Data & Finance Workshop
(emlyon business school - Dec. 13-14 2018)
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:
