Program

08:55 – 9:00 Welcome note

09:00 – 09:45 Florent Krzakala (École Normale Supérieure)

Algorithms, Statistical Mechanics, and Phase transitions

09:50 – 10:30 Gary Kazantsev (Bloomberg)

Machine Learning for Financial Text Analysis

10:30 – 11:00 Coffee Break

11:00 – 11:30 Rama Cont (Imperial College London)

Universal features in high frequency financial data: insights from Deep Learning

11:35 – 12:15 Stéphane Mallat (École Normale Supérieure and Collège de France)

Unsupervised learning with generative neural networks

12:15 – 14:00 Lunch

14:00 – 14:30 Amir Sani (Imperial College London)

Calibration methodology for Agent-Based Models

14:30 – 15:00 Stephen Hardiman (Capital Fund Management)

Machine learning in financial markets: application to the order book

15:00 – 15:30 Karim Beguir (InstaDeep)

Learning to optimise: Deep learning for logistics

15:30 – 16:00 Coffee Break

16:00 – 16:45 Csaba Szepesvari (Google DeepMind and University of Alberta)

Bandit Algorithms: From Foundations to Current Challenges

16:45 – 17:20 Panel: Harnessing Data Science for Industry

David Hand (Winton Capital and Imperial College)

Laurent Laloux (Capital Fund Management)

Simone Pugliese (Kayrros)

Csaba Szepesvari (Google DeepMind and University of Alberta)

17:20 Closing Remarks