Artificial Intelligence and Machine Learning (AI & ML) and Sentiment Analysis are said to “predict the future through analysing the past” – the Holy Grail of the finance sector. They can replicate cognitive decisions made by humans yet avoid the behavioural biases inherent in humans.
Processing news data and social media data and classifying (market) sentiment and how it impacts Financial Markets is a growing area of research. The field has recently progressed further with many new “alternative” data sources, such as email receipts, credit/debit card transactions, weather, geo-location, satellite data, Twitter, Micro-blogs and search engine results. AI & ML are gaining adoption in the financial services industry especially in the context of compliance, investment decisions and risk management.
This is a sophisticated conference that not only interrogates and explores the implications of AI & ML in the financial services industry but also goes on to identify the investment opportunities of sharing knowledge and exploiting IP in the finance domain.
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 credit hours. If you are a Certified ERP® or FRM®, please record this activity in your Credit Tracker.
We are inviting speakers – thought leaders, subject experts and start up entrepreneurs – to share their knowledge and enthusiasm about their work and their vision in the field of AI, Machine Learning & Sentiment Analysis.
Please complete the speaker’s response form and submit a proposal to present at this event.
UNICOM’s Code of Conduct & Views on Diversity
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.
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Ashok Banerjee, Departmental Head of Finance and Control, Indian Institute of Management, Calcutta (IIMC), India
Gautam Mitra, CEO, OptiRisk Systems/Visiting Professor, UCL
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.
Richard Peterson, Managing Director, MarketPsych
In this talk Dr. Richard Peterson describes how media analytics are providing new insights into the origins and topping process of asset price bubbles. Examples from price bubbles including the China Composite, cryptocurrencies, housing, and many others will be explored. Recent mathematical models of bubble price action will be augmented with sentiment analysis. Attendees will leave with new models for identifying and taking advantage of speculative manias and panics.
Raul Villamarin Rodriguez, Asst. Prof., Universal Business School, India
Fraud detection systems analyze clients’ behavior, location, and buying habits and trigger a security mechanism when something seems out of order and contradicts the established spending pattern. This helps preventing unfair practices such as money laundering.
Ishan Shah, Head for Content Development, QuantInsti
This workshop will demonstrate the cutting-edge natural language processing research in financial markets. This unique workshop will help you devise new trading strategies using Twitter, news sentiment data. Roadblocks and how to overcome them while working with unstructured data. And how long is the impact of the sentiments on the assets prices. You will learn to predict the market trend by quantifying market sentiments
K S Somasundaram, Chief Enterprise Risk Officer, NSE
TBC
Gautam Mitra, CEO, OptiRisk Systems/Visiting Professor, UCL
DK Aggarwal, Chairman & Managing Director, SMC Investments & Advisors
Abhishek Sharma, Sales Director (India), 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.
Richard Peterson, CEO, MarketPsych
In this talk Dr. Richard Peterson describes how media analytics are providing new insights into the origins and topping process of asset price bubbles. Examples from price bubbles including the China Composite, cryptocurrencies, housing, and many others will be explored. Recent mathematical models of bubble price action will be augmented with sentiment analysis. Attendees will leave with new models for identifying and taking advantage of speculative manias and panics.
Richard Peterson, CEO, MarketPsych
Abhishek Sharma, Sales Director (India), Sentifi
Madhusudan Subramanian, CIO, Azimuth Research
K S Somasundram, Chief Enterprise Risk Officer, NSE
Securing an organization needs exceptionally skilled people and solutions to detect threats before they manifest. This is managed by collecting vast amounts of data from across the infrastructure and analysing them to show deviations/patterns for potential threat exposures. With an increase in complexity of such analysis, it is not practical for humans to deal with the volume and velocity of data flow generated by a variety of systems. Traditional correlation engines are limited in their capacity to analyse unstructured data and study patterns. The use of big data platforms and ability to run regression analysis in a real-time basis on unstructured data has opened a new domain in detection technologies that can customise, adapt and predict abnormalities in patterns and behaviour. This talk is about exploring opportunities in designing such a solution in a critical national infrastructure.
Utpal Chakraborty, Head of AI, Yes Bank
♦ Importance of data management and data processing: Impacting the variables
♦ Lack of data or missing data for machine learning models: Sourcing internally or externally
♦ Identifying where financial institutions have the data sets to conduct deep learning
♦ Practicalities of using machine learning to create the data required: Quality consistency issues and more
Gautam Mitra, CEO, OptiRisk Systems/Visiting Professor, UCL
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.
Anthony David Gatt, Manger – Investment Promotion, Malta Enterprise
This presentation explains how Malta has set up its financial infrastructure so as to enable Blockchain to flourish.
Manish Jain, Partner, KPMG
KPMG and Nasscom published a report in September 2018 focusing on “Fintech in India: Powering a Digital Economy”. This presentation highlights the salient aspects of the report and its findings.
Vivek Bajaj, Founder, StockEdge
Rajib Borah Ranjan, CEO, iRage Capital
Senthil Gunasekaran, Head of BFSI, ETFs & Retirement Product Solutions, HDFC Asset Management
Santanu Paul, CEO, TalentSprint
If India is rapidly emerging as a world power in FinTech, full credit must be given to the digital payments revolution unleashed by the Unified Payment Interface (UPI). Designed and launched by the National Payments Corporation of India (NPCI), the volume of UPI transactions has exploded in the last one year, surpassing all expectations. What is fueling the UPI revolution? Why are Banks and FinTechs adopting UPI at an unprecedented rate? What do consumers like so much about it? This presentation will provide a bird’s eye view of the UPI growth machine.
Anand Subramaniam, Principal Architect, Artificial Intelligence Practice, Aspire Systems
♦ Current day BFS are still very account centric in nature.
♦ BFS has a direct competition from Retail tech giants who attract more customers.
♦ So BFS has to be on a Red Queen’s Race to match the competition.
♦ Machine Learning and AI can help BFS not only be in the race but win it as well.
Utpal Chakraborty, Head of AI, Yes Bank
Anand Subramaniam, Principal Architect, Artificial Intelligence Practice, Aspire Systems
Santanu Paul, CEO, TalentSprint
National Stock Exchange of India Ltd.
Exchange Plaza, C-1, Block G,
Bandra Kurla Complex,
Bandra (E)
Mumbai – 400 051
