Schedule

Agenda (in U.S. Pacific Time)

08:00 - 08:05 Opening remarks

08:05 - 08:35 Keynote 1: Constantine Boyadjiev, Head of Fraud and Risk, Accenture (Title: Combating Fraud with AI and ML) [Video]

08:35 - 09:05 Keynote 2: Alan King, IBM Research (Title: Federated AI in Banking and Finance) [Video]

09:05 - 09:15 Break / Additional Q&A with Keynote Speakers

09:15 - 10:45 Spotlight Talks (6 talks, 15 min each); see below for more details

10:45 - 11:00 Break

11:00 - 11:30 Keynote 3: Sriram Subramanian, Head of Data Sciences at Conde Nast (Title: Predicting Content Virality to Drive Social Traffic) [Video]

11:30 - 12:00 Keynote 4: Scott Rickard, Chief Data Scientist, Citadel (Title: Machine Learning and Alternate Data in Finance) [Video to be uploaded soon**]

12:00 - 12:10 Break / Additional Q&A with Keynote Speakers

12:10 - 01:00 Lunch

01:00 - 01:50 Poster Session 1 (8 papers, 6 min each); see below for more details

01:50 - 02:00 Break / Additional Q&A with Poster Presenters

02:00 - 02:30 Keynote 5: Yinglian Xie, CEO DataVisor (Title: Detecting Hidden Patterns and Connections to stop Incoming Threats) [Video] **

02:30 - 03:00 Keynote 6: Ivy Lu, Head of Data Science, Oxygen (Title: Data Science at a FinTech Startup) [Video]

03:00 - 03:30 Break / Additional Q&A with Keynote Speakers

03:30 - 04:40 Poster Session 2 (11 Papers, 6 min each); see below for more details

04:40 - 05:00 Additional Q&A with Poster Presenters + Conclusions


** NOTE: This talk may not be visible through the KDD portal, but the organizers will make it available here

Spotlight Talks (09:15 - 10:45 AM, Pacific Time):


  1. Machine learning methods to detect money laundering in the Bitcoin blockchain in the presence of label scarcity, Joana Lorenz (NOVA-IMS); Maria Ines P P Silva (Feedzai)*; David Aparicio (Feedzai); Joao Ascesao (Feedzai); Pedro Bizarro (Feedzai) Paper #13 [Video]


  1. On the Robustness of Deep Reinforcement Learning Based Optimal Trade Execution Systems, Siyu Lin (University of Virginia)*; Peter Beling (University of Virginia), Paper #15 [Video]


  1. Detection of Balance Anomalies with Quantile Regression: the Power of Non-symmetry, David Muelas Recuenco (BBVA Data & Analytics)*; Luis Peinado (BBVA Data & Analytics); Axel Brando (BBVA Data & Analytics); Jose Rodriguez-Serrano (BBVA Analytics SL), Paper #20 [Video] [Paper]


  1. Navigating the Dynamics of Financial Embeddings over Time, Alan O Salimov (Capital One)*; Brian Nguyen (Capital One); Antonia Gogoglou (Capital One); C Bayan Bruss (Capital One); Jonathan Rider (Capital One), Paper #18 [Video] [Paper]


  1. Evolution of Credit Risk Using a Personalized Pagerank Algorithm for Multilayer Networks, Cristian Bravo (University of Western Ontario)*; María Óskarsdóttir (University of Reykjavík), Paper #11 [Video] [Paper]


  1. Mitigating Bias in Online Microfinance Platforms: A Case Study on Kiva.org, Soumajyoti Sarkar (Arizona State University)*; Hamidreza Alvari (Arizona State University), Paper #29 [Video]


Poster Session 1 (01:00 - 01:50 PM Pacific Time):


  1. Accurate and Intuitive Contextual Explanations using Linear Model Trees, Aditya Lahiri (American Express)*; Narayanan U Edakunni (American Express AI Labs), Paper #3 [Video] [Paper]


  1. Multi-stream RNN for Merchant Transaction Prediction, Zhongfang Zhuang (Visa Research)*; Michael Yeh (Visa Research); Liang Wang (Visa Research); Wei Zhang (Visa Research); Junpeng Wang (Visa Research), Paper #5 [Slides] [Video]


  1. Financial Sentiment Analysis with Pre-trained Language Models, Dogu Araci (Prosus)*; Zulkuf Genc (Prosus), Paper # 9 [Video] [Paper]


