BACKGROUND

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.

  • Learn how you can benefit from the unprecedented progress in technological advances for yourself and your company
  • Find out about the impact of Quantum Computing and Alternative Data
  • Benefit from the experience of world class presenters from the UK, US, Europe and India/Hong Kong
  • Gain exclusive insights into pioneering projects in AI, Machine Learning & Sentiment Analysis in Finance
  • Programme includes the latest state-of-the-art research, practical applications and case studies
  • Enjoy excellent networking opportunities throughout the days with all participants, including presenters, investors and exhibitors.

EVENT TIME

The event is mainly focused on participant from Europe and UK. So the Event time is set so that participants from UK or Europe may attend in the AM 08:30 GMT or 09:30 CET.

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 14 GARP CPD credit hours. If you are a Certified Financial Risk Manager (FRM®), or Energy Risk Professional (ERP®), please record this activity in your Credit Tracker.

Discounted attendance offer:
If you are a GARP Alumni, that is, an ERP or FRM certificate holder then avail yourself a 20% discount offer for the event registration fee. To know more about the offer contact us [email: info@unicom.uk; ankita.talit@unicom.uk]

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Call for Participation

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.

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.

Read more…

November 2020 conference programme under development

DAY 1
DAY 2

[09:00 GMT] 10 MIN
CHAIRMAN’S WELCOME AND INTRODUCTION
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Gautam Mitra, CEO, OptiRisk

[09:10 GMT] 30 MIN
How to build a money printing machine with AI
Read More
Raul Glavan, Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

Raul Glavan, Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

I will talk about AIs earning money, while we sleep; data driven trading; the future of digital asset management; inequality in the hyper capitalistic society and unconditional basic income.

[09:40 GMT] 15 MIN
HOW MACHINE LEARNING CAN HELP IMPROVE YOUR EXISTING TRADING STRATEGY?
Read More
Dr. Ernie Chan, Founder, Predictnow.ai Inc

Dr. Ernie Chan, Founder, Predictnow.ai Inc

Most machine learners new to finance think that they should use the machine to predict how the market moves. This is actually a very hard problem due to ‘reflexivity’, We will describe a real success story of applying machine learning to trading.

[09:55 GMT] 20 MIN
AI IN THE SECURITIES INDUSTRY: RISK OR OPPORTUNITY?
Read More
Dr. Dror Y. Kenett, Economist, Financial Industry Regulatory Authority (FINRA)

Dr. Dror Y. Kenett, Economist, Financial Industry Regulatory Authority (FINRA)

TBC

[10:15 GMT] 15 MIN
Q/A SESSION

[10:30 GMT] 15 MIN
NETWORKING SESSION

[10:45 GMT] 05 MIN
COMFORT BREAK

[10:50 GMT] 30 MIN
MINING NEWS TOPIC CODES WITH SENTIMENT PRESENTED IN TWO PARTS
Read More
Ivailo Dimov, Quant Research Solutions, CTO Office, Bloomberg L.P. and Michael Ang, Quantitative Researcher, Bloomberg L.P.

Ivailo Dimov, Quant Research Solutions, CTO Office, Bloomberg L.P. and Michael Ang, Quantitative Researcher, Bloomberg L.P.

Stories on the Bloomberg newsfeed are tagged with “topic codes” containing information about their origin, subject matter, or other characteristics. One might expect that sentiment analysis of news stories may be enhanced by taking into account these topic codes, but the sheer number of topic codes is an obstacle to doing so systematically.

In this talk, we present evidence that some groups of topic codes are indeed associated with stronger sentiment impact on stock prices than others, and discuss a method to condense the mass of topic codes by identifying and retrieving latent factors which may be interpreted as broad themes shared by groups of topic codes.

[11:20 GMT] 15 MIN
HOW TO TELL IF YOUR MARKET TIMING SYSTEM WILL WORK: A NEW MEASURE OF MODEL QUALITY
Read More
Dr. John Elder, Founder, Elder Research, Inc.

Dr. John Elder, Founder, Elder Research, Inc.

The most widely used metric of investment performance is the Sharpe ratio, which measures risk-adjusted excess return. It allows one to identify an efficient frontier of alternatives along all risk levels. Yet, the Sharpe ratio really only reveals the quality of your returns and not the quality of your strategy. For instance, just buying and holding bonds — a brainless system — has had a Sharpe above 1.0 for some time. (What genius!)

I will describe how to measure the quality of market timing systems. This new metric evaluates a system’s information quality, taking into account not only return and volatility, but also the trend of the market being traded and the system’s exposure to the market. Most importantly, the new metric is a better predictor of which timing systems will succeed in the only place that matters: tomorrow.

View John Elder’s video

[11:35 GMT] 25 MIN
DAILY TRADING STRATEGIES
Read More
Prof Gautam Mitra, CEO, OptiRisk

Prof Gautam Mitra, CEO, OptiRisk

SUMMARY: We describe 3 strategies involving Market Indices

  • Strategy 1: AI & ML to Predict Short Term Market Movement
  • Strategy 2: Daily Rebalance of Portfolio [ ETFs + VIX ]
  • Strategy 3: News/Social Media Sentiments:- Asset Filters

View Prof Gautam Mitra’s video

[12:00 GMT] 15 MIN
Q/A SESSION

[12:15 GMT] 15 MIN
NETWORKING SESSION

[12:30 GMT] 05 MIN
COMFORT BREAK

[12:35 GMT] 20 MIN
THE SOURCES OF ALTERNATIVE DATA
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Saeed Amen, Founder, Cuemacro and Alexander Denev, Head of AI – Financial Services Advisory, Deloitte

Saeed Amen, Founder, Cuemacro and Alexander Denev, Head of AI – Financial Services Advisory, Deloitte

Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject.

