Tech At Bloomberg

Machine Learning in Finance Workshop 2021

The Data Science Institute (DSI) at Columbia University and Bloomberg are pleased to announce the 7th annual workshop on “Machine Learning in Finance.”

Due to the current pandemic situation, the 7th annual Columbia-Bloomberg Machine Learning in Finance conference, which is held under the auspices of the Financial and Business Analytics Center, one of the constituent centers in the DSI, and the Center for Financial Engineering, will be conducted on Friday, September 17th, 2021, as follows:

Talks will be pre-recorded and broadcast via Zoom on the day of the conference.
The organizers will introduce the speaker before each talk.
A Q&A session (10-15 min) will be conducted live via Zoom after each talk. The organizers will moderate the Q&A sessions.

Workshop program

The following is the schedule (all times in EDT):

9:00 – 9:50
Model risk and Machine Learning for Finance
Samuel N. Cohen (Oxford University)

9:50 – 10:40
The Use of Synthetic Data to Determine Capital Adequacy
John C. Hull (University of Toronto)

10:40 – 10:50
Break

10:50 – 11:40
Deep learning the limit order book: what machines can learn and what can we learn from them?
Tomaso Aste (University College London)

11:40 – 12:30
New frontiers in deep learning and quantitative finance: an overview
Giovanni Faonte (RDE-CoreAI, Goldman Sachs)

12:30 – 1:30
Lunch Break

1:30 – 2:20
An Optimal Control Strategy for Execution of Large Stock Orders Using LSTMs
Brian Healy (Stanford University)

2:20 – 3:00
eXplainable AI in Credit Risk Management
Branka Hadji Misheva (ZHAW Zurich University of Applied Sciences)

3:10 – 4:00
Why and how systematic strategies decay
Adam Rej (Capital Fund Management)

4:00 – 4:50
Improving bond trading workflow by learning to rank RFQs
Andy Almonte (Bloomberg)

5:00 – 5:50
Generative Adversarial Networks and their applications in Finance
Joerg Osterrieder (Zurich University of Applied Sciences, University of Twente)

5:50 – 6:00
Closing Remarks

Date
Friday, Sept 17, 2021

Organizers