  1. Adverse Media Mining for KYC and ESG Compliance, Rupinder P Khandpur (Virginia Tech); Ashit Talukder (Moody's Analytics); Rupinder Khandpur (Moodys Analytics)*, Paper #34 [Video]


  1. CoronaPulse: Real-Time Sentiment Analysis and Emergent Multi-Sector Financial Risk Detection From CoVID-19 Events, Ashit Talukder (Moody's Analytics)*; Daulet Nurmanbetov (Moody's Analytics), Paper #28 [Video] [Paper]


  1. A Scalable Framework for Group Fraud Detection in Transaction using Deep Graph Neural Network, Wei Min (eBay)*; Zhichao Han (eBay); Zitao Zhang (eBay); Shengqian Chen (eBay); Wenyu Dong (eBay); Yang Zhao (eBay), Paper #19 [Video] [Slides] [Paper]


  1. A Unified Machine Learning Framework for Targeting Financial Product Offerings, Shankar Sankararaman (Intuit)*; Debasish Das (Intuit); Deepesh Ramachandran Vijayalekshmi (Intuit); Babak Aghazadeh (Intuit), Paper #16 [Video] [Paper]


  1. Machine Learning for Temporal Data in Finance: Challenges and Opportunities, Jason Wittenbach (Capital One)*; C Bayan Bruss (Capital One); Brian d'Alessandro (Capital One), Paper #30 [Video]

Poster Session 2 (3:30-4:40 PM Pacific Time):


  1. Predicting Account Receivables with Machine Learning, Ana Paula Appel (IBM)*; Gabriel Malfatti (IBM Research); Renato Cunha (IBM); Bruno Lima (IBM Research); Rogerio de Paula (IBM Research, Brazil), Paper #6 [Video] [Paper]


  1. Explainable Clustering and Application to Wealth Management Compliance, Enguerrand Horel (Stanford University)*; Kay Giesecke (Stanford University); Victor Storchan (J.P. Morgan); Naren Chittar (J.P. Morgan), Paper #7 [Video] [Paper]


  1. FairXGBoost: Fairness-aware Classification in XGBoost, Srinivasan Ravichandran (American Express)*; Drona Khurana (American Express); Bharath Venkatesh (American Express); Narayanan U Edakunni (American Express AI Labs), Paper #23 [Video] [Paper]


  1. Hierarchical Contextual Document Embeddings for Long Financial Text Regression, Vipula Rawte (Rensselaer Polytechnic Institute)*; Aparna Gupta (RPI); Mohammed Zaki (RPI), Paper #31 [Video] [Paper]


  1. On the Optimal Baseline Auto Insurance Premium, Patrick Hosein (University of the West Indies)*, Paper #21 [Video] [Paper]


  1. Personalized Welcome Messages in Conversational Chatbots via Time Aware Self-Attentive Models, Homa Foroughi (Intuit)*; Chang Liu (Intuit); Pankaj Gupta (Intuit), Paper #10 [Video] [Paper]


  1. Data- and Model-driven Multi-Touch Attribution for Omnichannel Conversions, Yue Duan (Capital One)*; Jie Shen (Capital One), Paper #22 [Video] [Paper]


  1. Dealing with missing Industry Codes: Imputation and Representation using Sequence Classification, Behrouz Saghafikhadem (Capital One); Jihan Wei (Capital One); Jiankun Liu (Capital One)*;Nickolas Wilson (Capital One); Ankur Mohan (Capital One), Paper #35 [Video] [Paper]


  1. Towards Earnings Call and Stock Price Movement, Zhiqiang Ma (S&P Global)*; Grace Bang (S&P Global); Xiaomo Liu (S&P Global); Chong Wang (S&P Global ), Paper #2 [Video] [Paper]


  1. Evidence of Rising Market Efficiency from Intra-day Equity Price Prediction, David Byrd (Ga Tech)*; Tucker Balch (JP Morgan), Paper #27 [Video] [Paper]


  1. Alpha Discovery Neural Network, the Special Fountain of Financial Trading Signals, Jie Fang (Tsinghua University)*; Shutao Xia (Tsinghua University); Jianwu Lin (Tsinghua Shenzhen Graduate School); Zhikang Xia (Tsinghua University); Xiang Liu (Tsinghua Shenzhen International Graduate School); Yong Jiang (Tsinghua University), Paper #1 [Video] [Poster] [Paper]