Swissquote Conference 2018 on Machine Learning in Finance

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Friday, November 9, 2018

Machine learning has come to play a prominent role in modern finance. Current applications range from text-based analysis of business reports to deep learning for credit risk and portfolio management. But the noise and behavioral elements inherent in financial data often require nonstandard machine learning solutions, possibly yet to be developed. The full potential of machine learning in finance is still to be explored.

The 9th annual Swissquote Conference will feature current research and insights on machine learning in finance provided by leading experts and scholars in the field. Four invited FinTech companies will showcase their products and services. The event addresses academics and practitioners alike, and shall foster the interaction among individuals and across institutions.

Speakers and program:

08:30 – 09:10 Registration and welcome coffee
09:10 – 09:25 Welcome address Video
09:25 – 10:00 Rama Cont, University of Oxford
Universal feature of intraday price formation: perspectives from Deep LearningSlides Video
10:00 – 10:35 Artur Sepp, Quantica Capital AG
Applications of machine learning for volatility estimation and quantitative strategiesSlides Video
10:35 – 11:05 Coffee Break & FinTech companies booth
11:05 – 11:40 Hans Buehler, JP Morgan
Deep HedgingSlides Video
11:40 – 12:15 Kay Giesecke, Stanford University
Toward Explainable AI: Significance Tests for Neural NetworkSlides Video
12:15 – 13:45 Lunch break & FinTech companies booth
13:45 – 14:20 Gerard Hoberg, USC Marshall
Text-Based Representation of Industry Structure and Firm InnovationSlides Video
14:20 – 14:50 Coffee Break & FinTech companies booth
14:50 – 15:25 David L. Shrier, University of Oxford, MIT and CEO, Distilled Analytics
The Ethics of AISlides Video
15:25 – 16:00 Isabelle Flückiger, Accenture
How Natural Language Processing (NLP) is Transforming FinanceSlides Video

Invited FinTech companies:

  Edgelab
EUROFIDAI BEDOFIH
Predictive Layer
Swissquote

Venue: SwissTech Convention Center, Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland

Access and Accommodation information

Contact: swissquote.conference@epfl.ch

The conference is organized by the Swissquote Chair in Quantitative FinanceAlexander Lipton, and the Swiss Finance Institute@EPFL and is sponsored by:

Logo SFI