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6-10 December 2021
Hotel Fairmont Barcelona Rey Juan Carlos IBarcelona
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N.B. - THIS IS THE 2020 AGENDA - CET (Central European Time, GMT+1)

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N.B. - THIS IS THE 2020 AGENDA - CET (Central European Time, GMT+1)

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10:45 - 10:505 mins
B: Quant Innovation & Computational and Numerical Efficiency
Chair's opening remarks
    10:50 - 11:2030 mins
    B: Quant Innovation & Computational and Numerical Efficiency
    Deep Pricing Theory and Practice
      11:20 - 11:3515 mins
      B: Quant Innovation & Computational and Numerical Efficiency
      Short break
        11:35 - 12:0530 mins
        B: Quant Innovation & Computational and Numerical Efficiency
        Sustainable Finance: Climate Change Risk
          12:05 - 12:2015 mins
          B: Quant Innovation & Computational and Numerical Efficiency
          Short break
            12:20 - 12:5030 mins
            B: Quant Innovation & Computational and Numerical Efficiency
            Challenges faced when dealing with alternative data: an efficient time series and data proxy analysis
              13:30 - 14:0030 mins
              B: Quant Innovation & Computational and Numerical Efficiency
              Innovations in margin modelling
                14:00 - 14:1515 mins
                B: Quant Innovation & Computational and Numerical Efficiency
                Short break
                  14:15 - 14:4530 mins
                  B: Quant Innovation & Computational and Numerical Efficiency
                  Black Basket Analytics for Mid-Curves and Spread-Options
                  • Alexander Antonov - Chief Analyst, Danske Bank
                  14:45 - 15:0015 mins
                  B: Quant Innovation & Computational and Numerical Efficiency
                  Short break
                    15:00 - 15:3030 mins
                    B: Quant Innovation & Computational and Numerical Efficiency
                    Large-Scale and Cost-Efficient Risk Calculations in Clouds
                      16:00 - 16:3030 mins
                      B: Quant Innovation & Computational and Numerical Efficiency
                      Introduction to NLP
                      • Saeed Amen - Founder, Cuemacro
                      16:30 - 16:4515 mins
                      B: Quant Innovation & Computational and Numerical Efficiency
                      Short break
                        16:45 - 17:1530 mins
                        B: Quant Innovation & Computational and Numerical Efficiency
                        Quantum Machine Learning
                          17:15 - 17:3015 mins
                          B: Quant Innovation & Computational and Numerical Efficiency
                          Short break
                            17:30 - 18:0030 mins
                            B: Quant Innovation & Computational and Numerical Efficiency
                            Cloud GPUs for Risk Calculations
                              18:00 - 18:1515 mins
                              B: Quant Innovation & Computational and Numerical Efficiency
                              Short break
                                18:15 - 18:4530 mins
                                B: Quant Innovation & Computational and Numerical Efficiency
                                Leveraging cloud to speed up calculations
                                  18:45 - 18:5510 mins
                                  B: Quant Innovation & Computational and Numerical Efficiency
                                  Chair's closing remarks
                                    N.B. - THIS IS THE 2020 AGENDA
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