World Business StrategiesServing the Global Financial Community since 2000
Day 1 Monday, 5 August, 2019
Module Contents Hour Professor
1 Artificial Intelligence in Finance Landscape 09.00 – 12.00 pm Dr Miquel Noguer i Alonso
2 Big Data in Finance Modeling I
a. Statistical modeling
b. Econometrics
c. Time Series Models
d. Linear Factor Models
e. Portfolio Allocation
3 Big Data in Finance Modeling II 01.00 pm – 03.30 pm Dr Georges Lentzas
a. Preprocessing
        i. Features scaling and selection
        ii. Dimensionality Reduction
        iii. Sampling
b. Learning and Estimation
c. Model Selection
Lab 1 Python and coding –  Primer 03.30 – 05.00 pm Dr.Gilberto Batres Estrada
a. Python basics
b. Exercises
Speaker Alternative data Expert 05.00 – 06.00 pm Olga Kokareva
Day 2 Tuesday, 6 August, 2019
Module Contents Hour Professor
4 Supervised Learning I 09.00 – 12.00 pm Dr Georges Lentzas
Supervised Learning: General Framework
a. Classification
     i. Logistic and Softmax Regression
     ii. K-Nearest Neighbors
     iii. Classification and Regression Trees
     iv. Support Vector Machines
     v. Linear Discriminant Anaylisis
5 Supervised Learning II 01.00 pm – 03.30 pm Dr Miquel Noguer i Alonso
a. Ensemble models
b. Rationale Ensemble Models
 c. Bagging: Random Forests
 d. Boosting
        i. Adaboost
        ii. XGBoost
Lab 2 Python and coding –  Machine Learning 03.30 – 05.00 pm Dr.Gilberto Batres Estrada
a. Python Sci kit Learn
b. Exercises
Speaker Speaker Artificial Intelligence Investing 05.00 – 06.00 pm Michael Weinberg
Day 3 Wednesday, 7 August, 2019
Module Contents Hour Professor
6 Supervised Learning III 09.00 – 12.00 pm Dr Josh Joseph
Regression
     i. Linear Regression
     ii. Penalized Linear Regression: Lasso and Ridge
     iii. Non-Linear Regressions
     iv. Deep Regressions
7 Unsupervised Learning 01.00 pm – 03.30 pm Dr Mike Atwal
a  Unsupervised Learning Rationale
b. Clustering
c. Auto-Encoders
d. Dimension reduction: PCA
c. Probabilistic Models
Lab 3 Python and coding –  Machine Learning 03.30 – 05.00 pm Dr.Gilberto Batres Estrada
a. Python Sci kit Learn
b. Exercises
Speaker Machine Learning in Finance 05.00 – 06.00 pm Rajesh Krishnamachari
Day 4 Thursday, 8 August, 2019
Module Contents Hour Professor
8 Deep Learning 09.00 – 12.00 pm Dr Larry Rudolph
a. The mathematics of deep learning
     i. Mathematical definition
     ii. Optimization
     iii. Drop out
b. Neural Networks Architectures
    i. Feedforward Neural Networks
9 Deep Learning 01.00 pm – 03.30 pm Dr. Matthew Dixon
b. Neural Networks Architectures
   ii. Recurrent Neural Networks
   iii. Long Short Term Memory Networks
   iv. Convolutional Neural Networks
   v. Generative Adversarial Networks
Lab 4 Python and coding –  Machine Learning 03.30 – 05.00 pm Dr.Gilberto Batres Estrada
a. Python Sci kit Learn
b. Exercises
Speaker Machine Learning in Finance 05.00 – 06.00 pm Alexander Fleiss
Day 5 Friday, 9 August, 2019
Module Contents Hour Professor
9 Reinforcement Learning 09.00 – 12.00 pm Dr Petter Kolm
a. Reinforcement Learning in Finance
b. RL in Dynamic Rep and Hedging
9 Reinforcement Learning 01.00 pm – 03.30 pm Dr Miquel Noguer i Alonso
c. Markov Decision processes
d. Taxonomy of RL
e. Tabular Learning and Bellman Equation
f. Deep Q-Networks
g.Policy Gradients
h. Actor Critic Method
Lab 5 Python and coding –  Machine Learning 03.30 – 05.00 pm Dr.Gilberto Batres Estrada
a. Python Sci kit Learn
b. Exercises
Speaker ML Speaker 05.00 – 06.00 pm TBA
Day 6 Saturday, 10 August, 2019
Module Contents Hour Professor
10 Natural Language Processing 09.00 – 12.00 pm Dr Miquel Noguer i Alonso
a. NLP Pipeline
b. Text Pre-Processing
c. Word Tokenization
d. Math with words (TF-IDF vectors)
10 NLP Deep Learning 01.00 pm – 03.30 pm Dr Miquel Noguer i Alonso
a. Word2Vec
b. Convolutional Neural Networks
c. Long Short Term Memory Networks
d. Attention Models
e. ELMO and BERT
Lab 6 Python and coding –  Machine Learning 03.30 – 05.00 pm Dr.Gilberto Batres Estrada
a. Python Sci kit Learn
b. Exercises