** The following schedule is listed according to am ET. For London time (GMT) please add 4 hrs.
08:50-09:00 Introduction (10 min)
09:00-09:50 Keynote Talk: Spyros Makridakis, Emeritus Professor of Decision Sciences and a Distinguished Research Professor at INSEAD
Timeseries Forecasting in Finance: Current Developments and Future Challenges
09:50-10:00 Break (10 min)
10:00-10:25 Invited Talk: Chak Wong, Head of London Machine Learning Centre of Excellence at J.P. Morgan
Problems and probable solutions of applying recent machine learning techniques to financial time series
10:25-10:30 Break (5 min)
10:30-10:55 Invited Talk: Rose Yu, Assistant Professor, UC San Diego
Uncertainty Quantification in Deep Spatiotemporal Forecasting and Decision Making
10:55-11:00 Break (5 min)
11:00-11:50 Panel discussion: Dealing with Time Series in Practice
Tucker Balch, Managing Director at J.P. Morgan AI Research
Rami Krispin, Data Science Manager at a leading tech company
Yan Liu, Associate Professor at University of Southern California
11:50-12:00 Break (10 min)
12:00-12:50 Lightning Talks (each paper: 8 mins presentation + 3 mins Q&A + 1 min transition)
12:00-12:11 pm James Chapman, Ajit Desai. Bank of Canada.
Macroeconomic Predictions using Payments Data and Machine Learning.
12:12-12:23 pm Yanqing Ma, Carmine Ventre, Maria Polukarov. King's College London.
Denoised Labels for Financial Time-Series Data via Self-Supervised Learning.
12:24-12:35 pm Jeffrey Choy, Romesh Saigal, Abdullah AlShelahi, Ben Wang. University of Michigan.
Investor Impatience and Financial Markets: the Case of the Short Squeeze of Meme Stocks.
12:36-12:47 pm Filotas Theodosiou, Nikolaos Kourentzes. Skövde University.
Deep Learning Temporal Hierarchies for Interval Forecasts.
12:50-12:55 Closing Remarks (5 min)