World Business StrategiesServing the Global Financial Community since 2000

Day 1 Monday, February 21 2022

Module 1 Artificial Intelligence in Finance Landscape 9.00am – 12.00pm EST Dr Miquel Noguer

Module 2 Big Data in Finance Modeling I
a. Modeling
b. Modeling Framework
c. Quantitative Finance

3 Supervised Learning I
a. Supervised Learning Algorithms

  • Speaker Big Data in Finance 12.00pm – 1.00pm EST William J Kelly
  • Speaker Neural SDE’s 1.00pm – 2.00pm EST Lukasz Szpruch

Day 2 Tuesday, February 22 2022

Module 2 Big Data in Finance Modeling II 9.00am – 11.00am EST Dr. Daniel T Schmitt
a. Preprocessing
b. Learning and Estimation
c. Model Selection

Module 1 Python and coding – Primer 11.00am – 12.00pm EST Gilberto Batres Estrada
a. Python basics
b. Exercises

  • Speaker Algorithmic Adjoint Differentiation 12.00pm – 1.00pm EST Antoine Savine
  • Speaker Datarobot 1.00pm – 3.00pm EST William Disch

Day 3 Wednesday, February 23 2022

Module 3: Supervised Learning II 9.00am – 11.00am EST Yaxoing Zeng
a. Ensemble models
b. Bagging: Random Forests
c. Boosting: Adaboost and XGBoost

Speaker Factor Models and Machine Learning 11.00am – 12.00pm EST Tony Guida
Speaker Mathworks – Explainable AI 12.00pm – 1.00pm EST Marshall Alphonso
Speaker Climate Change 1.00pm – 2.00pm EST Robert Litterman

Day 4 Thursday, February 24 2022

Module 4: Unsupervised Learning 9.00am – 11.00am EST Dr Mike Atwal
a. Unsupervised Learning Rationale
b. Clustering
c. Auto-Encoders
d. Dimension reduction: PCA

Module 2: Python and coding – Machine Learning 11.00am – 12.00pm EST Gilberto Batres Estrada
a. Python Sci kit Learn
b. Exercises

Speaker Machine Learning Factor Models 12.00pm – 1.00pm EST Vincent Zoonekynd
Speaker Alternative Data 1.00pm – 2.00pm EST Marko Kangrga

Day 5 Friday, February 25 2022

Speaker Deep Learning for Mathematics 9.00am – 10.00am EST Francois Charton
Speaker Machine Learning in Finance 10.00am – 11.00am EST Dr. Marcos Lopez de Prado

Module 5 Deep Learning 11.00am – 2.00pm EST Stefan Jansen
a. The mathematics of deep learning
i. Mathematical definition
ii. Optimization
iii. Drop out
b. Neural Networks Architectures
c. Deep learning Asset Pricing and Trading

Professor Quantitative Finance Workshop 2.00pm – 4.00pm EST Dr Miquel Noguer

Day 6 Monday, February 28 2022

Module 5 Deep Learning 9.00am – 12.00pm EST Dr. Matthew Dixon

b. Neural Networks Architectures
ii. Recurrent Neural Networks
iii. Long Short Term Memory
iv. Convolutional Neural Networks
v. Generative Adversarial Networks

Speaker Reinforcement Learning in Finance 12.00pm – 1.00pm EST Sonam Srivastava
Speaker Reinforcement Learning in Finance 1.00pm – 2.00pm EST Gordon Ritter

Day 7 Tuesday, March 1 2022

Module 6 Reinforcement Learning 9.00am – 12.00pm EST Dr. Matthew Dixon

a. Reinforcement Learning in Finance
b. RL in Dynamic Rep and Hedging
c. Markov Decision processes
d. Taxonomy of RL
e. Tabular Learning and Bellman Equation

Speaker High Frequency Deep Learning 12.00pm – 1.00pm EST Petter Kolm
Speaker Alternative Data 1.00pm – 2.00pm EST Saeed Amen
Speaker Volatility Modeling 2.00pm – 3.00pm EST Maxime Bergeron

Day 8 Wednesday, March 2 2022

Module 6 Reinforcement Learning 9.00am – 11.00am EST Dr Tim Leung

a. Review
b. Experiments
3 Python and coding – DL and RL 11.00am – 12.00pm EST Ivan Zhdankin
a. Python Sci kit Learn + Tensorflow

Speaker Deep Learning and Option Pricing 12.00pm – 1.00pm EST Aitor Muguruza

Module 3 Coding Session 2.00pm – 3.00pm EST Gilberto Batres-Estrada

Day 9 Thursday, March 3 2022

Module 7 Natural Language Processing 9.00am – 11.00am EST Dr Miquel Noguer

a. NLP Pipeline
b. Text Pre-Processing
c. Word Tokenization
d. Math with words (TF-IDF vectors)
e. NLP Deep Learning

Module 4 Python and coding – NLP 11.00am – 12.00pm EST Tinghao Li

Speaker AI Explainability 12.00pm – 1.00pm EST Gary Kazantsev
Speaker AI Explainability 12.00pm – 1.00pm EST Charles Martin

Day 10 Friday, March 4 2022

Module 7 AI in Finance Q&A 9.00am – 10.00am EST Dr Miquel Noguer
Speaker Sentence BERT 10.00am – 11.00pm EST Jordi Armengol
Speaker GlobalAI 11.00pm – 12.00pm EST Richard Rothenberg
Speaker Reinforcement Learning 12.00am – 1.00pm EST Dr Igor Halperin

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  • Early bird discount
    15% until 4th February 2022

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