Organizers

Dr. Matt Davison is a Professor in the departments of Mathematics and of Statistical & Actuarial Sciences at Western University in London, Ontario. After postdoctoral research in Switzerland, Matt began his career as an arbitrage quant at Deutsche Bank Canada. Formerly (2006-2016) Canada Research Chair in Quantitative Finance and a Fellow of the Fields Institute for Research in the Mathematical Sciences, Matt is the author of more than 70 papers in financial mathematics, energy finance, data science, and industrial applied mathematics. Matt is the leader of Western’s Financial Wellness Lab, an industrially sponsored research group designed to help use data to improve the financial resilience of Canadians. Matt has been the lead organizer of large Canadian national society meeting as well as of many conference sessions and workshops in financial and industrial mathematics at the Fields Institute. Matt currently serves Western University as Dean of Science.

Dr. Dhagash Mehta is the Head of Applied Machine Learning Research for Investment Management at BlackRock, Inc., leading a research group on machine learning and investment strategies. Previously, he was a Senior Manager of Investment Strategies at The Vanguard Group and before that a Senior Research Scientist at United Technologies Research Center; a research assistant professor of applied math at University of Notre Dame and North Carolina State University; a research fellow at Syracuse University, the University of Cambridge, Simons Center for Theory of Computing and National University of Ireland Maynooth. He possesses Part III Mathematical Tripos from the University of Cambridge, and a Ph.D. between the University of Adelaide, Australia, and Imperial College London in Applied Math/Theoretical Physics areas. Dr Mehta has published 55+ journal articles and 25+ conference proceedings, and his research expertise is in loss landscapes of deep learning, applications of algebraic geometry to machine learning, machine learning and non-convex methods for portfolio optimization, machine learning for economic forecasting, robo-advisory system and behavioral finance. Dr Mehta is also on the editorial advisory board at Journal for Financial Data Science.

Dr. John R.J. Thompson is an Assistant Professor at the University of British Columbia whose areas of expertise are nonparametric and applied statistics and machine learning. John is a member of the Financial Wellness Lab at Western University which aims to design data-driven tools that Canadians can use to improve their financial resilience, reduce financial stress, and support better financial decisions. John's strong interest in interdisciplinary research has led him to apply statistical modelling techniques to environmental science and behavioral finance. John's current research includes estimating forest fire spread using anisotropic smoothing techniques, studying the links of climate change scenarios to downstream economic effects and financial risk through direct and indirect environmental impacts, modelling the behaviors of Canadian investors under the guidance of financial advisors, and designing effective financial measures and Robo-tools that aid financial advisors in supporting their clients’ investment portfolios.