08:00 – 9:00 Registration and breakfast (Mathematical Institute, Common Room)
08:55 – 9:00 Welcome (Lecture Theatre 2, Lower level)
09:00 – 09:45 Marcos Lopez de Prado (True Positive Technologies)
A Machine Learning solution to Markowitz's curse
09:45 – 10:30 Kay Giesecke (Stanford University)
Towards Explainable AI: Significance Tests for Neural Networks
10:30 – 11:00 Coffee Break
11:00 – 11:45 Hans Buehler & Ben Wood (JP Morgan) Market simulation for Deep hedging
11:45 – 12:30 Rama Cont (University of Oxford)
Blending Machine Learning with analytics: blind monitoring of trading strategies
12:30 – 14:00 Lunch
14:00 – 14:45 David Siska ( University of Edinburgh & VegaProtocol )
Learning to price and hedge path-dependent derivatives
14:45 – 15:30 Igor Halperin ( Fidelity)
Inverse reinforcement learning and non-perturbative methods in finance
15:30 – 16:00 Coffee Break
16:00 – 16:45 Dominic Wright (Credit Suisse)
Recommender systems for bond trading
16:50 – 17:20 Matthew Hodgson (Mosaic Smart Data)
Building the next generation of financial data analytics
17:20 Closing Remarks
17:30 Drinks reception (Common Room)