BACKGROUND

Innovations in Finance and harnessing of Technology have resulted in making the term Fintech a portmanteau word. In the evolution of the BFSI sector Fintech has assumed a pivotal role; but it also had an impact on traditional order. The rise of AI and Machine learning has enhanced many aspects of investment models and technologies, at the same time it has disrupted some other.

Applications of Alternative Data in Fintech are growing at a great pace; the question is how to discover new sources of alpha and create strategies and signals. Here the challenge is to discover hidden coupling of multiple data sources. Text analysis, Natural Language Processing and analysis of News, Micro blogs, investor sentiment are well established. Bringing all these advances together new applications in trading, fund management and risk control have continued to emerge.

Today Fintech has influenced all aspects of the finance industry – banking and capital markets, asset and wealth management, insurance, and funds transfer and payments.

There are four main themes for this two-day online event:

Theme 1: Rise of SRI and ESG in the Investment Industry

Theme 2: Derivative products and VIX

Theme 3: Alternative Data

Theme 4: Fixed Income, Credit Scoring and Insurance

EVENT TIME

This event is mainly focused on participants from Europe and UK. The event time is set so that participants from UK or Europe may attend in the morning from 9:30 GMT or 10:30 CEST

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: finteam@unicom.co.uk; Vandana.singh@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…

Programme Under Development

Previous Programme

Day 1 (23 June)
Day 2 (24 June)

[09:30 BST]
INTRODUCTION
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Gautam Mitra, CEO, OptiRisk / UNICOM

Gautam Mitra, CEO, OptiRisk / UNICOM

THEME: DISRUPTIVE PROGRESS in AI AND ML

[09:37 BST]
Keynote Speaker: Blackjack, Options and the S&P 500: The Intersection of Gambling and Investing
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Blair Hull, Founder And Chairman, HULL TACTICAL

Blair Hull, Founder And Chairman, HULL TACTICAL

Applying what has been called a disruptive innovation, Mr. Hull beat the casinos counting cards in blackjack in the 1970s. He parlayed this success into the securities business, building a flagship global options market firm acquired by Goldman Sachs in 1999. Today Mr. Hull applies AI, ML, and the latest academic findings to guide investment decisions and alpha creation in futures and options trading at Hull Tactical.

[10:02 BST]
Progression Of Social Sentiment + Bifurcation Of Media Platforms And Keeping Track Of All This Data As A Competitive Edge
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Pierce Crosby, General Manager, TradingView

Pierce Crosby, General Manager, TradingView

Even a year ago, the idea of a crowd moving a $15 billion dollar company in a meaningful way was unheard of. Today, we see the bifurcation of platforms across the financial web that commence coordinated investing efforts in an open and transparent way. Staying on top of these conversations is essential to every asset manager.

[10:29 BST]
How Features Selection Can Help Improve Trading Strategies
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DR. ERNIE CHAN, Founder, PredictNow.ai Inc

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.

[10:51 BST]
Q/A SESSION
Followed by COMFORT BREAK

[11:16 BST]
Machine Learning And Derivatives Artificial Neural Networks And Derivatives Pricing
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Mario Dell’Era, Quantiative Market Risk Sr. Group Manager, Citi

Mario Dell’Era, Quantiative Market Risk Sr. Group Manager, Citi

In computational finance, numerical methods are commonly used for the valuation of financial derivatives. These price models are often multi-dimensional and heavy from the time consuming view point.

Artificial Neural Networks (ANNs) with multiple hidden layer became successful machine learning methods to extract features and detect patterns from a large data set.

[11:46 BST]
New directions and finding new Alpha in Low frequency Systematic Trading
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Andrea Nardon, Chief Quant Officer, Fund Manager, Black Alpha Capital

Andrea Nardon, Chief Quant Officer, Fund Manager, Black Alpha Capital

Machine learning tools have started to be widely accepted within the investor base. On one hand this allows quant researchers to explore newer input-output relationships that human eyes struggle to identify but on the other hand when these tools are not properly used, they can introduce new risks which can cause undesired outcomes.

[12:11 BST]
PANEL1: DISRUPTIVE PROGRESS IN AI AND ML
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Moderator: Gautam Mitra
Panellist: Blair Hull, Pierce Crosby, Dr. Ernie Chan, Thomas Oesch, Andrea Nardon

[12:51 BST]
ICE BREAKING SESSION INTRODUCING SPONSORS

THEME: ESG and SRI (Part 1)

[13:03 BST]
Applying NLP to Thematic Investing
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SIMON WICKS, MANAGING DIRECTOR, MULTI-ASSET QUANTITATIVE SOLUTIONS, CHARLES SCHWAB

Simon Wicks, Managing Director, Multi-Asset Quantitative Solutions, Charles Schwab

Thematic Investing has seen significant growth in recent years, driven by interest in both innovation and sustainability related themes. Natural Language Processing – from BM25 to BERT – can combine with human insight to power thematic research, increasing both the depth and efficiency of the research process.

