Learning Summit
        Morning coffee & networking break
          11:00 - 11:3030 mins
          Volatility Workshop
          Morning coffee & networking break
            11:00 - 11:3030 mins
            Fundamentals of Machine Learning in Finance Workshop
            Morning coffee & networking break
              11:30 - 12:1545 mins
              Artificial Intelligence & Machine Learning Summit
              Nowcasting
              • Marc Chataigner - PhD Candidate, University of Évry
              11:30 - 13:0090 mins
              Volatility Workshop
              Volatility models
              • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
              11:30 - 13:0090 mins
              Fundamentals of Machine Learning in Finance Workshop
              Supervised Learning
              • John Hull - Maple Financial Professor of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
              12:15 - 13:0045 mins
              Artificial Intelligence & Machine Learning Summit
              Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints
              • Marc Chataigner - PhD Candidate, University of Évry
              13:00 - 14:0060 mins
              Artificial Intelligence & Machine Learning Summit
              Lunch & networking break
                13:00 - 14:0060 mins
                Volatility Workshop
                Lunch & networking break
                  13:00 - 14:0060 mins
                  Fundamentals of Machine Learning in Finance Workshop
                  Lunch & networking break
                    14:00 - 14:4545 mins
                    Artificial Intelligence & Machine Learning Summit
                    The N-LASR Algorithm
                    • Caio Natividade - MD, Global Head of QIS Research, Deutsche Bank
                    • Ganchi Zhang - VP, Quantitative Investment Solutions Research, Deutsche Bank
                    14:00 - 15:3090 mins
                    Volatility Workshop
                    Volatility Derivatives
                    • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                    14:00 - 15:3090 mins
                    Fundamentals of Machine Learning in Finance Workshop
                    Reinforcement Learning
                    • John Hull - Maple Financial Professor of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
                    14:45 - 15:3045 mins
                    Artificial Intelligence & Machine Learning Summit
                    Automation approaches for effectively moving ML models through validation and into production
                    • David Van Bruwaene - Co-founder & CEO, Fairly AI
                    15:30 - 16:0030 mins
                    Artificial Intelligence & Machine Learning Summit
                    Afternoon tea & networking break
                      15:30 - 16:0030 mins
                      Volatility Workshop
                      Afternoon tea & networking break
                        15:30 - 16:0030 mins
                        Fundamentals of Machine Learning in Finance Workshop
                        Afternoon tea & networking break
                          16:00 - 16:5555 mins
                          Artificial Intelligence & Machine Learning Summit
                          Machine Learning and macroeconomic variables
                          • David Mascio - Endowed Chair, Roland and Sarah George Professor of Applied Finance, Stetson University. And Founder & Chief Executive Officer, Della Parola Capital Management, LLC
                          16:00 - 17:2585 mins
                          Volatility Workshop
                          Volatility trading & arbitrage:
                          • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                          16:00 - 17:2585 mins
                          Fundamentals of Machine Learning in Finance Workshop
                          NLP and Model Interpretability
                          • John Hull - Maple Financial Professor of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
                          16:55 - 17:005 mins
                          Artificial Intelligence & Machine Learning Summit
                          Chair's closing remarks
                          • Andrew Bernstein - Head of EMEA Sales, SESAMm
                          17:25 - 17:305 mins
                          Volatility Workshop
                          Workshop leader’s closing remarks
                          • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                          17:25 - 17:305 mins
                          Fundamentals of Machine Learning in Finance Workshop
                          Workshop leader’s closing remarks
                          • John Hull - Maple Financial Professor of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
                          17:30 - 18:3060 mins
                          Networking
                          Drinks & Networking
                            NextThis is the 2021 agenda. The 2022 agenda will be added soon.
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