Fields-CFI Bootcamp on Machine Learning for Finance, 2022
Description
This bootcamp will focus on advanced machine learning techniques currently being used in the financial industry, as well as novel techniques at the forefront of academic research. Topics will include unsupervised and supervised machine learning, data mining and applications in predictive and risk analytics, fraud detection and consumer finance, deep reinforcement learning, natural language processing, high-frequency models of financial markets, and credit risk analytics.
Schedule
10:00 to 11:30 |
Anastasis Kratsios, McMaster University |
11:30 to 13:00 |
LUNCH
|
13:00 to 14:00 |
Modeling Market Dynamics with Deep Generative Architectures
Andreas Lehrmann, Borealis AI |
14:00 to 15:00 |
Yuying Li, University of Waterloo |
15:00 to 15:15 |
COFFEE BREAK
|
15:15 to 16:15 |
Nelson Vadori, JP Morgan |
16:15 |
RECEPTION
|
10:00 to 11:30 |
Renyuan Xu, University of Southern California |
11:30 to 13:00 |
LUNCH
|
13:00 to 14:00 |
Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
Nicholas Westray, AllianceBernstein |
14:00 to 15:00 |
Petter Kolm, New York University/Courant Institute of Mathematical Sciences |
15:00 to 15:15 |
COFFEE BREAK
|
15:15 to 16:15 |
Ignacio Ruiz, Scotiabank |
Registered Participants
Name | Affiliation |
---|---|
Mehdi Aghelinejad | Altair |
Zenan Ahmed | |
Clinton Ali | College Park 1 |
Kevin Ardian | Scotiabank |
Behzad Azadie faraz | Sharif University of Technology |
Manmeet Kaur Baxi | Scotiabank |
Shrikant Bhardwaj | Scotiabank |
François-Michel Boire | HEC Montréal |
Sebastián Calcetero | University of Toronto |
Mathew Cater Benavides | University of Toronto |
Simina Cernescu | |
Arjun Chadha | Scotiabank |
Sunil Changrani | Scotiabank |
Ken Chan | Royal Bank of Canada |
Atin Chawra | |
Barbara Chen | |
Min Chen | Scotiabank |
Ali Cheraghi | The Fields Institute |
Cheng Chi | University of Toronto |
Vedant Choudhary | University of Toronto |
Ba Chu | Carleton University |
Thierry Claveau | TCC |
Anthony Coache | University of Toronto |
Ivan Coelho | Scotiabank |
Benjamin Crestel | Borealis AI |
Victor Cruz | McGill University |
Shaun Cumby | Arxnovum Investments Inc. |
Jennifer Dai-Ferreira | Scotiabank |
Xiao Han Dong | Scotiabank |
Harsh Doshi | Scotiabank |
Francis Duplessis | Borealis AI |
Diego Escobar | |
Saber Fallahpour | |
Amy Faranak Fard | |
Peter Forsyth | University of Waterloo |
Hang Gao | AGF Investments |
Wellen Gao | Scotiabank |
Charles Godin | |
Simon Guo | Scotiabank |
Steven Gu | Scotiabank |
Itamar Halevy | |
Parham Hamouni | Kraft Heinz |
Russell Han | AGF Investments |
Tom Hao | Scotiabank |
Ricardo Henriquez | Kedge bs |
Yuehuan He | Scotiabank |
Jeff Huang | Scotiabank |
Stephen Hudson | Scotiabank |
Ruimeng Hu | University of California, Santa Barbara |
Daniel Indacochea | Analysis Group |
Konark Jain | JP Morgan |
David Jaramillo Martinez | York University |
Joseph Jerome | University of Liverpool |
Brian Jia | AGF Investment Inc. |
Huameng Jia | Scotiabank |
Ivy Jiang | Scotiabank |
Ruihong Jiang | University of Waterloo |
Tina Ji | Scotiabank |
Rami Kamalieddin | |
Amjad Khan | Western University |
Anastasis Kratsios | McMaster University |
