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