Agenda: MATLAB Computational Finance Conference 2021 - MATLAB & Simulink - 金宝app,下载188bet金宝搏,金宝搏官方网站

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Agenda

All times listed below are in Eastern Daylight Time (EDT)

Tracks

Time

Session Title

9:00 a.m.

Model Management of the Future

Frank De Jonghe

9:00 a.m.

Model Management of the Future Frank De Jonghe

9:30 a.m.

Break

9:30 a.m.

Break

9:40 a.m.

The Toolbox for Model Risk Managers and Model Validators

Paul Peeling, MathWorks

9:40 a.m.

The Toolbox for Model Risk Managers and Model Validators Paul Peeling, MathWorks

10:10 a.m.

Operational Risk Capital Modeling for Extreme Loss Events

Heng Chen, HSBC

10:10 a.m.

Operational Risk Capital Modeling for Extreme Loss Events Heng Chen, HSBC

10:40 a.m.

Break

10:40 a.m.

Break

10:50 a.m.

Using MATLAB to Move to the Next Generation of GRADE Model

Nadége Lespagnol, Euler Hermes

10:50 a.m.

Using MATLAB to Move to the Next Generation of GRADE Model Nadége Lespagnol, Euler Hermes

11:20 a.m.

The Secret to Automation and Lineage: MathWorks Model Inventory

Ian McKenna, MathWorks

11:20 a.m.

The Secret to Automation and Lineage: MathWorks Model Inventory Ian McKenna, MathWorks

Tracks

Time

Session Title

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

9:00 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.

Modeling the Component-Based Analysis of Infrastructure Projects

Oleh Khalayim, World Bank

9:40 a.m.

Modeling the Component-Based Analysis of Infrastructure Projects Oleh Khalayim, World Bank

10:10 a.m.

Scalable Data Science Pipelines with QuSandbox and the MATLAB Online Server

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.

Adopting MLOps at HSBC

马特Barnes, HSBC

10:50 a.m.

Adopting MLOps at HSBC 马特Barnes, HSBC

11:20 a.m.

Running MATLAB in Docker Containers

Scott Nicholas, MathWorks

11:20 a.m.

Running MATLAB in Docker Containers Scott Nicholas, MathWorks

Tracks

Time

Session Title

9:00 a.m.

Building a Responsible AI Pipeline

Stuart Kozola, MathWorks

9:00 a.m.

Building a Responsible AI Pipeline Stuart Kozola, MathWorks

9:30 a.m.

Break

9:30 a.m.

Break

9:40 a.m.

Combining Human and Computer Intelligence in Asset Allocation

Emilio Llorente, Recognition AMS

9:40 a.m.

Combining Human and Computer Intelligence in Asset Allocation Emilio Llorente, Recognition AMS

10:10 a.m.

Natural Language Processing for Finance with Transformer Models

Lawrence Johny, MathWorks

10:10 a.m.

Natural Language Processing for Finance with Transformer Models Lawrence Johny, MathWorks

10:40 a.m.

Break

10:40 a.m.

Break

10:50 a.m.

Using Energy-Economic Models for Climate-Related Financial Impact Analysis

Sergey Paltsev, MIT

10:50 a.m.

Using Energy-Economic Models for Climate-Related Financial Impact Analysis Sergey Paltsev, MIT

11:20 a.m.

Modeling the Impact of Transition and Physical Climate Risks on a Portfolio of Mortgages

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

Time

Session Title

9:00 a.m.

Developing Financial Thinking in Academia and Industry

Abhishek Gupta, MathWorks

9:00 a.m.

Developing Financial Thinking in Academia and Industry Abhishek Gupta, MathWorks

9:30 a.m.

Break

9:30 a.m.

Break

9:40 a.m.

Quantitative Asset Management and Machine Learning for Institutional Investing

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.

Assessing the Role of Investors in the Realization of Climate Mitigation Pathways

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.

Advanced Topics in Macro and Finance to Deal with Big Data

Alessia Paccagnini, University College Dublin