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Technical Workshops

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Technical Workshops

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08:30 - 09:0030 mins
Workshop: IBOR
Registration, breakfast & networking time
    08:30 - 09:0030 mins
    Workshop: Modern Option Pricing
    Registration, breakfast & networking time
      08:30 - 09:0030 mins
      Workshop: Portfolio Construction in the Age of Machine Learning
      Registration, breakfast & networking time
        09:00 - 09:055 mins
        Workshop: IBOR
        Workshop leader’s opening remarks
        • Marc Henrard - Visiting Professor, University College London
        09:00 - 09:055 mins
        Workshop: Modern Option Pricing
        Workshop leader’s opening remarks
        • Julien Guyon - Senior Quant, Bloomberg L.P.
        09:00 - 09:055 mins
        Workshop: Portfolio Construction in the Age of Machine Learning
        Workshop leader’s opening remarks
        • Marcos López de Prado - Professor of Practice at Cornell University, and Co-Founder & CIO, True Positive Technologies
        09:05 - 10:3085 mins
        Workshop: IBOR
        Module 1
        • Marc Henrard - Visiting Professor, University College London
        09:05 - 10:3085 mins
        Workshop: Modern Option Pricing
        The Particle Method For Smile Calibration
        • Julien Guyon - Senior Quant, Bloomberg L.P.
        09:05 - 10:3085 mins
        Workshop: Portfolio Construction in the Age of Machine Learning
        Denoising and Detoning the Covariance Matrix
        • Marcos López de Prado - Professor of Practice at Cornell University, and Co-Founder & CIO, True Positive Technologies
        10:30 - 11:0030 mins
        Workshop: IBOR
        Morning coffee & networking break
          10:30 - 11:0030 mins
          Workshop: Modern Option Pricing
          Morning coffee & networking break
            10:30 - 11:0030 mins
            Workshop: Portfolio Construction in the Age of Machine Learning
            Morning coffee & networking break
              11:00 - 12:3090 mins
              Workshop: IBOR
              Module 2
              • Marc Henrard - Visiting Professor, University College London
              11:00 - 12:3090 mins
              Workshop: Modern Option Pricing
              Stochastic Control Techniques And Applications
              • Julien Guyon - Senior Quant, Bloomberg L.P.
              11:00 - 12:3090 mins
              Workshop: Portfolio Construction in the Age of Machine Learning
              Clustering
              • Marcos López de Prado - Professor of Practice at Cornell University, and Co-Founder & CIO, True Positive Technologies
              12:30 - 13:3060 mins
              Workshop: IBOR
              Lunch
                12:30 - 13:3060 mins
                Workshop: Modern Option Pricing
                Lunch
                  12:30 - 13:3060 mins
                  Workshop: Portfolio Construction in the Age of Machine Learning
                  Lunch
                    13:30 - 15:0090 mins
                    Workshop: IBOR
                    Module 3
                    • Marc Henrard - Visiting Professor, University College London
                    13:30 - 15:0090 mins
                    Workshop: Modern Option Pricing
                    Machine Learning Techniques For Option Pricing
                    • Julien Guyon - Senior Quant, Bloomberg L.P.
                    13:30 - 15:0090 mins
                    Workshop: Portfolio Construction in the Age of Machine Learning
                    Hierarchical Risk Parity (HRP)
                    • Marcos López de Prado - Professor of Practice at Cornell University, and Co-Founder & CIO, True Positive Technologies
                    15:00 - 15:3030 mins
                    Workshop: IBOR
                    Afternoon coffee & networking break
                      15:00 - 15:3030 mins
                      Workshop: Modern Option Pricing
                      Afternoon coffee & networking break
                        15:00 - 15:3030 mins
                        Workshop: Portfolio Construction in the Age of Machine Learning
                        Afternoon coffee & networking break
                          15:30 - 17:0090 mins
                          Workshop: IBOR
                          Module 4
                          • Marc Henrard - Visiting Professor, University College London
                          15:30 - 17:0090 mins
                          Workshop: Modern Option Pricing
                          Model-Free Bounds For Option Prices
                          • Julien Guyon - Senior Quant, Bloomberg L.P.
                          15:30 - 17:0090 mins
                          Workshop: Portfolio Construction in the Age of Machine Learning
                          Nested Clustered Optimization (NCO)
                          • Marcos López de Prado - Professor of Practice at Cornell University, and Co-Founder & CIO, True Positive Technologies
                          17:00 - 17:1515 mins
                          Workshop: IBOR
                          Workshop leader's closing remarks
                          • Marc Henrard - Visiting Professor, University College London
                          17:00 - 17:1515 mins
                          Workshop: Modern Option Pricing
                          Workshop leader's closing remarks
                          • Julien Guyon - Senior Quant, Bloomberg L.P.
                          17:00 - 17:1515 mins
                          Workshop: Portfolio Construction in the Age of Machine Learning
                          Workshop leader's closing remarks
                          • Marcos López de Prado - Professor of Practice at Cornell University, and Co-Founder & CIO, True Positive Technologies
                          Main Conference Day 3

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