Machine Learning in Finance Workshop 2019
Friday,
May 17, 2019
8:00 AM - 6:00 PM
The Data Science Institute (DSI) At Columbia University And Bloomberg Are Pleased To Announce A Workshop On "Machine Learning In Finance". The Workshop Will Be Held At Columbia University Under The Auspices Of The Financial And Business Analytics Center, One Of The Constituent Centers In The DSI, And The Center For Financial Engineering.
Boxed lunches will be provided. There will also be regular coffee breaks throughout the day and a wine and cheese reception after the event.
The Center for Financial Engineering and the Financial Analytics Center at Columbia University
Organizer of Machine Learning in Finance Workshop 2019
The Center for Financial Engineering is an interdisciplinary research center established in 2007 to encourage research on financial engineering and mathematical modeling in finance. It aims at fostering research collaboration among Columbia faculty, graduate students and affiliates, facilitating their contacts with financial institutions and corporations and enhancing the visibility of Columbia as a center for research and innovation in financial engineering.
The Center’s research activities deal with the pricing and hedging of derivative securities, the statistical modeling of financial markets, computational methods in finance, risk management, asset allocation and portfolio optimization.
The Financial Analytics Center is one of the key centers at the Data Sciene Institute at Columbia University. It brings together expertise in finance theory, machine learning, statistics, signal processing, operations, and natural language processing, and supports collaborations with an appropriately trained student body as well as with the financial industry.
Boxed lunches will be provided. There will also be regular coffee breaks throughout the day and a wine and cheese reception after the event.
The Center for Financial Engineering and the Financial Analytics Center at Columbia University
Organizer of Machine Learning in Finance Workshop 2019
The Center for Financial Engineering is an interdisciplinary research center established in 2007 to encourage research on financial engineering and mathematical modeling in finance. It aims at fostering research collaboration among Columbia faculty, graduate students and affiliates, facilitating their contacts with financial institutions and corporations and enhancing the visibility of Columbia as a center for research and innovation in financial engineering.
The Center’s research activities deal with the pricing and hedging of derivative securities, the statistical modeling of financial markets, computational methods in finance, risk management, asset allocation and portfolio optimization.
The Financial Analytics Center is one of the key centers at the Data Sciene Institute at Columbia University. It brings together expertise in finance theory, machine learning, statistics, signal processing, operations, and natural language processing, and supports collaborations with an appropriately trained student body as well as with the financial industry.
Workshop Program
The following is a tentative schedule.
8:15 - 9:00 Registration
9:00 - 9:15 Introduction
9:15 - 9:55 Kay Giesecke (Stanford University, Advanced Financial Technologies Laboratory)
Title: Towards Explainable AI: Significance Tests for Neural Networks
9:55 - 10:35 Simona Abis (Columbia Business School)
Title: The Informational Content of Mutual Fund Prospectuses
10:35 - 11:15 Yange Leng (Massachusetts Institute of Technology)
Title: Learning strategic interaction from individual action: A game-theoretic approach
11:15 - 11:45 Break
11:45 - 12:25 Martin Haugh (Imperial College)
Title: How to Play Fantasy Sports Strategically (and Win)
12:25 - 13:05 Peter Decrem (Citi)
Title: Using AI Machine Learning to Explore Large Streaming Financial Data Sets to Improve Market Making
13:05 - 14:25 Lunch (A boxed lunch will be provided)
14:25 - 15:05 Darren Vengroff (Two-Sigma)
Title: TBD
15:05 - 15:45 Amanda Stent (Bloomberg)
Title: Text Analytics in Finance
15:45 - 16:10 Break
16:10 - 16:50 Rama Cont (Oxford)
Title: Forecasting price moves from order flow: perspectives from Deep Learning
17:00 Wine reception - Lerner North Lobby
The following is a tentative schedule.
8:15 - 9:00 Registration
9:00 - 9:15 Introduction
9:15 - 9:55 Kay Giesecke (Stanford University, Advanced Financial Technologies Laboratory)
Title: Towards Explainable AI: Significance Tests for Neural Networks
9:55 - 10:35 Simona Abis (Columbia Business School)
Title: The Informational Content of Mutual Fund Prospectuses
10:35 - 11:15 Yange Leng (Massachusetts Institute of Technology)
Title: Learning strategic interaction from individual action: A game-theoretic approach
11:15 - 11:45 Break
11:45 - 12:25 Martin Haugh (Imperial College)
Title: How to Play Fantasy Sports Strategically (and Win)
12:25 - 13:05 Peter Decrem (Citi)
Title: Using AI Machine Learning to Explore Large Streaming Financial Data Sets to Improve Market Making
13:05 - 14:25 Lunch (A boxed lunch will be provided)
14:25 - 15:05 Darren Vengroff (Two-Sigma)
Title: TBD
15:05 - 15:45 Amanda Stent (Bloomberg)
Title: Text Analytics in Finance
15:45 - 16:10 Break
16:10 - 16:50 Rama Cont (Oxford)
Title: Forecasting price moves from order flow: perspectives from Deep Learning
17:00 Wine reception - Lerner North Lobby
LOCATION:
← BACK TO EVENTS
- Morningside
- Workshop
- Finance
- Engineering
- Alumni
- Faculty
- Family-friendly
- Graduate Students
- Postdocs
- Prospective Students
- Public
- Staff
- Students
- Trainees
Date Navigation Widget
Getting to Columbia
Other Calendars
- Alumni Events
- Barnard College
- Columbia Business School
- Columbia College
- Committee on Global Thought
- Heyman Center
- Jewish Theological Seminary
- Miller Theatre
- School of Engineering & Applied Science
- School of Social Work
- Teachers College
Guests With Disabilities
- Columbia University makes every effort to accommodate individuals with disabilities. Please notify us if you need any assistance by contacting the event’s point person. Alternatively, the Office of Disability Services can be reached at 212.854.2388 and [email protected]. Thank you.