MATLAB COMPUTATIONAL FINANCE CONFERENCE 2017

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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