QuantMinds International | Main Conference Day 1 - GMT (Greenwich Mean Time)
QuantMinds International | Main Conference Day 1 - GMT (Greenwich Mean Time)
What is the value brought to the finance world? Will AI & ML replace quants?
The latest updates in blockchain and innovative applications
How NLP broke the status quo in 2023. How it has been used in a financial capacity? Where are we heading?
Following recent consultations on FRTB and Basel 3.1, how best should quants be implementing this and what will it mean for the industry in 2024?
Technology and Innovation
Development techniques for QIS
New data management and modelling techniques
How neural networks can improve fast calibration and pricing
- Dilip Madan - Professor of Mathematical Finance, Robert H. Smith School of Business at University of Maryland
What are the trends to consider in algorithmic trading? What are the methods of analysis?
- Matthias Arnsdorf - Global Head of XVA & Counterparty Credit Risk Modelling, JP Morgan Chase
The applications of recent regulation on credit and market risk
We propose a new method to estimate non-fundamental demand shocks for green financial assets based on the arbitrage activity of exchange-traded funds (ETFs). By estimating the monthly abnormal flows into environment-friendly ETFs, we construct a Green Sentiment Index that captures shifts in investors’ appetite for environmental responsibility that is not yet priced in the value of the underlying assets. Our measure of green sentiment differs significantly from the news-based climate indexes proposed by the extant literature, and it has additional explanatory power on both stock returns and corporate decisions. Over the period 2010-2020, shifts in green sentiment anticipate a persistent stock-price out-performance of more environmentally responsible firms, as well as an increase in their capital investments and cash holdings, particularly for more equity-dependent ones.
- Marie Briere - Head of Investor Intelligence and Academic Partnerships, Amundi
- Fabio Mercurio - Global Head of Quant Analytics, Bloomberg L.P.
- Hamza Bahaji - Head of Financial Engineering and Investment Solutions, Amundi ETF, Indexing & Smart Beta,, Amundi
- Andrea Macrina - Professor of Mathematics, University College London
Will the ESG risk model follow the same path as the Basel IV generation operational risk model?
Exploring carbon trading platforms, structured platforms, and derivatives
How can ML and time-series analysis identify market inefficiencies?
Quantitative methods for optimising equity portfolios
How do we construct the curves for emerging markets currencies?
- Marcos Carreira - Chief Risk Officer, Upon Global Capital
Methods for using LLM & NLP on announcements from central banks from across the world.
Counterparty risk, exchange modelling, and regulation in crypto assets.
- Carol Alexander - Professor, University of Sussex
Do we need ‘real’ economic anchors like CBDCs & private banking coins?
What are the funding issues of crypto and how can this be resolved?
Can we change the model to be transparent while preserving an identical output?