Conference Day One: March 17 2020

8:00 am - 8:40 am Welcoming tea, coffee and registration

KEYNOTES & OPENING PLENARY SESSIONS

8:40 am - 8:50 am Chair's opening remarks

Chair’s welcome and start of conference
William Kelly, Chief Executive Officer at CAIA Association

William Kelly

Chief Executive Officer
CAIA Association

8:50 am - 9:20 am AI and capital markets – where are we now?

After the excitement of alt data, new ML techniques and cost-effective GPU availability, what’s actually been achieved in using AI in asset management? A global consultancy shares current research that’s mapped out what’s worked, what hasn’t and who’s now leading the pack
Panel discussion on the realistic use cases of ML processes within financial markets – how to separate fad from reality and utilise Machine Learning effectively.
Afsheen Afshar, Former Chief Artificial Intelligence Officer & Senior Managing Director at Cerberus Capital Management

Afsheen Afshar

Former Chief Artificial Intelligence Officer & Senior Managing Director
Cerberus Capital Management

Richard Craib, Founder & CEO at Numerai

Richard Craib

Founder & CEO
Numerai

Rajesh Krishnamachari, Head of Data Science, Data and Innovation Group at Bank of America

Rajesh Krishnamachari

Head of Data Science, Data and Innovation Group
Bank of America

Rajeev Sharma, President & CEO at novaIQ

Rajeev Sharma

President & CEO
novaIQ

10:00 am - 10:30 am Keynote: Practical machine learning for asset managers

- Exploring how convex optimization solutions can be unstable to the point of offsetting the benefits of diversification
- Examination of the reasons traditional methods fail to produce reliable efficient frontiers
- Understand the introduction of a machine learning- based portfolio optimization method that reduces the estimation error by up to 90%, relative to traditional approaches 
Marcos López de Prado, Principal and Head of Machine Learning at AQR Capital Management

Marcos López de Prado

Principal and Head of Machine Learning
AQR Capital Management

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

MORNING SESSIONS

A fireside chat with a leading asset manager on how they are revolutionizing finance and using data to shape their investment philosophy and decision-making 
Matthew Granade, Chief Market Intelligence Officer & Managing Director at Point72

Matthew Granade

Chief Market Intelligence Officer & Managing Director
Point72

11:30 am - 11:50 am Application of machine learning processes from other industries to financial markets

Learning how ML processes are applied in another industry and key elements that can be translated within trading to achieve a competitive edge 
Manoj Saxena, Chairman at AI Global

Manoj Saxena

Chairman
AI Global

11:50 am - 12:10 pm Trends in utilization of machine learning and big data in finance

- How the availability of novel datasets and advanced analytical techniques has changed the financial landscape  
- Specific use cases around alterative data and quantitative signal development to posit a framework for future application of AI within finance
- Impact of AI across different lines of business 
Rajesh Krishnamachari, Head of Data Science, Data and Innovation Group at Bank of America

Rajesh Krishnamachari

Head of Data Science, Data and Innovation Group
Bank of America

12:10 pm - 12:30 pm Natural language processing and application within finance

Understand NLP’s place within capital markets and its practical application 
Peter Hafez, Chief Data Scientist at RavenPack

Peter Hafez

Chief Data Scientist
RavenPack

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


AFTERNOON STREAMS

STREAM A

1:30 pm - 1:35 pm Stream A: Quant for fundamental

STREAM A

1:35 pm - 2:15 pm Panel: Fundamental vs quantitative – comparing and blending strategies within the shifting market
- Successfully integrating AI into the quant trading workflow
- Assessing collaborative approaches that do and don’t work

Robert Morse, Head of Data Strategy and Sourcing at PDT Partners

Robert Morse

Head of Data Strategy and Sourcing
PDT Partners

Michael Beal, CEO at Data Capital Management

Michael Beal

CEO
Data Capital Management

STREAM A

2:15 pm - 2:35 pm The future for ‘quantamental’ funds – remaining competitive in a saturated market
- How to stay ahead with the proliferation of quant funds 
- Overcoming human biases and cognitive blockers
- Recreating your quant teams within an AI and data-driven and increasingly regulated risk market

