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

No AI without Big Data

With Armando Gonzalez

ML for trading: from automated decisions to decision support

With Charles-Albert Lehalle

Coffee Break

Dynamic Replication and Hedging: A Reinforcement Learning Approach

With Petter Kolm

Panel: Artificial Intelligence in Finance

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

Handling High Cardinality Categoricals via Target Encodings

With Anastasios Zouzias

Deep optimal stopping

With Sebastian Becker

Profit maximizing machine learning

With Arnout Devos

Closing Remarks

Track / Speakers

Miquel Noguer Alonso

Professor, Columbia University

Armando Gonzalez

CEO, Ravenpack

Rajesh Krishnamachari

Head of Data Science, Equities

Petter Kolm

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

Senior Research Advisor, Capital Fund Management

Track / Co-organizers

Miquel Noguer Alonso

Professor, Columbia University

AMLD EPFL 2019 / Tracks & talks

AI & Media

Tim Nonner, Christian Ammendola, Pietro Berkes, Rémi Lebret, Marcel Blattner, Anastasios Zouzias, Lucas Dixon, Tomasz Trzciński, Didier Orel, Janine Lee

13:30-17:00 January 283A

AI & Language

Jakob Uszkoreit, Nicolas Perony, Andrei Popescu-Belis, Lars Maaløe, Vered Shwartz, Hrant Khachatrian, Christian Reisswig, João Graça, Michele Sama, Richard Zens, Joern Wuebker, Ines Montani

13:30-17:00 January 285ABC

Keynote session #1

Jeffrey Bohn, Robert West, Patrick Barbey, Jeff Dean, Yuanchun Shi, Michael Baeriswyl, Li Pu, Charlotte Lindsey Curtet, Costas Bekas, Ramesh Krishnamurthy, Yulia Miloslavskaya, Adam Knight

09:00-12:30 January 28Auditorium A

AMLD / Global partners