13 - 16 November 2023
InterContinental O2Londonkeyboard_arrow_right
Search & Filter keyboard_arrow_right
keyboard_arrow_left Hide
QuantMinds International | Main Conference Day 2 - GMT (Greenwich Mean Time)
keyboard_arrow_leftSearch & Filter
search
Streams
Formats
QuantMinds International | Main Conference Day 2 - GMT (Greenwich Mean Time)
search
Streams
Formats
08:00 - 08:5050 mins
Women in Quant Breakfast
Women in Quant Breakfast
08:20 - 08:5030 mins
Networking
Morning Refreshments & Networking
08:50 - 09:0010 mins
QuantMinds Plenary Stage
Chair's Welcome Remarks
09:00 - 09:3030 mins
QuantMinds Plenary Stage
Inflation & the Outlook for 2024
09:00 - 09:3030 mins
Boardroom Discussion
Data Management and Reporting under Basel 3.1
09:30 - 10:0030 mins
QuantMinds Plenary Stage
Unlocking the Power of Alternative Data in Finance: New Data Sources, Models, and Strategies
09:30 - 10:0030 mins
Boardroom Discussion
New methods of systematic factor investing in the fixed income asset class
10:00 - 10:3030 mins
QuantMinds Plenary Stage
Women In Quant: A Structured Analysis
10:00 - 10:3030 mins
Boardroom Discussion
The Role of Derivatives in Financing Green Infrastructure Projects
10:30 - 11:0030 mins
QuantMinds Plenary Stage
Cloud Computing: Emerging Trends and Existing Innovations
10:30 - 11:0030 mins
Boardroom Discussion
Leveraging Blockchain in Clearing
11:00 - 11:3030 mins
Networking
Morning Break & Networking
11:30 - 11:4010 mins
Stream A: Derivatives & Volatility
Chair's Welcome Remarks
11:30 - 11:4010 mins
Stream B: Regulation & Clearing
Chair's Welcome Remarks
11:30 - 11:4010 mins
Stream C: Portfolio Optimisation
Chair's Welcome Remarks
11:30 - 11:4010 mins
Stream D: ML & Computational Finance
Chair's Welcome Remarks
11:40 - 12:2040 mins
Stream A: Derivatives & Volatility
Recent Discoveries in Machine Learning and Pricing
- Jesper Andreasen - Kwantfather, Saxo Bank
11:40 - 12:2040 mins
Stream B: Regulation & Clearing
Regulation in 2024
11:40 - 12:2040 mins
Stream C: Portfolio Optimisation
To what extent are external factors implementing your portfolio?
11:40 - 12:2040 mins
Stream D: ML & Computational Finance
Improving the effectiveness of FFT Computation
12:20 - 13:0040 mins
Stream A: Derivatives & Volatility
Long Bonds: The Market Developments
- Jessica James - Managing Director, Senior Quantitative Researcher, Commerzbank AG
12:20 - 13:0040 mins
Stream B: Regulation & Clearing
SIMM Margining: Advanced Modelling and Analytics for Regulatory Compliance
12:20 - 13:0040 mins
Stream C: Portfolio Optimisation
Causality Modelling with implications to quantitative investment management
12:20 - 13:0040 mins
Stream D: ML & Computational Finance
Deep Autoencoder Networks for High-Dimensional Financial Time Series Analysis
13:00 - 14:0060 mins
Networking
Lunch Break & Networking
13:00 - 14:0060 mins
PhD Poster Session
PhD Poster Session
14:00 - 14:4040 mins
Stream A: Derivatives & Volatility
Margin Valuation Adjustment (MVA): Modelling and Hedging
14:00 - 14:4040 mins
Stream B: Regulation & Clearing
The IBOR to OIS Transition
14:00 - 14:4040 mins
Stream C: Portfolio Optimisation
Private Equity Replication
14:00 - 14:4040 mins
Stream D: ML & Computational Finance
Latest Innovations in Deep Pricing
- Youssef Elouerkhaoui - MD, Global Head of Markets Quantitative Analysis, Citigroup
14:40 - 15:2040 mins
Stream A: Derivatives & Volatility
Options/Pricing Talk
