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

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Technical Workshops - CET (Central European Time, GMT+1)

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08:30 - 09:0030 mins
Registration, coffee & networking
    Workshops
    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
    09:00 - 09:055 mins
    Hands-On Differentiable Programming Workshop
    Workshop leader’s opening remarks
    • Uwe Naumann - Professor Of Computer Science, RWTH Aachen University
    09:05 - 10:3085 mins
    Fundamentals of Machine Learning in Finance Workshop:
    Introduction and fundamentals of ML in finance
    • John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
    09:05 - 10:3085 mins
    Hands-On Differentiable Programming Workshop
    Adjoint Algorithmic Differentiation (AAD)
    • Uwe Naumann - Professor Of Computer Science, RWTH Aachen University
    10:30 - 11:0030 mins
    Fundamentals of Machine Learning in Finance Workshop:
    Morning coffee & networking break
      10:30 - 11:0030 mins
      Hands-On Differentiable Programming Workshop
      Morning coffee & networking break
        11:00 - 12:3090 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
        11:00 - 12:3090 mins
        Hands-On Differentiable Programming Workshop
        Differentiable (adjoint) programming by hand
        • Uwe Naumann - Professor Of Computer Science, RWTH Aachen University
        12:30 - 13:3060 mins
        Fundamentals of Machine Learning in Finance Workshop:
        Lunch
          12:30 - 13:3060 mins
          Hands-On Differentiable Programming Workshop
          Lunch
            13:30 - 15:0090 mins
            Fundamentals of Machine Learning in Finance Workshop:
            Unsupervised and Reinforcement Learning
            • John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
            13:30 - 15:0090 mins
            Hands-On Differentiable Programming Workshop
            Parsers and parser generators
            • Uwe Naumann - Professor Of Computer Science, RWTH Aachen University
            15:00 - 15:3030 mins
            Fundamentals of Machine Learning in Finance Workshop:
            Afternoon tea & networking
              15:00 - 15:3030 mins
              Hands-On Differentiable Programming Workshop
              Afternoon tea & networking
                15:30 - 17:0090 mins
                Fundamentals of Machine Learning in Finance Workshop:
                Other Financial Innovations
                • John Hull - Maple Financial Professor Of Derivatives & Risk Management, Joseph L. Rotman School of Management at University Of Toronto
                15:30 - 17:0090 mins
                Hands-On Differentiable Programming Workshop
                Attribute grammar and syntax directed generation of adjoint code
                • Uwe Naumann - Professor Of Computer Science, RWTH Aachen University
                17:00 - 17:1515 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
                17:00 - 17:1515 mins
                Hands-On Differentiable Programming Workshop
                Workshop leader’s closing remarks
                • Uwe Naumann - Professor Of Computer Science, RWTH Aachen University
                Main Conference Day 3 Draft Agenda
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