[12:55 GMT] 40 MIN
PANEL SESSION: SOURCES OF ALTERNATIVE DATA IN FINANCE

TBC

[13:35 GMT] 05 MIN
DAY 1 – CLOSING NOTE FOR THE DAY

[09:00 GMT] 05 MIN
CHAIRMAN’S INTRODUCTION
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Gautam Mitra, CEO, OptiRisk

[09:05 GMT] 25 MIN
ESG IN FACTORS
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Dr. Katharina Schwaiger, Investment Researcher, Blackrock

Dr. Katharina Schwaiger, Investment Researcher, Blackrock

ESG signals are an important part of factor-based investing as they can stem from the same economic rationales as general factor premiums. We explore how portfolios combining factors exposures with sustainability outcomes can be built and we show how sustainable signal can be integrated in definitions of factor themselves.

[09:30 GMT] 05 MIN
Q/A SESSION

[09:35 GMT] 20 MIN
USE OF MACHINE LEARNING & SENTIMENT ANALYSIS IN BOND TRADING
Read More
Dan DiBartolomeo, President and Founder, Northfield Information Services and Christopher Kantos, Senior Equity Risk Analyst, Northfield Information Services

Dan DiBartolomeo, President and Founder, Northfield Information Services and Christopher Kantos, Senior Equity Risk Analyst, Northfield Information Services

  • Using News and Sentiment for Better Bond Credit
  • The Process for Corporate Debt
  • How Investor Risks Respond to News
  • The Relationship of News and Volatility

[09:55 GMT] 25 MIN
DISCOVERING INTELLIGENCE IN UNSTRUCTURED CONTENT
Read More
Dan Joldzic, CEO and Quantitative Researcher, Alexandria Technology

Dan Joldzic, CEO and Quantitative Researcher, Alexandria Technology

TBC

[10:20 GMT] 15 MIN
Q/A SESSION

[10:35 GMT] 15 MIN
NETWORKING SESSION

[10:50 GMT] 05 MIN
COMFORT BREAK

[10:55 GMT] 25 MIN
PREDICTING INTRADAY RISK AND LIQUIDITY WITH NEWS ANALYTICS
Read More
Dr. Giuliano De Rossi, Executive Director, Goldman Sachs and Dr. Ryoko Ito, Quantitative Execution Services, Equities Execution Research Strat, Associate, Goldman Sachs

Dr. Giuliano De Rossi, Executive Director, Goldman Sachs and Dr. Ryoko Ito, Quantitative Execution Services, Equities Execution Research Strat, Associate, Goldman Sachs

TBC

[11:20 GMT] 20 MIN
APPLICATION OF NLP TOOLS TO 10K REGULATORY FILINGS: THE BRAIN LANGUAGE METRICS, DATASET AND INVESTMENT USE CASES
Read More
Dr. Francesco Cricchio, CEO, Brain and Dr. Matteo Campellone, Executive Chairman, Brain

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

In this short talk we will present some applications of Brain Natural Language Processing platform. Inspired by relatively recent literature we measure different metrics on the public regulatory ‘lings of US companies. Literature works claim inefciencies in the way the market processes the information available on these reports on quite long time scales. We briehy will illustrate how Brain dataset can be used to implement these investment cases. We shall also show a possible application of the systematic analysis of the regulatory ‘lings to create thematic baskets of stocks.

[11:40 GMT] 15 MIN
TBC
Read More
Richard Peterson, CEO, MarketPsych

Richard Peterson, CEO, MarketPsych

TBC

[11:55 GMT] 10 MIN
EXPLOITATION OF ALTERNATIVE DATA IN FUND MANAGEMENT AND RISK CONTROL
Read More
Saeed Amen, Founder, Cuemacro and Alexander Denev, Head of Ai – Financial Services Advisory, Deloitte

Saeed Amen, Founder, Cuemacro and Alexander Denev, Head of Ai – Financial Services Advisory, Deloitte

Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject.

[12:05 GMT] 15 MIN
Q/A SESSION

[12:20 GMT] 15 MIN
NETWORKING SESSION

[12:35 GMT] 05 MIN
COMFORT BREAK

[12:40 GMT] 40 MIN
PANEL SESSION: EXPLOITATION OF ALTERNATIVE DATA IN FUND MANAGEMENT AND RISK CONTROL

TBC

[13:20 GMT] 10 MIN
VALEDICTORY SESSION

SPEAKERS

Saeed Amin

Founder, Cuemacro

MICHAEL ANG

Quantitative Researcher, Bloomberg LP

Dr. MATTEO CAMPELLONE

Executive Chairman, Brain

Dr. Ernie Chan

Founder, PredictNow.ai Inc

Dr. Radu Ciobanu

VP Engineering, PredictNow.ai

Alexander Denev

Head of AI – Financial Services Advisory, Deloitte

Dan DiBartolomeo

President and Founder, Northfield Information Services

IVAILO DIMOV

Quant Research Solutions, CTO Office, Bloomberg L.P.

DR. JOHN ELDER

Founder, Elder Research, Inc.

Dr. GIULIANO DE ROSSI

Executive Director, Goldman Sachs

Raul Glavan

Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

DR. RYOKO ITO

Quantitative Execution Services, Equities Execution Research Strat, Associate, Goldman Sachs

DAN JOLDZIC

CEO and Quantitative Researcher, Alexandria Technology

Christopher Kantos

Senior Equity Risk Analyst, Northfield Information Services

Gautam Mitra

CEO, OptiRisk Systems/Visiting Professor, UCL

Richard Peterson

CEO, MarketPsych

Dr. Katharina Schwaiger

Investment Researcher, BlackRock

Dr. Dror Y. Kenett

Economist, Financial Industry Regulatory Authority (FINRA)

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