Track / Overview

Artificial Intelligence is transforming Finance.

AI is changing the way we invest, the manufacturing, delivery and marketing of financial services.

We will explore with some of the world leaders on AI in Finance the latest advancements on AI investing , AI risk management and pricing.

We will discuss the opportunities and challenges of AI in Finance. 

Track / Schedule

Welcome and Introduction

With Miquel Noguer Alonso

09:00-09:15 January 29
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No AI without Big Data

With Armando Gonzalez

09:15-10:00 January 29
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ML for trading: from automated decisions to decision support

With Charles-Albert Lehalle

10:00-10:45 January 29
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Coffee Break

10:45-11:15 January 29
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Dynamic Replication and Hedging: A Reinforcement Learning Approach

With Petter Kolm

11:15-11:45 January 29
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Panel: Artificial Intelligence in Finance

With Armando Gonzalez, Rajesh Krishnamachari, Charles-Albert Lehalle & Petter Kolm

11:45-12:15 January 29
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Handling High Cardinality Categoricals via Target Encodings

With Anastasios Zouzias

12:15-12:23 January 29
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Deep optimal stopping

With Sebastian Becker

12:24-12:31 January 29
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Profit maximizing machine learning

With Arnout Devos

12:32-12:39 January 29
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Closing Remarks

12:40-12:45 January 29
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Track / Speakers

Miquel Noguer Alonso

Professor, Columbia University

Armando Gonzalez

CEO, Ravenpack

Rajesh Krishnamachari

Head of Data Science, Equities

Petter Kolm

Prof. and Director of Mathematics in Finance Masters Program, Courant Institute, New York University

Arnout Devos

PhD Student, EPFL

Sebastian Becker

Head ML Research, ZENAI

Anastasios Zouzias

Senior Data Scientist, Sqooba

Charles-Albert Lehalle

Global Head - Quantitative Research & Development, Abu Dhabi Investment Authority (ADIA)

Track / Co-organizers

Miquel Noguer Alonso

Professor, Columbia University

AMLD EPFL 2019 / Tracks & talks

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AI & Environment

Mikhail Kanevski, Vasily Demyanov, Sylvain Coutu, Maria Schönholzer, Walter Jetz, Grant van Horn, Saman Halgamuge, Antonino Marvuglia, Dan Assouline, Bojie Sheng, Sebastian Sippel, Alexis Berne, Michele Volpi, Maxim Samarin

13:30-17:00 January 2809:00-12:30 January 293BC

AI & Cities

Mohamed Kafsi, Cristina Kadar, Alex “Sandy” Pentland, Valentine Goddard, Daniel Gatica-Perez, Piotr Mirowski, Niklas Goby, Christopher Nowzohour, Stephen Goldsmith

13:30-17:00 January 284BC

AI & Computer Systems

Kevin Smeyers, Michael Papamichael, Andreas Moshovos, Hadi Esmaeilzadeh, Svetlana Levitan

09:00-12:30 January 294BC

AMLD / Global partners