The Data Science Institute (DSI) at Columbia University and Bloomberg LP are pleased to announce a workshop on "Machine Learning in Finance". The workshop will be held at Columbia University under the auspices of the Financial and Business Analytics Center, one of the constituent centers in the DSI, and the Center for Financial Engineering.
Date: Friday March 6, 2015
Location: 417 International Affairs Building, Columbia University, New York
Workshop Program
8.00 - 8.50 Registration
8.50 - 9.00 Introduction
9.00 - 9.45 Stephen Purpura (Context Relevant)
Title: Dynamic Market Structure Discovery: Automated Detection with Machine Learning
9.45 - 10.30 Terrence Hendershott (Haas School of Business, UC Berkeley)
Title: Are Institutions Informed About News?
10.30 - 11.00 Coffee break
11.00 - 11.45 Scott Bauguess (Division of Economics and Risk Analysis at the SEC)
Title: The Hope and Limitations of Machine Learning in Market Risk Assessment
11.45 - 12.30 Tobias Preis (Warwick Business School)
Title: Measuring and Predicting Human Behaviour Using Online Data
12.30 - 14.00 Lunch
14.00 - 14.45 Stefano Pasquali (Bloomberg Research)
Title: LIQUIDITY RISK AND MARKET IMPACT. Estimating liquidity using price uncertainty and machine learning. A fixed income case study.
14.45 - 15.30 Shawn Mankad (Robert H. Smith School of Business)
Title: Do U.S. Financial Regulators Listen to the Public? Testing the Regulatory Process with the RegRank Algorithm?
15.30 - 16.00 Coffee break
16.00 - 16.45 William Morokoff (Standard and Poors)
Title: Modeling Challenges for Credit Risk and Economic Forecasting
16.45- 17.30 Marti Subrahmanyam (NYU Stern)
Title: Informed Options Trading Prior to M&A Announcements: Insider Trading?
Registration
Online registration is available here.
Early registration is available until February 6th after which regular registration rates will apply. The early (regular) registration rates are:
Early registration is available until February 6th after which regular registration rates will apply. The early (regular) registration rates are:
Corporate delegates: $100 ($150)
Non-Columbia students*: $30 ($40)
Columbia students*: $20 ($30)
*Those availing of student rates will be required to show valid student ID at the event.
Please contact Martin Haugh <mh2078@columbia.edu> for further details.