4th Industrial-Academic Workshop on Optimization and Artificial Intelligence in Finance
Description
This event is in partnership with the Fields Centre for Financial Industry.
The recent global financial crisis has made risk management and financial stability a foremost concern of regulatory agencies and corporations worldwide. Financial managers need efficient and numerically stable algorithms to solve various analytics and optimization problems, and recently turned to ever-popular technologies such as machine learning, data analytics and AI. Therefore, the 4-th Industrial-Academic Workshop will focus on Optimization and Artificial Intelligence applied to Finance, and for the first time offers tutorials during the workshop to let practitioners experience machine learning algorithms. The workshop itself will cover topics such as stochastic and robust optimization, portfolio selection and management, asset pricing and index funds, data analytics and AI for financial and risk-aware decision making.
Important dates:
- Confirmation of invited speakers on Oct/10
- Abstract submission by contributed speakers on Oct/25
- Abstract submission by invited speakers on Oct/15
Registration:
Please register for the workshop here.
Please also join us on the evening of the 12th for a a related event: How I Became a Quant
Plenary Speakers:
Curt Burmeister - IBM
Andrew Butler - ReSolve Asset Management
Vishal Gossain - Scotiabank
Masoud Hashemi - Royal Bank of Canada
Miguel Lejeune - George Washington University
Jim Liew - Johns Hopkins University
Schedule
08:30 to 08:50 |
On-site registration and light breakfast
Location:Fields Institute, Room 230 |
08:50 to 09:00 |
Welcome and Introduction
Location:Fields Institute, Room 230 |
09:00 to 09:50 |
Jim Liew, Johns Hopkins University Location:Fields Institute, Room 230 |
09:50 to 10:15 |
Brittany Rockwell, National Bank Financial Location:Fields Institute, Room 230 |
10:15 to 10:40 |
Amine Aboussalah, University of Toronto Location:Fields Institute, Room 230 |
10:40 to 11:00 |
Coffee break
|
11:00 to 11:50 |
Andrew Butler, ReSolve Asset Management Location:Fields Institute, Room 230 |
11:50 to 12:40 |
Yanina Shevchenko, TD Canada Trust Location:Fields Institute, Room 230 |
12:40 to 14:10 |
Lunch
|
14:10 to 15:00 |
Miguel Lejeune, George Washington University Location:Fields Institute, Room 230 |
15:00 to 15:30 |
Coffee break
|
15:30 to 15:55 |
Mauricio Diaz, University of Toronto Location:Fields Institute, Room 230 |
15:55 to 16:20 |
Aloagbaye Momodu, University of Toronto Location:Fields Institute, Room 230 |
16:20 to 17:00 |
Break before: How I Became A Quant Event
|
08:40 to 09:00 |
On-site registration and light breakfast
Location:Fields Institute, Room 230 |
09:00 to 09:50 |
Vishal Gossain (Scotiabank) Location:Fields Institute, Room 230 |
09:50 to 10:15 |
Giorgio Costa Del Pozo, University of Toronto Location:Fields Institute, Room 230 |
10:15 to 10:40 |
Hassan Anis, University of Toronto Location:Fields Institute, Room 230 |
10:40 to 11:00 |
Coffee break
|
11:00 to 11:50 |
Hansheng Sun, Scotiabank Location:Fields Institute, Room 230 |
11:50 to 12:40 |
Curt Burmeister, IBM Location:Fields Institute, Room 230 |
12:40 to 13:45 |
Lunch
|
13:45 to 14:10 |
David Islip, Canada Guaranty Location:Fields Institute, Room 230 |
14:10 to 14:35 |
Yuri Lawrysyhn (University of Toronto) Location:Fields Institute, Room 230 |
14:35 to 15:00 |
Kateryna Zorina and Ivan Mendoza Location:Fields Institute, Room 230 |
15:00 to 15:30 |
Coffee break
|
15:30 to 16:20 |
Oleksandr Romanko, IBM Canada Location:Fields Institute, Room 230 |
16:20 to 17:10 |
Masoud Hashemi, Royal Bank, RBC Location:Fields Institute, Room 230 |
17:10 to 17:15 |
Closing Remarks
Location:Fields Institute, Room 230 |
17:30 |
Networking Reception at the Prenup Pub
|