Background

Artificial Intelligence is deemed to be the main driver of the 4th Industrial Revolution. IDC predicts that investment in AI will grow from $12bn in 2017 to $57.6 by 2021, while Deloitte Global predicts the number of machine learning pilots and implementations will double in 2018 compared to 2017. As a result, companies from every industry have been spurred on to seize the trend and innovate – from virtual assistants to cyber security to fraud detection and much more. The majority of C-level executives have identified and agree that AI will have an impact on their industry. However, only 20% of C-level executives admit they have already adopted AI technology in their businesses, according to research conducted by McKinsey. So, there is plenty of scope for change and improvement. The Finance industry is anticipated to lead the way in adoption of AI with a significant projected increase in spending over the next three years.

Until recently, practitioners have faithfully relied upon neo-classical models to measure performance, whether it’s in financial organisations or marketing corporations. AI is the new technology that offers an automated solution to these processes. It has the capability to replicate cognitive decisions made by humans and also remove behavioural bias adherent to humans.

Machine learning and sentiment analysis are specific techniques that are applied in AI. These techniques are maturing and rapidly proving their value within businesses. In order to process and understand the masses of data out there, machine learning and sentiment analysis have become essential methods that open the gateway to data analytics. To keep up with the ever-expanding datasets, it is only natural that the techniques and methods with which to analyse them must also improve and update.

This conference will help you to demystify the buzz around AI and differentiate the reality from the hype. Learn about how you can benefit from the unprecedented progress in AI technologies at this conference. Participants will be presented with real insights on how they can exploit these technological advances for themselves and their companies.

Attend this event and earn GARP/CPD credit hours.

UNICOM has registered this program with GARP for Continuing Professional Development (CPD) credits. Attending this program qualifies for 7 GARP CPD credit hours. If you are a Certified Financial Risk Manager (FRM®), please record this activity in your Credit Tracker.

Topics to be covered include:
Fundamentals and applications of machine learning and deep learning
Pattern classifiers, Natural Language Processing (NLP) and AI applied to data, text, and multi-media
Sentiment scores combined with neo-classical models of finance
Financial analytics underpinned by qualitative and quantitative methods
Predictive and normative analysis applied to finance
Behavioural and cognitive science
The future of AI and its impact on industries

Why participate?
Hear from leading international subject experts
Programme includes the latest state-of-the-art research, practical applications and case studies
Expect technical and in-depth presentations and discussions; we like to stimulate your brain cells!
Excellent networking opportunities throughout the days with all participants, including presenters, investors and exhibitors.

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Code of Conduct & Diversity

UNICOM’s Code of Conduct & Views on Diversity

We at UNICOM strive to be a leading provider of knowledge to the business community and to engage the global business community as a specialised provider of knowledge. We strive to do this maintaining a culture of co-operation, commitment and trust. We want every UNICOM conference and training day to be a safe and productive environment for everyone – a place to share research and innovation and to build professional networks. To that end, we will enforce a code of conduct throughout all our events. We expect cooperation from all participants to help ensure a safe environment for everybody.

Our approach is that our events are dedicated to providing a harassment-free experience for everyone, regardless of gender, gender identity and expression, age, sexual orientation, disability, physical appearance, body size, race, ethnicity or religion. We do not tolerate intimidation, stalking, harassing photography or recording, sustained disruption of sessions or events, and unwelcome physical contact or sexual attention. We do not tolerate harassment of conference participants in any form. Sexual language and imagery is not appropriate for any conference venue, including talks, workshops, Twitter and other online media. Event participants violating these rules may be sanctioned or expelled from the event without a refund at the discretion of the conference organisers. Please bring your concerns to the immediate attention of the event staff.

Diversity: In our endeavour to be the provider of knowledge to the business community, we understand that this depends on hearing from and listening to a variety of perspectives that come from people of all races, ethnicities, genders, ages, abilities, religions, sexual orientation, and military service. We welcome diverse speakers for all our events, we do not always fully achieve this goal, but it is an ongoing process.

