Wednesday 2nd November 2022
8.00am NY/12pm London Opening Remarks
8.15am NY/12.15pm London Keynote: Manuela Veloso
8.45am NY/12.45pm London Keynote: Jakob Foerster
9.15am NY/1.15pm London Model-based gym environments for limit order book trading, Joseph Jerome
9.25am NY/1.25pm London Phantom - An RL-driven framework for agent-based modeling of complex economic systems and markets, Leo Ardon
9.35am NY/1.35pm London Break
9.45am NY/1.45pm London Keynote: Michael Wellman. Lessons from a Trading Agent Competition.
10.15am NY/2.15pm London Keynote: Lukasz Szpruch. Promises and pitfalls of synthetic data.
10.45am NY/2.45pm London Exposing The Impact of Shortcut Learning on the Performance Estimates of AI Benchmarks in Finance: The Case of Corporate Credit Risk Prediction, Matthew Caron
10.55am NY/2.55pm London Defending Against Adversarial Attacks on Abides Agents, Fernando Fernandez
11.05am NY/3.05pm London Break
11.15am NY/3.15pm London Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds, Aymeric Vie
11.25am NY/3.25pm London Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting, Berend J.D. Gort
11.35am NY/3.35pm London Benchmark Proposal: Refinitiv News Challenge, Nicole Allen
11.45am NY/3.45pm London Benchmark Proposal: Automation benchmarks for transaction reconciliations, Tracey Lall
11.55am NY/3.55pm London Closing Remarks