Data & Finance Workshop

We are organising a workshop on Data & Finance applications (with a focus on machine learning).

WHEN: December 13-14, 2018.

WHERE: emlyon business school (23 avenue Guy de Collongue 69130 Ecully), Room A 1110.

If you wish to attend, send an email to one member of the organising committee:

• Jean Savinien (savinien@em-lyon.com) or
• Guillaume Coqueret (coqueret@em-lyon.com).

PROGRAM

Thursday 13. December.

08:45-09:00: welcome - coffee

09:00-09:30: Guillaume Coqueret, "Introduction"

09:30-10:30: Juho Kanniainen, "Machine Learning and complex networks for stock market research – 1"

10:30-11:00: coffee break

11:00-12:00: Juho Kanniainen, "Machine Learning and complex networks for stock market research – 2"

12:00-12:30: Bertrand Maillet, "Early Warning Signal for Systemic Risk and Robust Efficient Portfolios with Machine Learning"

12:30-14:00: lunch break

14:00-16:00: open discussions

Friday 14. December.

08:45-09:00: coffee

09:00-10:00: Eric Lebigot, "Neural nets and the order book"

10:00-11:00: Nicholas Skar-Gislinge, "Algo Finance Agent Based Modelling framework"

11:00-11:30: coffee break

11:30-12:30: Pankaj Kumar, "Multi-agent Deep Reinforcement Learning for Market Making"

12:30-14:00: lunch break

14:00-16:00: open discussions

Speakers affiliations:

• Juho Kanniainen, Professor of financial engineering, Tampere University of Technology, Finland, head of H2020 BigDataFinance
• Nicholas Skar-Gislinge, Post. Doc., Copenhagen Business School, head of AlgoFinance team
• Pankaj Kumar, PhD student, Copenhagen Business School
• Eric Lebigot, Senior science advisor, Capital Fund Management, Paris
• Guillaume Coqueret, Professor of finance, emlyon business school
• Bertrand Maillet, Professor of finance, emlyon business school

CAMPUS MAP: