The Evolving Landscape of Financial Markets:
Change is the most unchanging paradigm. Shortening of the Technology Cycle and disruptions impact most in the Financial Markets. Then Financial Markets are the most alluring ‘Gambling Joints’ of this world. Markets in multiple geographies attract the community of avid ‘Gamblers’, namely, the Traders. In this conference we address some of the innovations and technologies which affect the many participants of the Financial Markets. DATA SCIENCE and AI have brought new challenges to the Analysts and Fund Managers. Mathematical Models of Options and Derivatives were harnessed in the innovation of VIX the ‘Fear Index’
This conference is built around two themes:
This event is mainly focused on participants from SE-Asia and India. Hence, the event time is set so that participants from India and China may attend in the afternoon 14:00-18:00 IST on both days.
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: email@example.com; Vandana.firstname.lastname@example.org]
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.
Gautam Mitra, CEO, Optirisk/UNICOM
Robin Wigglesworth, Global finance correspondent, Financial Times
Volatility is an inevitable part of financial markets. But over the past six decades, volatility has come to dominate risk-management models across the finance industry. At the same time, a motley crew of academics and investment bankers have turned volatility itself into something that can be sliced and diced, bought and sold, just like any bond, stock or barrel of oil. This has arguably made the global financial system more fragile in the process. Here is the story of how volatility became a virus that infected the entire finance industry.
Devesh Shah, Retired Partner, Goldman Sachs & Co and Co-Inventor of the VIX Volatility Index
The VIX Volatility Index is a powerful idea and an index for measuring uncertainty in the equity market. What makes it even more powerful is the ability to almost capture it in your fist through tradable derivatives on the VIX itself. Many cross-sectional, inter-market concepts were necessary in the creation of the VIX Index. Several people, each with unique perspectives came together. Let us dive a little deeper into the formation of one of the most popular and successful listed derivatives products of the last twenty years.
PROF GAUTAM MITRA, CEO, OptiRisk Systems/Visiting Professor, UCL
Raul Glavan, Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast
Dr. Ernie Chan, Founder, Predictnow.ai Inc
One major impediment to widespread adoption of machine learning (ML) in investment management is their black-box nature: how would you explain to an investor why the machine makes a certain prediction? If you don’t understand the underlying mechanisms of a predictive model, you may not trust its predictions. Feature importance ranking goes a long way towards providing better interpretability to ML models, and feature selection improves out-of-sample performance of ML models.
Euan Sinclair, Quantitative Analyst, Hull Tactical
DR. Francesco Cricchio, CEO, Brain
Brain is a research oriented company that develops proprietary signals and algorithms for investment strategies on financial markets, combining Statistical methods, Machine Learning and Natural Language Processing techniques.
We will show the application of Brain Artificial Intelligence Platform to create proprietary datasets that are integrated by Clients in systematic trading strategies, some datasets at ticker level like the Brain Sentiment Indicator, Brain Machine Learning Stock Ranking and Brain Language Metrics on Company Filings; other datasets are at general market level, like the Brain Market Sentiment, and Risk ON/ OFF signals. We will focus on the latest released dataset Brain Language Metrics on Company Filings and the related use cases exploring the language analysis of company reports and the study of possible relations with firms’ future performance as discussed in recent papers.
Finally we will show the application of the NLP module of the platform to perform a thematic selection, among a large universe of companies, of a basket of stocks whose business is focused on a specific theme (e.g. nanotechnology, cell therapy, genetic engineering and others). The selection can be combined with proprietary alternative datasets and allows to create at low management fee Thematic or Smart Indices, active and passive ETFs, mutual funds.
Gautam Mitra, CEO, Optirisk/UNICOM
Dr. Ganesh Mani, Adjunct Faculty, Carnegie Mellon; ex-SSgA & FDP Institute Advisory Board
The dynamic world produces data that is constantly changing. Financial markets can be particularly mercurial, triggered by geopolitical events, regulation changes, industry news and earnings outlook of companies. Exploiting data science to explain or predict the ebb and flow of security prices can be a bit of an art. Knowing which data – from the plethora of traditional and alternative datasets – to focus on, what techniques to use (e.g., traditional statistical, historical-data-intensive deep learning, reinforcement learning, forward-looking simulations or a combination); and, what aspects to model are nuanced decisions that will significantly affect portfolio risk and return. Human-machine teaming is also a focus area and I hope to address some of the above themes in my brief presentation. A subsequent panel will elicit multiple opinions in this milieu.
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.
Nick Wade, Director, Asia Pacific Marketing, Northfield Information Services Asia Ltd and Dan diBartolomeo, President and Founder, Northfield Information Services
Abnormal market behaviour, speculative bubbles and busts, are not new phenomena. Speculative trading has no doubt occurred since the dawn of time, often fuelled by over confidence, greed, easy access to credit, and the siren song of watching other people get rich. As risk model providers, how can we deal with market data that is disconnected from underlying economic reality? In this presentation we discuss the innovative approaches Northfield has pioneered to make risk models adapt to real-world problems with market data, harnessing alternative data and looking for regimes in volatility.
Dan Joldzic, CEO and Quantitative Researcher, Alexandria Technology
Dr. Giuliano De Rossi, Executive Director, Goldman Sachs and Dr. Ryoko Ito, Quantitative Execution Services, Equities Execution Research Strat, Associate, Goldman Sachs
Song Lu, Head of Quantitative Research, ChinaScope Ltd