Conference Day One: March 17 2020

8:00 am - 8:50 am Welcoming tea, coffee and registration

KEYNOTES & OPENING PLENARY SESSIONS

8:50 am - 9:00 am Chair's opening remarks

9:00 am - 9:30 am Keynote: Practical machine learning for asset managers


9:30 am - 10:00 am Combining human intuition and AI insights for to achieve alpha


10:00 am - 10:30 am Application of machine learning processes from other industries to financial markets


10:30 am - 11:00 am Networking refreshment break in the exhibition area

MORNING SESSIONS

11:00 am - 11:45 am Panel: Latest advances in reinforcement learning


11:45 am - 12:30 pm Asset allocator interview


12:20 pm - 1:30 pm Networking lunch in the exhibition area


AFTERNOON STREAMS

STREAM A

1:30 pm - 1:35 pm Stream A: Quant and Risk Methods

STREAM A

1:35 pm - 2:15 pm Managing volatility with a lack of historical data

STREAM A

2:15 pm - 2:50 pm Validation and testing of ML models to mitigate risk

STREAM A

2:50 pm - 3:30 pm Panel: Assessing risk factors of a pure quant strategy

STREAM B

1:30 pm - 1:35 pm Stream B: NLP case studies

STREAM B

1:35 pm - 2:15 pm Optimized trade execution through reinforcement learning

STREAM B

2:15 pm - 3:00 pm NLP meets Glassdoor and BofAML US equity fundamental analysts research reports


STREAM B

3:00 pm - 3:30 pm Academic update: Latest research on ML techniques to apply to financial markets


STREAM C

1:30 pm - 1:35 pm Stream C: AI/ML Case Studies

STREAM C

1:35 pm - 2:05 pm Developing a trading strategy from start to finish using AI/ML

STREAM C

2:05 pm - 2:50 pm Building models to cope with unpredicted structural breaks


STREAM C

2:50 pm - 3:30 pm Manipulating data intensive ML processes with a distinct lack of data history

3:30 pm - 3:55 pm Networking refreshment break in the exhibition area

STREAM A

3:55 pm - 4:00 pm Stream A: Quant for Fundamental

STREAM A

4:00 pm - 4:40 pm Panel: Fundamental vs quantitative – comparing and blending strategies within the shifting market

STREAM A

4:40 pm - 5:00 pm Case study: Journey of embedding quant methods within your fundamental approach effectively

STREAM A

5:00 pm - 5:20 pm The future for ‘quantamental’ funds – remaining competitive in a saturated market

STREAM B

3:55 pm - 4:00 pm Stream B: AI and Data

STREAM B

4:00 pm - 4:40 pm Panel: In-house vs outsourcing


STREAM B

4:40 pm - 5:00 pm Mitigation of cognitive biases from market data

STREAM B

5:00 pm - 5:20 pm Finding signal from noisy market data – quantifying the value of competitive data sets

STREAM C

3:55 pm - 4:00 pm Stream C: AI/ML case studies

STREAM C

4:00 pm - 4:40 pm Panel: How to recover when machine learning goes wrong

STREAM C

4:40 pm - 5:00 pm Building internal capability and education within teams to interpret models with confidence and clarity

STREAM C

5:00 pm - 5:20 pm Use and misuses of ML in investing

5:20 pm - 5:30 pm Closing remarks

5:30 pm - 7:00 pm Drinks reception and networking in the exhibition area