Schedule
Workshop date is 2nd November 2022. All times are in the local New York time zone (Eastern Time).
8am - 8.30am Keynote Speaker: Prof Daniel Palomar (Hong Kong University of Science and Technology)
Title: Learning Financial Graphs
Presentation: Online
8.35am - 9.05am Keynote Speaker: Prof Tomaso Aste (University College London)
Title: TBD
Presentation: Online9.10am - 9.40am Tutorial: Chao Zhang (University of Oxford)
Title: Network effects in limit order book analysis and covariance estimation
Presentation: Online
9.45am - 10.00am Rian Dolphin (University College Dublin)
Accepted Paper Title: A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets. Rian Dolphin* (University College Dublin), Barry Smyth (Insight Centre for Data Analytics), Ruihai Dong (UCD School of Computer Science).
Presentation: In-person
10.00am - 10.15am Break
10.15am - 10.30am Lavanya Basavraju (U.S. Bank)
Accepted Paper Title: AI-Assisted Credit Risk Review for Commercial Loans. Lavanya Basavaraju* (U.S. Bank), Soumitri N Kolavennu (U.S. Bank), Varshini Sriram (U.S. Bank), Vadim Petruk (U.S. Bank).
Presentation: In-person
10.30am - 10.45am Mengyu Wang (University of Edinburgh)
Accepted Paper Title: MANA-Net: A Market Attention-weighted News Aggregation Network for Stock Price Prediction. Mengyu Wang* (University of Edinburgh), Tiejun Ma (University of Edinburgh).
Presentation: Online
10.45am - 11.00am Chang Luo (University of Edinburgh)
Accepted Paper Title: Spatial-Temporal Stock Movement Prediction and Portfolio Selection based on the Semantic Company Relational Graph. Chang Luo* (University of Edinburgh), Tiejun Ma (University of Edinburgh), Mihai Cucuringu (University of Oxford and The Alan Turing Institute).
Presentation: Online
11.00am - 11.15am Bhaskarjit Sarmah (BlackRock, Inc.)
Accepted Paper Title: Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning. Bhaskarjit Sarmah* (BlackRock, Inc.), Nayana Nair (BlackRock, Inc.), Dhagash Mehta (BlackRock, Inc.), Stefano Pasquali (BlackRock, Inc.).
Presentation: Online
11.15am - 11.30am Abhijeet Kumar (Fidelity Investments)
Accepted Paper Title: Holder Recommendations using Graph Representation Learning & Link Prediction. Abhijeet Kumar* (Fidelity Investments), Rachna Saxena (FMR).
Presentation: Online
11.30am - 12pm Keynote Speaker: Stefano Pasquali (BlackRock, Inc.)
Title: Natural Language Processing and Network Science in Liquidity and Trading
Presentation: In-person
12pm Closing Remarks
*Corresponding author/speaker.