[13:27 BST]
Can we forecast carbon?
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David Jessop, Head Of Investment Risk, Columbia Threadneedle Investments Emea Apac

David Jessop, Head Of Investment Risk, Columbia Threadneedle Investments Emea Apac

The path to a low carbon economy involves encouraging companies to lower their carbon intensity. It could be beneficial to find the companies where they are lowering their carbon output. But can we forecast this? The problem is a very short time series of carbon data – perhaps 10 years at best, which means

[13:47 BST]
ESG AND SRI Q/A SESSION Followed by- PANEL SESSION
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Moderator: Gautam Mitra
Panellist: David Jessop, Kevin Spellman.

[09:30 BST]
INTRODUCTION
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Gautam Mitra, CEO, OptiRisk / UNICOM

Gautam Mitra, CEO, OptiRisk / UNICOM

THEME: PROGRESS IN DERIVATIVE PRODUCTS

[09:35 BST]
KEYNOTE: ANOTHER STEP IN THE EVOLUTION OF FINANCIAL MARKETS?
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Dan Dibartolomeo, President and Founder, Northfield Information Services

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.

[10:04 BST]
Ai & Ml Predict The Market: Methodology Of Stragery Creation Illustrated By Use Case​
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Prof Gautam Mitra, Ceo, Optirisk Systems/Visiting Professor, Ucl

Prof Gautam Mitra, Ceo, Optirisk Systems/Visiting Professor, Ucl

[10:29 BST]
Q/A SESSION
Followed by COMFORT BREAK

[10:54 BST]
DEEP REINFORCEMENT LEARNING FOR ASSET ALLOCATION IN US EQUITIES
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MIQUEL NOGUER I ALONSO, HEAD OF DEVELOPMENT, GLOBAL AI

MIQUEL NOGUER I ALONSO, Head Of Development, Global AI

We consider an application of reinforcement learning to create a financial model-free asset allocation paradigm which uses deep neural networks. For an asset universe of top 24 US stocks we show that the deep reinforcement learning approach gives better results than traditional portfolio management approaches. Our method uses a time series of daily data of stock prices and a simple reward function.

[11:15 BST]
HOW TO BUILD A MONEY PRINTING MACHINE WITH AI
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Raul Glavan, Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

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

[11:40 BST]
The cross-section of news sentiment, risk, and returns
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Thomas Oesch, Senior Portfolio Manager, UBS

Thomas Oesch, Senior Portfolio Manager, UBS

We study the relationship between news sentiment and stock risks and returns by applying news sentiment scores from four different datasets to a comprehensive global single stock universe. We find that the sentiment scores from the different datasets differ in terms of sources and sentiment scores, making them complementary as opposed to competing in a holistic portfolio analysis as we have undertaken.

[12:01 BST]
Q/A SESSION
Followed by COMFORT BREAK

[12:26 BST]
PRESENTATION BY SPONSORS

THEME: ESG and SRI (Part 2)

[12:36 BST]
ESG Matters
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Dr. G. Kevin Spellman, Senior Advisor to Institutional Shareholder Services | Senior Lecturer and David O. Nicholas Director of Investment Management at University of Wisconsin-Milwaukee | Adjunct Professor at IE Business School

Dr. G. Kevin Spellman, Senior Advisor to Institutional Shareholder Services | Senior Lecturer and David O. Nicholas Director of Investment Management at University of Wisconsin-Milwaukee | Adjunct Professor at IE Business School

ESG investing can take on several forms. One can invest in companies to make an impact, avoid certain industries, and in recent research, it has been shown that a focus on firms with good ESG may enhance returns. That is, being good to the world may be consistent with being good to shareholders. This presentation will show how:

  • High-ESG + high-EVA Margin companies add alpha,
  • Rising ESG is correlated with improving fundamentals,
  • ESG trends are up, and
  • Environmental considerations are becoming more important to investors

[13:00 BST]
Turning Text to ESG Data
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Dan Joldzic, Ceo And Quantitative Researcher, Alexandria Technology

Dan Joldzic, Ceo And Quantitative Researcher, Alexandria Technology

Extracting ESG Insights from News Institutional Newswires continually publish ESG events for companies, from company disclosures to independent editorial work identifying sustainable trends. NLP can scan a larger corpus of information that can be used to capture ESG events faster, which can then be paired with traditional ESG research to have a bigger picture of a company or companies.

[13:20 BST]
PANEL 2: IMPACT OF SRI AND ESG IN THE INVESTMENT INDUSTRY
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Moderator: Gautam Mitra
Panellists: Dr. G Kevin Spellman, Dan Joldzic, David Jessop, Dan Dibartolomeo.

[14:00 BST]
VALEDICTORY SESSION

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