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Agenda

Tracks

A Presentation Track 1 Room: Marquis

B Master Classes Track 2 Room: Cantor

C Master Classes Track 3 Room: Jolson

8:30 a.m.
Registration
9:00 a.m.
Welcome and Introduction
9:10 a.m.
9:50 a.m.
10:30 a.m.
A
The R-Factor: Converting ESG and Corporate Governance Data into Investable Insights Todd Bridges, State Street Global Advisors
11:10 a.m.
Break and Exhibits
11:20 a.m.
A
Dynamic Replication and Hedging: A Reinforcement Learning Approach Petter Kolm, New York University
B
A Master Class in Building Production-Grade NLP Pipelines Sri Krishnamurthy, QuantUniversity
C
Text Analytics and Sentiment Analysis Alex Link, MathWorks
12:00 p.m.
Lunch and Exhibits
1:10 p.m.
A
CCAR Neural Networks Model Heng Chen, HSBC and Northwestern University
B
A Platform for Risk Models Paul Peeling, MathWorks
C
Software Development with MATLAB Siddharth Sundar, MathWorks
1:50 p.m.
A
How MATLAB Reshapes the Landscape to Serve Wealth Management Clients Stephanie Wang, Morgan Stanley Wealth Management
2:30 p.m.
Break and Exhibits
2:50 p.m.
A
Applications of Academic Theory and Quant Techniques in Securities Lending Yasser El Hamoumi, State Street Global Markets and Travis Whitmore, State Street Global Markets
B
AI, Machine, Deep Learning, and NLP in Enterprise Investment and Risk Management Marshall Alphonso, MathWorks
C
Integrating Python and MATLAB Ian McKenna, MathWorks
3:30 p.m.
A
Penn Wharton Budget Model: Macroeconomics in MATLAB Efraim Berkovich, University of Pennsylvania
4:10 p.m.
A
Model Risk Management for Alpha Strategies Created with Deep Learning Ben Steiner, BNP Paribas Asset Management
B
Natural Language Processing and Deep Learning in Finance Gary Kazantsev, Bloomberg, and Marshall Alphonso, MathWorks
C
4:50 p.m.
End of Day

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