STREAM A

2:35 pm - 3:25 pm Panel: Journey of embedding quant methods within your fundamental approach effectively
- Instigating the integration of new technology into a traditional structure
- Building internal capabilities through investment in people and technology
- Remaining competitive in a saturated market
Vlad Andrei, Founder at Albaron Ventures

Vlad Andrei

Founder
Albaron Ventures

Iuliia Shpak, Quantitative Strategies Specialist at Sarasin & Partners LLP

Iuliia Shpak

Quantitative Strategies Specialist
Sarasin & Partners LLP

STREAM B

1:30 pm - 1:35 pm Stream B: Data engineering and infrastructure

STREAM B

1:35 pm - 2:15 pm Data-informed insights: In-house vs outsourced
- Identifying when to use in-house AI services vs outsourced options
-Determining how to get better insights, reduce costs and improve security and transparency
- Considerations necessary when deciding on a provider 
Ganesh Mani, Adjunct Faculty at Carnegie Mellon; ex-SSgA

Ganesh Mani

Adjunct Faculty
Carnegie Mellon; ex-SSgA

Francesco Filia, CEO at Fasanara

Francesco Filia

CEO
Fasanara

- How to reliably build a data strategy from scratch
- Defining your data strategy and investing in the infrastructural elements to support it
- Building models to optimize and predict investment outcomes 
Drake Bushnell, VP, Director, Data & Solutions at FactSet

Drake Bushnell

VP, Director, Data & Solutions
FactSet

Andrew Janian, Head of Data Engineering at Two Sigma

Andrew Janian

Head of Data Engineering
Two Sigma

Tom Taylor, Head of Alpha Technology at Man Numeric

Tom Taylor

Head of Alpha Technology
Man Numeric


STREAM B

2:55 pm - 3:25 pm Commoditization of data engineering
- The future for the commoditization of data engineering
- Utilising cloud providers and open source tools to streamline your optimise your investment workflow 
- Defining key aspects from whole investment workflow 


Tom Taylor, Head of Alpha Technology at Man Numeric

Tom Taylor

Head of Alpha Technology
Man Numeric

STREAM C

1:30 pm - 1:35 pm Stream C: AI/ML case studies

STREAM C

1:35 pm - 2:05 pm Transfer learning for machine learning and NLP: adapting models to changing markets
- Challenges of transfer learning within financial markets
- Identifying how to use transfer learning to your advantage 
- Techniques and case studies to adapt models across new instruments and markets

Andrew Arnold, Adjunct Professor at NYU

Andrew Arnold

Adjunct Professor
NYU

STREAM C

2:05 pm - 2:50 pm How are financial decisions made?
- Outlining the process of making impactful decisions
- Using attention-tracking hardware and intuition-capturing techniques to quantify and model the financial decision-making process 
- Assessing the dependency of decisions and their corresponding previous sequential activity 
Naftali Cohen, AI Research at JP Morgan Chase & Co

Naftali Cohen

AI Research
JP Morgan Chase & Co

STREAM C

2:25 pm - 3:05 pm Panel: Building the optimal data/ML teams
- Hiring and retaining the perfect data team
- The war for talent and where to find the best data professionals 
- Identifying the skills needed for the best data professional in the industry and where to find them
Andrew Arnold, Adjunct Professor at NYU

Andrew Arnold

Adjunct Professor
NYU

Madison Kraus, Principal at Heidrick & Struggle

Madison Kraus

Principal
Heidrick & Struggle

STREAM C

3:05 pm - 3:25 pm Use and misuses of ML in investing
- Navigating lack of timeseries and data points for backtesting
- Avoiding the misuse of corporate data
Joseph Simonian, Senior Investment Strategist at Acadian Asset Management