Programme

  • -

    Chairperson

    Gautam Mitra, CEO, OptiRisk & Visiting Professor, UCL

    Speakers:

    Gautam Mitra

  • -

    Extracting tradable signals from traditional & alternative data using Machine learning

    Arun Verma, Ph.D, Senior Quantitative Researcher & Quant Solutions Team Lead, Bloomberg L.P.

    ♦ Extracting actionable information in the high volume, time-sensitive environment of news and social media stories
    ♦ Using machine learning to address the unstructured nature of textual information
    ♦ Techniques for identifying relevant news stories and tweets for individual stock tickers and assigning them sentiment scores
    ♦ Demonstrating that using sentiment scores in your trading strategy ultimately helps in achieving higher risk-adjusted returns

    Speakers:

    Arun Verma

  • -

    News Sentiment – a new yield curve factor

    Matthias Uhl, Executive Director in Analytics & Quantitative Modelling at UBS Asset Management

    We show that sentiment from news articles can explain and predict movements in the term structure of U.S. government bonds. This effect is stronger at the short end of the curve, coinciding with greater volatility and investors’ need to continually reassess the Fed’s reaction function. Facing such uncertainty, market participants rely on news and sentiment as a central element in their decision-making process. Considering this dependence, we propose a new yield curve factor-news sentiment-that is distinct from the 3 established yield curve factors (level, slope, and curvature) as well as from fundamental macroeconomic variables.

    Speakers:

    Matthias Uhl

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    Enhanced Trading Strategy using Sentiment and Technical Indicators

    Gautam Mitra, CEO, OptiRisk & Visiting Professor, UCL, and Xiang Yu, Chief Business Development Officer, OptiRisk

    We compute daily trade schedules using a time series of historical equity price data and applying the powerful mathematical concept of Stochastic Dominance. In contrast to classical mean-variance method this approach improves the tail risk as well as the upside of the return. In our recent research we have introduced and combined market sentiment indicators and technical indicators to construct enhanced RSI and momentum filters. These filters restrict the choice of asset universe for trading. Consistent performance improvement achieved in back-testing vindicates our approach.

    Speakers:

    Gautam Mitra

    Xiang Yu

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    Contemporary Deep Learning Methods for Building Investment Models Based on Graphical Time-series Representations

    Ronald Hochreiter, WU Vienna University of Economics and Business & Academy of Data Science in Finance

    AI and Machine Learning methods can be used to generate investment decisions successfully. A clever combination of Data Science methods with methods from the field of Decision Science (Prescriptive Analytics) may lead to even more successful models. In this talk a general outline for such a successful methodological combination will be presented as well as a concrete novel Deep Learning investment model which is based on graphical TTR series representations instead of using time-series directly. It will be shown how important Feature Engineering for Deep Learning in Finance actually is.

    Speakers:

    Ronald Hochreiter

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    Enhanced prediction of sovereign bond spreads through Macroeconomic News Sentiment

    Christina Erlwein-Sayer, Senior Quantitative Analyst, OptiRisk Systems

    Sovereign bond spreads are modelled taking into account macroeconomic news sentiment. We investigate sovereign bonds spreads of European countries and enhance the prediction of spread changes by including news sentiment. We conduct a correlation and rolling correlation analysis between sovereign bond spreads and accumulated sentiment series and analyse changing correlation patterns over time. These findings are utilised to monitor sovereign bonds, predict spread changes in an ARIMAX model and highlight changing risks. The results are integrated in the SENRISK tool, a DSS for Bond Risk Assessment.

    Speakers:

    Christina Erlwein-Sayer

  • -

    Why Algorithmic Trading in the Real World is so Different to Academic Experiments

    Humberto Brandão, Head of R&D Lab, Federal University of Alfenas

    It is not difficult to find academic papers showing how to make money easily using algorithmic trading, which includes graphs, statistical tests, etc. However, in real markets, the majority of them cannot be replicated. In this presentation, I will discuss some reasons for this problem and try to explain how to improve validation processes before applying an algotrader in real stock exchanges.

