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6-10 December 2021
Hotel Fairmont Barcelona Rey Juan Carlos IBarcelona
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Summit & Workshops - CET (Central European Time, GMT+1)

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Summit & Workshops - 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
Summit registration & coffee
    09:00 - 09:055 mins
    Artificial Intelligence & Machine Learning Summit
    Chair's opening and welcome
      09:00 - 09:2525 mins
      Volatility Workshop
      Workshop registration & coffee
        09:05 - 09:4035 mins
        Artificial Intelligence & Machine Learning Summit
        The AI & ML horizon: where are we now and how far have we come?
          09:25 - 09:305 mins
          Volatility Workshop
          Workshop leader’s opening remarks
          • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
          09:30 - 11:0090 mins
          Volatility Workshop
          Volatility fundamentals
          • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
          09:40 - 10:2040 mins
          Artificial Intelligence & Machine Learning Summit
          Analysing Model Risk and Validation of Black Box Models
            10:20 - 11:0040 mins
            Artificial Intelligence & Machine Learning Summit
            The use of alternative data and artificial intelligence for investing:
            • 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
                11:30 - 12:1545 mins
                Artificial Intelligence & Machine Learning Summit
                Deep learning for Time Series Forecasting
                  11:30 - 13:0090 mins
                  Volatility Workshop
                  Volatility models
                  • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                  12:15 - 13:0045 mins
                  Artificial Intelligence & Machine Learning Summit
                  Deep Neural Network applications for pricing and hedging
                    13:00 - 14:0060 mins
                    Artificial Intelligence & Machine Learning Summit
                    Lunch & networking break
                      13:00 - 14:0060 mins
                      Volatility Workshop
                      Lunch & networking break
                        14:00 - 14:4545 mins
                        Artificial Intelligence & Machine Learning Summit
                        Machine Learning and stress testing
                        • John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
                        14:00 - 15:3090 mins
                        Volatility Workshop
                        Volatility Derivatives
                        • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                        14:45 - 15:3045 mins
                        Artificial Intelligence & Machine Learning Summit
                        Applications of ML in derivative pricing and hedging
                          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
                              16:00 - 16:4545 mins
                              Artificial Intelligence & Machine Learning Summit
                              Building Scalable Machine Learning Models
                                16:00 - 17:2585 mins
                                Volatility Workshop
                                Volatility trading & arbitrage:
                                • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                                16:45 - 17:3045 mins
                                Artificial Intelligence & Machine Learning Summit
                                Re-writing models using ML tools
                                  17:25 - 17:305 mins
                                  Volatility Workshop
                                  Workshop leader’s closing remarks
                                  • Bruno Dupire - Head Of Quantitative Research, Bloomberg L.P.
                                  17:30 - 18:1545 mins
                                  Artificial Intelligence & Machine Learning Summit
                                  Networking drinks and expert-led discussion groups
                                    17:30 - 18:1545 mins
                                    Volatility Workshop
                                    Networking drinks
                                      NextMain Conference Day 1 Draft Agenda
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