Joseph Simonian

Senior Investment Strategist
Acadian Asset Management

3:25 pm - 3:55 pm Networking refreshment break in the exhibition area

STREAM A

3:55 pm - 4:00 pm Stream A: Quant and risk methods

STREAM A

4:00 pm - 4:20 pm Text analysis on global company scripts

Andrew Chin, Chief Risk Officer and Head of Quantitative Research at AllianceBernstein

Andrew Chin

Chief Risk Officer and Head of Quantitative Research
AllianceBernstein

STREAM A

4:20 pm - 5:00 pm Panel: ML applications in risk managements and portfolio optimization
- Identifying when to intervene with AI model, when to leave it alone and when to start again 
- Overcoming difficulty in explaining ML in risk models to clients (little economic interpretability)
- Validation and testing of ML models to mitigate risk 
Irina Bogacheva, Head of Multi-Asset Research at QS Investors

Irina Bogacheva

Head of Multi-Asset Research
QS Investors

Jonathan Chin, Co-Founder & SVP, Product Management at ARM Insight

Jonathan Chin

Co-Founder & SVP, Product Management
ARM Insight

STREAM A

5:00 pm - 5:20 pm Managing and modelling risk using ML for portfolio optimization
- Allocating a risk budget based on model’s prediction of equity market
- Using ML to predict a stable portfolio 

Marc Antonio Awada, Chief Risk & Data Analytics Officer at Alpha Innovations

Marc Antonio Awada

Chief Risk & Data Analytics Officer
Alpha Innovations

STREAM B

3:55 pm - 4:00 pm Stream B: Data quality and linkage

STREAM B

4:00 pm - 4:20 pm Ending overfitting systematically through Numerai’s data science tournament
- Obfuscating data to prevent bias
- Learning from adversarial users
- Blind hold out test data with no feedback
Richard Craib, Founder & CEO at Numerai

Richard Craib

Founder & CEO
Numerai

STREAM B

4:20 pm - 5:00 pm Panel: Mitigation of cognitive bias from market data
- Ensuring data is accurate, complete and sufficient to be able to extract statistical significance
- What steps can we take to minimise or control data bias?
Molham Aref, CEO at Relational AI

Molham Aref

CEO
Relational AI

Iuliia Shpak, Quantitative Strategies Specialist at Sarasin & Partners LLP

Iuliia Shpak

Quantitative Strategies Specialist
Sarasin & Partners LLP

STREAM B

5:00 pm - 5:20 pm How to use AI and ML to improve data quality
- Why is data quality important and its impact
- Algorithms that can be used for data quality
- Progressing data assets in a scalable way without disrupting how the data is managed 

STREAM C

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

STREAM C

4:00 pm - 4:20 pm Academic update: Latest research on ML techniques to apply to financial markets
- New applications of machine learning for estimating predictive power of funding characteristics 
- Understanding mathematical models for outlier detection, prediction and risk 
- Applying deep learning concepts to algorithmic trading and derivatives 
Petter Kolm, Professor, Courant Institute of Mathematical Sciences at NYU Courant

Petter Kolm

Professor, Courant Institute of Mathematical Sciences
NYU Courant

STREAM C

4:20 pm - 5:00 pm Panel: How to recover when machine learning goes wrong
- Identifying at what point human intervention is necessary 
- Avoiding building models on spurious relationships
Adam Braff, Founder at Braff & Company

Adam Braff

Founder
Braff & Company

Brandon Da Silva, Associate Portfolio Manager at OPTrust

Brandon Da Silva

Associate Portfolio Manager
OPTrust

STREAM C

5:00 pm - 5:20 pm Use and misuses of ML in investing
- Overcoming structural challenges and training models differently 
- Driving value through cost reduction 
- How to organize institutional data to scale 
Francesco Filia, CEO at Fasanara

Francesco Filia

CEO
Fasanara

5:20 pm - 5:30 pm Closing remarks

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