Download pdf
Back to main conference site

 

The BigDataFinance conference will be organized Wednesday 4th – Thursday 5th of October 2017.

Location: London School of Economics | Bankside House | Auditorium | 24 Sumner Street | London | SE1 9JA

Map | Nearest Tube Station: Southwark

Conference dinner on October 4th at 7:00 PM: Barbecoa St.Paul’s  | 20 New Change Passage | London, EC4M 9AG |

Map | Nearest Tube Station: St. Paul’s

Wednesday 4th of Oct

Speaker

Institution

Title

09:30 AM
10:00 AM
Registration and coffee
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
Estimating Vast Dimensional 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
01:15 PM
Lunch Break
01:15 PM
02:15 PM
Prof. Thierry Foucault
HEC
Data Abundance and Asset Price Informativeness
02:15 PM
02:45 PM
Dan Seal, Senior Engineer
Kx
Design considerations for Enterprise Data Infrastructure in Financial Institutions
02:45 PM
03:15 PM
Coffee Break
03:15 PM
04:15 PM
Prof. Andreas Hoepner
University College Dublin
Financial Data Science, Big Data and Deep Data in Asset Pricing
04:15 PM
04:45 PM
Thomas Raffinot, Managing Partner
Millesime
Investing Through Economic Cycles with Ensemble Machine Learning Algorithms
 04:45 PM
 05:15 PM
Christina Erlwein-Sayer, Senior Quantitative Analyst and Researcher
 OptiRisk Systems
Sentiment Analysis for Credit Risk and Portfolio Construction
07:00 PM

 

 Conference Dinner at Barbecoa St.Paul’s
Map
 20 New Change Passage | London, EC4M 9AG

Thursday 5th of Oct

Speaker
Institution
Title
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 Percolation
10:45 AM
11:15 AM
Coffee Break
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
02:00 PM
03:00 PM
Prof. Stephen Roberts
University of Oxford
The Bayesian Crowd: scalable information combination for Citizen Science and Crowdsourcing
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
04:00 PM
04:45 PM
Adrian Poole, Head of Financial Services
Google
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