Harish Kuntena | Indian Institute of Technology Bhubaneswar |
Roy Kwon | University of Toronto |
Chunyi Lan | |
Gaspard Lapierre-Fecteau | HEC Montréal |
Jesse Lee | Scotiabank |
Raymond Lee | SS&C Algorithmics |
Andreas Lehrmann | Borealis AI |
Jose Henry Leon-Janampa | JHL Quantitative Analysis Ltd. |
Sebastian Li | University of Toronto |
Shaotong Li | University of Toronto |
Sherry Li | Scotiabank |
Irene Liu | |
Lauren Liu | Scotiabank |
Zheng Liu | AGF Investment |
Yuying Li | University of Waterloo |
Rui Luo | Scotiabank |
Zoey Lyu | Scotiabank |
Suchismit Mahapatra | University of Buffalo |
Ali Mahvidi | |
Parth Mistry | Scotiabank |
Mehrdad Moghimi | York University |
Akshay Mohan | University of Toronto |
Arash Mollajafari | Scotiabank |
Hamed Moradian | Scotiabank |
sarah motesharei | Arxnovum Investments Inc. |
Dixin Mou | University of Toronto |
Stephen Naboth | |
Arnaldo Nascimento | Finep |
Akshay Nautiyal | Predictnow.ai Inc. |
Emile Herve Ndoumbe | University of Ottawa |
Ioana Nedelcu | TD |
Shilei Niu | Xi'an Jiaotong-Liverpool University |
Natalia Novosad | SS&C Technologies |
Gavin Orok | University of Waterloo |
Andrey Pak | TD |
Mia Pan | Scotiabank |
Liang Peng | Scotiabank |
Chengwei Qin | OANDA |
Xi Qin | Scotiabank |
Pramod Rao | Western University |
Mohammad Rashidi Ranjbar | Scotiabank |
Ruben Rodriguez | |
Sebastian Rodriguez | Scotiabank |
Oleksandr Romanko | SS&C Algorithmics |
Ignacio Ruiz | Scotiabank |
Jack Ryan | Scotiabank |
Zafer Saba | Scotiabank |
Fabrizzio Sabelli | Université de Montréal |
Mostafa Saeidi | Altair Engineering |
Laleh Samii | d1g1t Co |
David Saunders | University of Waterloo |
Richard Seeton | |
Saim Ayberk Sert | HEC-Montreal |
Ramella Shahdev | SZABIST |
Faisal Shahzad | IIUI |
Deepak Sharma | Scotiabank |
Wenyu Shen | Scotiabank |
Mahshid Shirani | Altair |
Tianji Shi | |
Ning Song | Deloitte |
Huachen Tao | Scotiabank |
Aditya Tayal | University of Waterloo |
Zhaofei Tian | Scotiabank |
Monica Tien | |
Madhusmita Tripathy | Andhra University |
Nelson Vadori | JP Morgan |
Parsa Vafaie | Scotiabank |
Grant Wang | AGF Investment Inc. |
Liam Welsh | University of Toronto |
Nicholas Westray | AllianceBernstein |
Linda Wu | Scotiabank |
Linlong Wu | University of Toronto |
Sherry Xie | |
Laura Xi | Scotiabank |
Yang Xiu | Scotiabank |
Alex Xu | University of Toronto |
Michael Xu | Scotiabank |
Amit Yadav | |
Angad Yennam | IIITH |
Yaolun Yin | University of Waterloo |
Aoya Yu | Scotiabank |
Nicole Yu | Scotiabank |
Summer Yu | Scotiabank |
Sina Zabanfahm | University of Toronto |
Syed Muhammad Ali Zafar Zaidi | McMaster University |
qiulan zeng | Global Risk Management |
Selena Zeng | Scotiabank |
Mariano Zeron Medina Laris | Scotiabank |
Zixun Zhai | University of Toronto |
Derek Zhang | Scotiabank |
Fang Zhang | Scotiabank |
Jason Zhang | Scotiabank |
Shun Zhang | University of Waterloo |
Denglin Zhou | Manulife Financial |
Tianyuan Zhou | Scotiabank |
Tongfei Zhou | Mathematics |
Ethan Zhu | University of Waterloo |
Organizing Committee
Matt Davison -
Western University
Sebastian Jaimungal -
University of Toronto
Dan Rosen -
d1g1t Inc.
David Saunders -
University of Waterloo