Agenda
All times listed below are in Eastern Daylight Time (EDT)
Tracks
9:00 a.m.
9:00 a.m.
9:30 a.m.
Break
9:30 a.m.
Break
9:40 a.m.
9:40 a.m.
10:10 a.m.
10:10 a.m.
10:40 a.m.
Break
10:40 a.m.
Break
10:50 a.m.
10:50 a.m.
11:20 a.m.
11:20 a.m.
Tracks
9:00 a.m.
Ben Steiner, Adjunct Lecturer, Columbia University, Oleh Khalayim, World Bank, Matt Barnes, HSBC, Stuart Kozola, MathWorks and Siddharth Sundar, MathWorks
9:00 a.m.
Panel Discussion on ModelOps in Quant Finance
Ben Steiner, Adjunct Lecturer, Columbia University, Oleh Khalayim, World Bank, Matt Barnes, HSBC, Stuart Kozola, MathWorks and Siddharth Sundar, MathWorks
9:30 a.m.
Break
9:30 a.m.
Break
9:40 a.m.
9:40 a.m.
10:10 a.m.
Sri Krishnamurthy, Quant University
10:10 a.m.
Scalable Data Science Pipelines with QuSandbox and the MATLAB Online Server
Sri Krishnamurthy, Quant University
10:40 a.m.
Break
10:40 a.m.
Break
10:50 a.m.
10:50 a.m.
11:20 a.m.
11:20 a.m.
Tracks
9:00 a.m.
9:00 a.m.
9:30 a.m.
Break
9:30 a.m.
Break
9:40 a.m.
9:40 a.m.
10:10 a.m.
10:10 a.m.
10:40 a.m.
Break
10:40 a.m.
Break
10:50 a.m.
10:50 a.m.
11:20 a.m.
Lawrence Johny, MathWorks
11:20 a.m.
Modeling the Impact of Transition and Physical Climate Risks on a Portfolio of Mortgages
Lawrence Johny, MathWorks
Tracks
9:00 a.m.
9:00 a.m.
9:30 a.m.
Break
9:30 a.m.
Break
9:40 a.m.
Michael Robbins, Malin Ortenblad, Yao Shang, and Richard Wang, Columbia University
9:40 a.m.
Quantitative Asset Management and Machine Learning for Institutional Investing
Michael Robbins, Malin Ortenblad, Yao Shang, and Richard Wang, Columbia University
10:10 a.m.
Stefano Battiston, University of Zurich
10:10 a.m.
Assessing the Role of Investors in the Realization of Climate Mitigation Pathways
Stefano Battiston, University of Zurich
10:40 a.m.
Break
10:40 a.m.
Break
10:50 a.m.
Alessia Paccagnini, University College Dublin
10:50 a.m.
Advanced Topics in Macro and Finance to Deal with Big Data
Alessia Paccagnini, University College Dublin
11:20 a.m.
Paul McNelis, Fordham University
11:20 a.m.
Swap Volatility Dynamics and the Transmission of Systemic Risk in Hong Kong
Paul McNelis, Fordham University