Introduction & Workshop Overview: Recent Developments in Deep Representation Learning and its Applications in Finance
With Nino Antulov-Fantulin & Petter Kolm
Modelling Time Varying Interactions in Financial Markets
With Fabrizio Lillo
Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
With Nicholas Westray
Market Making and Incentives Design in the Presence of a Dark Pool: A Deep Reinforcement Learning Approach
With Mathieu Rosenbaum
Break
Do Word Embeddings Really Understand Loughran-McDonald’s Polarities?
With Charles-Albert Lehalle
Machine Learning for Predicting Stock Return Volatility
With Amir Khalilzadeh
Lightning Talk: Explaining Graph Neural Networks
With Kenza Amara
Lightning Talk: xFraud: Explainable Fraud Transaction Detection
With Susie Xi Rao
Lightning Talk: A Deep Generative Model for Clickstream Analysis
With Yilmazcan Özyurt
Lightning Talk: StockTwits Classified Sentiment and Stock Returns
With Marc-Aurèle Divernois
Break
Panel Discussion
With Mathieu Rosenbaum, Nino Antulov-Fantulin, Matthew Dixon, Nicholas Westray, Petter Kolm, Lisa Huang, Robert Almgren, Fabrizio Lillo & Thomas Wolf