Agenda
September 28
Tracks
Track 1
Track 2
Master Classes
Time | Session | ||
---|---|---|---|
8:00 a.m.
|
Registration and Continental Breakfast: Astor Pre-Function | ||
Keynote Presentations: Astor Ballroom | |||
9:00 a.m.
|
Welcome Address Stuart Kozola, MathWorks | ||
9:10 a.m.
|
MathWorks FinTech Showcase and Quant Roundtable | ||
9:50 a.m.
|
Keynote: A Stylized History of Quantitative Finance Emanuel Derman, Columbia University | ||
10:30 a.m.
|
Break and Exhibits: 7th Floor Foyer | ||
Track 1: Astor Ballroom | Track 2: Empire Complex | Master Classes: Soho Complex | |
10:50 a.m.
|
Out of Memory? No Problem. Techniques for Building Machine Learning Models on Big Data Heather Gorr, MathWorks
|
Multiperiod Portfolio Selection and Bayesian Dynamic Models Petter Kolm, Courant Institute of Mathematical Sciences, New York University Gordon Ritter, GSA Capital
|
Risk Modeling Foundations with MATLAB Nicole Beevers, MathWorks
|
11:30 a.m.
|
FinTech Education: Introducing the ARPM Lab Attilio Meucci, ARPM
|
Integrating Advanced Analytics with Big Data Ian McKenna, MathWorks
|
|
12:10 p.m.
|
Lunch and Exhibits: Duffy, Columbia, Soho, Times Square and Foyer | ||
1:30 p.m.
|
Using MATLAB for Sentiment Analysis and Text Analytics Seth DeLand, MathWorks
|
Integrating MATLAB with Other Systems and Programming Languages for Asset Management Xiaotao Wu, JP Morgan Chase
|
Cleaning and Managing Data Made Easy in MATLAB Siddharth Sundar, MathWorks
|
2:10 p.m.
|
Quantitative Sports Analytics Using MATLAB Robert Kissell, Kissell Research Group
|
Using MATLAB to Develop and Deploy a 7 Market Fixed-Income Model for Risk Management and Performance Analysis Peter Orr, Intuitive Analytics
|
|
2:50 p.m.
|
Break and Exhibits: 7th Floor Foyer | ||
3:10 p.m.
|
Machine Learning for Risk Modeling in MATLAB Marshall Alphonso, MathWorks
|
Deployment of Real-Time MATLAB Models in Web Applications: On-Demand Balance Sheet Simulation Sean Woodworth and Kyle Pastor, Scotiabank
|
Financial Software Development with MATLAB Sean de Wolski, MathWorks
|
3:50 p.m.
|
Exploiting Alternative Data in the Investment Process Peter Hafez, RavenPack
|
Pricing and Risk Analytics with the MATLAB Numerix Interface Andrew McClelland, Numerix
|
|
4:30 p.m.
|
Building Interactive Risk Dashboards with MATLAB Timo Salminen, Model IT
|
Apache Arrow: Memory Interoperability at Scale Phillip Cloud, Two Sigma
|
|
5:10 p.m.
|
Close of Conference |