    Speakers:

    Humberto Brandão

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    Finding Alpha Signals with Artificial Intelligence + Influencer Analysis + Big Data

    Anders Bally, Sentifi

    This presentation is about how new AI methodologies like Deep Learning, the maturing Big Data Technologies and the fast emerging Information Sharing Culture can help investors to more efficiently discover, monitor and potentially predict Asset Valuation Drivers.

    Speakers:

    Anders Bally

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    Asset Classification Based on Machine Learning Techniques

    Francesco Cricchio, CEO, Brain and Matteo Campellone, Executive Chairman, Brain

    Brain has developed a set of models based on machine learning methods to statistically classify assets that are more likely to have a positive/negative return over the following time period. Input data can be conventional series (fundamentals, financial time series) or non conventional series such as, for instance, sentiment indicators or signals coming from other proprietary models. This approach can be used for multi-stock trading strategies as well as for tactical asset allocation models.

    Speakers:

    Francesco Cricchio

    Matteo Campellone

  • -

    Enhancing Cryptocurrency Forecasting by using Deep Learning Sentiment Analysis

    Kamel Nebhi, Head of NLP, AIEVE - PECULIUM

    In this context, AIEVE is based on cutting-edge NLP techniques to extract semantic meaning and sentiment from large volumes of unstructured text from multiple sources such as social media or RSS feeds. In this presentation, we will present a Twitter sentiment analysis pipeline based on CNNs and LSTMs networks using fine-tuned word embeddings. We will show how these techniques help AIEVE to predict the cryptocurrency market with a higher level of accuracy to increase users savings. Peculium is the first Crypto-Savings platform that combines traditional savings, blockchain technology, cryptocurrency, and artificial intelligence. Indeed, Peculium is a platform that makes use of the AIEVE Artificial Intelligence technology to forecast the market price of several cryptocurrencies and giving real-time saving-portfolios advices.

    Speakers:

    Kamel Nebhi

  • -

    Machine Learning for Hedge Fund Selection

    Claus Huber, Founder and Managing Director, Rodex Risk Advisers

    This presentation describes the application of Kohonen’s Self-Organising Maps (SOM), a method of Machine Learning, to the problem of selecting hedge funds to achieve stable portfolio performance. SOM can help to identify similarities in return structures of hedge fund managers and hence to avoid concentrations in a portfolio. The core question is if SOM can add any value for manager selection. Two novel yet simple methods to select hedge funds based on the specific properties of SOM are proposed, that both aim to identify unique investment strategies. To evaluate their performance relative to other, simpler benchmark methods of portfolio selection, a simulation study finds both SOM-based methods proposed enhance risk/return profiles and drawdown patterns.

    Speakers:

    Claus Huber

Speakers

Anders Bally

Sentifi

Rajib Ranjan Borah

Co-founder & CEO, iRage

Humberto Brandão

Head of R&D Lab, Federal University of Alfenas

Matteo Campellone

Co-founder and Executive Chairman of Brain

Francesco Cricchio

Co-founder and CEO of Brain

Christina Erlwein-Sayer

Senior Quantitative Analyst, OptiRisk Systems

Ronald Hochreiter

WU Vienna University of Economics and Business & Academy of Data Science in Finance

Claus Huber

Rodex Risk Advisers

Gautam Mitra

CEO, OptiRisk & Visiting Professor, UCL

Kamel Nebhi

Head of NLP, AIEVE - PECULIUM

Arun Verma

Ph.D, Senior Quantitative Researcher & Quant Solutions Team Lead, Bloomberg L.P.

Matthias Uhl

Executive Director in Analytics & Quantitative Modelling at UBS Asset Management

Xiang Yu

Chief Business Development Officer, OptiRisk

Sponsors

 
 

Knowledge Partners

 
 

Supporting Bodies

 
 

Media Partners

 

Tickets

4 people attend for the price of 3

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End-user organisations

  • Super Early Bird until 30 July - CHF 275
  • Early Bird until 20 August - CHF 375
  • Standard Price - CHF 475
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Consultants and vendors

  • Super Early Bird until 30 July - CHF 475
  • Early Bird until 20 August - CHF 575
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For combined discounted price

Venue

  • Swissotel Zurich
    SCHULSTRASSE 44, 8050 ZURICH,
    SWITZERLAND

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