| 08:30 - 09:00 |
Registration (2nd floor) & Continental Breakfast (3rd floor) |
| 09:00 - 09:05 |
Kickoff + Thank UIC, Sponsors |
| 09:05 - 09:25 | Kris Boudt
Evolution of the Prudent Person Rule: Information from Pension Fund Disclosures
(pdf) |
| 09:25 - 09:45 | Masoud Neshastehriz
Matrix Profile Enhanced Bayesian Online Change Point Detection for Bitcoin ETF Trading
(pdf) |
| 09:45 - 10:05 | Oleg Bondarenko
Cross-Over Options
(pdf) |
| 10:05 - 10:12 | Ilya Kipnis
Analyzing the Varadi Drawdown Adaptive Moving Average
(pptx) |
| 10:12 - 10:19 | Gustavo Schwenkler
The Networks Of Firms Implied By The News
(pdf) |
| 10:19 - 10:26 | Emmanuel Senyo Fianu
The Hard, Transition, and the Calm Times |
| 10:26 - 10:33 | Ryan Brown
Supplementing Covariance Matrices: An Application to Thematic Investing
(pptx) |
| 10:33 - 10:50 |
Break |
| 10:50 - 11:10 | Helena Ristov
AI Pattern Recognition and Deep Learning for Trading
(pdf) |
| 11:10 - 11:30 | Davide Pandini
From Regression to Neural Networks: Evaluating AI Models for Real-World Financial Trading Strategies
(pdf) |
| 11:30 - 11:50 | Fred Viole
Partial Moments in QF
(pdf) |
| 11:50 - 11:57 | Joseph Atwood
Simulating Multivariate Variables Using Non-Parametric Smoothed Historical Data Procedures
(pdf) |
| 11:57 - 12:04 | Laura Rose
Forecasting at a Digital Healthcare Tech Startup: A Time Series Framework |
| 12:04 - 12:11 | James Horine
Tidyagronomy: An R package to Quantify Growing Degree Units
(pdf) |
| 12:11 - 13:10 |
Lunch |
| 13:10 - 13:30 | Lars Kothoff
mlr3 Pipelines
(pdf) |
| 13:30 - 13:50 | Killian Tattan
Signal Quantiling & Signal Combination in the Cross-Section
(pptx) |
| 13:50 - 14:10 | Petri Fast
Build a Better Elastic Net Forecast With Custom Penalties
(pptx) |
| 14:10 - 14:30 | Thomas Harte
Parsing arbitrary FIX messages in Scala
(html) |
| 14:30 - 14:45 |
Break |
| 14:45 - 14:52 | Jason Foster
screen: Yahoo Finance Screener in R and Python
(pdf) |
| 14:52 - 14:59 | Richie Ma
cme.mdp: Analyzing CME Market Data in R
(pdf) |
| 14:59 - 15:06 | Paul Teetor
Building Portfolios of Spreads
(pdf) |
| 15:06 - 15:13 | Mark Bennett
Acceleration of Short Term Alpha Algorithmic Trading Simulations |
| 15:13 - 15:33 | Dan Wang
Strategy Backtesting in the Cloud
(pptx) |
| 15:33 - 15:53 | Petra Bakosova
Micro-Alphas
(pptx) |
| 15:53 - 16:13 | Kyle Balkissoon
So You Want To Launch an ETF? |
| 16:13 - 16:28 |
Break |
| 16:28 - 16:35 | Oliver Haynold
Make Literate Slides!
(pdf) |
| 16:35 - 16:42 | Michael Kane
Julia as a Compiler for R Packages
(pdf) |
| 16:42 - 17:02 | Steven Sklar
The Future of Fast Databases: Lessons from a Decade of QuestDB
(pdf) |
| 17:02 - 17:22 | Jeff Ryan
Jeff’s Grab Bag of Projects and Ideas |
| 17:22 - 17:30 |
Thanks + Feedback URL + Tell Friends and Coworkers |
| 17:30 - 20:30 |
Conference Reception at East Terrace |