- Leif Andersen - Global Co-Head Of Quantitative Strategies Group, Bank of America
14:40 - 15:2040 mins
Stream B: Regulation & Clearing
Advanced optimisation techniques for initial margin calculations
14:40 - 15:2040 mins
Stream C: Portfolio Optimisation
Artificial Intelligence: Systematic Searches
14:40 - 15:2040 mins
Stream D: ML & Computational Finance
Causal Discovery in Reinforcement Learning and its Applications in Finance
- Leila Korbosli - Quantitative Analyst Director, UBS
15:20 - 16:0040 mins
Stream A: Derivatives & Volatility
Inflation Option Markets
15:20 - 16:0040 mins
Stream B: Regulation & Clearing
The Leaver of Cap & Trade Schemes
15:20 - 16:0040 mins
Stream C: Portfolio Optimisation
Hedging Strategies in decentralised finance
15:20 - 16:0040 mins
Stream D: ML & Computational Finance
Learning Local Volatility
- Brian Huge - Senior Specialist Quant, Saxo Bank
16:00 - 16:3030 mins
Networking
Afternoon Break & Networking
16:00 - 16:3030 mins
Mentorship Programme
Mentorship Programme
16:30 - 17:0030 mins
Stream A: Derivatives & Volatility
Real Estate Derivatives: Pricing and Trading
16:30 - 17:0030 mins
Stream B: Regulation & Clearing
Cross-border Clearing and Margining
16:30 - 17:0030 mins
Stream C: Portfolio Optimisation
Machine Learning: Integrating Q Functions
16:30 - 17:0030 mins
Stream D: ML & Computational Finance
Algorithmic differentiation on emerging hardware/architectures
- Uwe Naumann - Professor Of Computer Science, RWTH Aachen University
17:00 - 17:3030 mins
Stream A: Derivatives & Volatility
Deep Reinforcement Learning for Exotic Option Hedging
- Jun Yuan - Managing Director, Global Risk Analytics,, Royal Bank of Canada
- John Hull - Maple Financial Professor of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
17:00 - 17:3030 mins
Stream B: Regulation & Clearing
Central Clearing Counterparties: Enhancing Efficiency and Security in Interbank Transactions
17:00 - 17:3030 mins
Stream C: Portfolio Optimisation
How to ratio your portfolio between the different asset classes?
17:00 - 17:3030 mins
Stream D: ML & Computational Finance
Numerical Optimisation Techniques for Portfolio Management
17:30 - 18:0030 mins
Stream A: Derivatives & Volatility
New Volatility Models
17:30 - 18:0030 mins
Stream B: Regulation & Clearing
Navigating the Transition from LIBOR – is SOFR next?
17:30 - 18:0030 mins
Stream C: Portfolio Optimisation
Stochastic optimisation on sovereign debt for climate finance
17:30 - 18:0030 mins
Stream D: ML & Computational Finance
Alternate data in python
18:00 - 18:1010 mins
Stream A: Derivatives & Volatility
Chair's Closing Remarks
18:00 - 18:1010 mins
Stream B: Regulation & Clearing
Chair's Closing Remarks
18:00 - 18:1010 mins
Stream C: Portfolio Optimisation
Chair's Closing Remarks
18:00 - 18:1010 mins
Stream D: ML & Computational Finance
Chair's Closing Remarks
18:10 - 20:00110 mins
Networking
QuantMinds 2023 Awards & Drinks Reception
18:10 - 18:5545 mins
Discussion Roundtable Alpha
Talent Acquisition in the UK
18:10 - 18:5545 mins
Discussion Roundtable Beta
The Future of Work in the Quant Space
- Fabio Mercurio - Global Head of Quant Analytics, Bloomberg L.P.
18:10 - 18:5545 mins
Discussion Roundtable Gamma
Validating AI & ML Models
18:10 - 18:5545 mins
Discussion Roundtable Delta
Modelling Runway Risk
Get the Latest Event Updates
Sign up to get the latest event updates and information.
Filter
Streams
Formats