08:00 - 09:15 |
Coffee/ Breakfast |
09:15 - 09:20 |
Kickoff |
09:20 - 09:40 | Ryan Brown
Risk Management Challenges in Sustainability Themed Portfolios
(pptx) |
09:40 - 10:00 | Stefan Theußl
fPortfolio 4.0 or the Rmetrics Reloaded
(pdf) |
10:00 - 10:20 | Francois Cocquemas
Deep Implied Volatility Surfaces
(pdf) |
10:20 - 10:40 |
Break |
10:40 - 11:30 | Sam Savage
Chancification – The Probability Power Grid |
11:30 - 11:37 | Daniel Palomar
Estimation of Heavy-Tailed Distributions for Portfolio Design
(pdf) |
11:37 - 11:44 | José Vinícius de Miranda Cardoso
Graphs Meet Stock Market Sectors: Theory and Practice in R
(pdf) |
11:44 - 11:51 | Roberto Delgado Castro
Pivot Tables in R for Financial Analysis
(pptx) |
11:51 - 12:11 | Michael Kane
Integrating Technical Risk into Phase 2 Drug Trial Pricing Models |
12:11 - 13:05 |
Lunch |
13:05 - 13:25 | Oleg Bondarenko
How Common is Insider Trading? Evidence from the Options Market
(pdf) |
13:25 - 13:45 | Nika Juszczak
Detecting Fraud in Financial Services Applications Over Time |
13:45 - 14:05 | Kyle Balkissoon
Values Aligned: ESG Screens and Investment Selection Skill
(pdf) |
14:05 - 14:25 |
Break |
14:25 - 14:45 | Mark Bennett
No Mystery: Synthetic Limit Order Books and Accelerated Training for Market Direction Prediction
(pdf) |
14:45 - 15:05 | Majeed Simaan
Buy the Dip?
(pdf) |
15:05 - 15:25 | Paul Laux
Machine Learning for Multi-Market Factor Timing
(pdf) |
15:25 - 15:45 |
Break |
15:45 - 15:52 | Jason Cho
Non-Fungible Token Transactions: Data and Challenges
(pdf) |
15:52 - 15:59 | Cyril De Lavergne
Technology Option Forecasting Ensemble Strategy
(pdf) |
15:59 - 16:06 | Jay Panchal
TBA: Quantum Computing Update
(pdf) |
16:06 - 16:26 | Leonardo Silvestri
dtts: Time-series functionality based on nanotime and data.table
(pdf) |
16:26 - 16:46 | Troy Hernandez
Embracing Serverless for Efficient Data Science and MLOps with IBM Code Engine
(pdf) |
16:46 - 17:05 |
Break |
17:05 - 17:25 | Thomas Harte
A Cunning Plan... The Lambda Calculus, Lisp, Scheme, and R |
17:25 - 18:15 | Peter Cotton
Why is R Beating Python at Microprediction? |
18:15 - 18:25 |
Conclusion |
18:25 - 18:35 |
Transition to reception downstairs (West Terrace) |
18:35 - 22:50 |
Post-conference Reception at West Terrace |