Programme
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The BigDataFinance conference was held Wednesday 4th – Thursday 5th of October 2017.
Thank you for participating!
To download presentations click title of the talk
Location: London School of Economics | Bankside House | Auditorium | 24 Sumner Street | London | SE1 9JA
Map | Nearest Tube Station: Southwark
Wednesday 4th of Oct |
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Speaker |
Institution |
Title |
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09:30 AM |
10:00 AM |
Registration and coffee |
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10:00 AM |
10:45 AM |
Prof. Kim Christensen |
Aarhus University/Creates |
The Drift Burst Hypothesis |
10:45 AM |
11:45 AM |
Prof. Kevin Sheppard |
University of Oxford |
Fitting Vast Dimensional Time-Varying Covariance Models |
11:45 AM |
12:15 PM |
Peter Hafez, Chief Data Scientist |
Ravenpack |
A Multi-topic Approach to Building Quant Models |
12:15 PM |
01:45 PM |
Lunch Break |
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01:45 PM |
02:45 PM |
Prof. Thierry Foucault |
HEC |
Data Abundance and Asset Price Informativeness |
02:45 PM |
03:15 PM |
Dan Seal, Senior Engineer |
Kx |
Design considerations for Enterprise Data Infrastructure in Financial Institutions |
03:45 PM |
03:45 PM |
Coffee Break |
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03:45 PM |
04:45 PM |
Prof. Andreas Hoepner |
University College Dublin
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Financial Data Science, Big Data & Deep Data in Asset Pricing |
04:45 PM |
05:15 PM |
Thomas Raffinot, Managing Partner |
Millesime |
Investing Through Economic Cycles with Ensemble Machine Learning Algorithms |
05:15 PM |
05:45 PM |
Christina Erlwein-Sayer, Senior Quantitative Analyst and Researcher |
OptiRisk Systems |
Sentiment Analysis for Credit Risk and Portfolio Construction |
Thursday 5th of Oct |
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Speaker |
Institution |
Title |
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09:15 AM |
09:45 AM |
Kimmo Soramäki, CEO |
Financial Network Analytics (FNA) |
Industrial Applications of Network Theory |
09:45 AM |
10:45 AM |
Prof. Albert Menkveld |
VU University Amsterdam |
A Network Map of Information PercolationDownload Paper |
10:45 AM |
11:15 AM |
Coffee Break |
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11:15 AM |
12:15 PM |
Prof. Fabrizio Lillo |
University of Bologna |
Financial networks and risk |
12:15 PM |
01:00 PM |
Prof. Tomaso Aste |
University College London |
Predictive modelling with information filtering networks |
01:00 PM |
02:00 PM |
Lunch Break |
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02:00 PM |
03:00 PM |
Prof. Stephen Roberts |
University of Oxford |
The Bayesian Crowd: Scalable Information Combination for Citizen Science and Crowdsourcing_Optimized |
03:00 PM |
03:30 PM |
Prof. Alexandros Iosifidis |
Aarhus University |
Machine Learning Approaches For High-frequency Financial Data Analysis |
03:30 PM |
04:00 PM |
Coffee Break |
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04:00 PM |
04:45 PM |
Adrian Poole, Head of Financial ServicesRaj Subramani,Compute Innovation |
HSBC |
Big Data & Rocket Fuel |
04:45 PM |
05:15 PM |
Prof. Peter Sarlin |
Hanken University/RiskLab Finland |
Bank distress in the news: Describing events through deep learning |
Keynote talks in italic |
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