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 has also disrupted traditional order. The rise of AI and Machine learning has impacted 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 three main themes for this Two-Day Online Event

Theme 1: Disruptive Progress in AI and ML
Progress in (i) News Analysis, (ii) Micro Blog Analysis (Filtered Twitter feed for finance), (iii) Online searches (iv) Data Analytics, Alternative Data and AI and Quant models

DISRUPTIONS: Predicting the Market directions and ‘Timing the Market’

Other Topics:

  • New directions of discovering Alpha in Low frequency Systematic Trading
  • Opportunities and challenges of machine learning in quantitative wealth and investment management

Theme 2: Progress in Derivative Products

  • Demystifying XVA (FVA DVA CVA) for regulatory compliance
  • Machine Learning and Derivatives Artificial Neural Networks and Derivatives Pricing
  • Exploiting Index Futures and VIX to construct Trade Portfolios

Theme 3: Impact of SRI and ESG in the Investment Industry

  • The Rise and Rise of ESG in the domain of Finance
  • Synthetic data generation with restricted Boltzmann machines

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

PLEASE NOTE THAT THE TIMES STATED IN THE PROGRAMME ARE IN IST.
Day 1 (23 June)
Day 2 (24 June)

[14:00 IST]
INTRODUCTION
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GAUTAM MITRA, CEO, OPTIRISK/UNICOM

Gautam Mitra, Ceo, Optirisk/Unicom

THEME: DISRUPTIVE PROGRESS in AI AND ML

[14:07 IST]
Keynote Speaker: Blackjack, Options and the S&P 500: The Intersection of Gambling and Investing
Read More
Blair Hull, Founder And Chairman, HULL TACTICAL

Blair Hull, Founder And Chairman, HULL TACTICAL

[14:32 IST]
Social Sentiment and the Decentralization of Market Participants
Read More
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.

[14:52 IST]
How Features Selection can help improve trading strategies
Read More
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.

[15:12 IST]
Q/A SESSION

[15:22 IST]
COMFORT BREAK

[15:27 IST]
Machine Learning and Derivatives Artificial Neural Networks and Derivatives Pricing
Read More
Mario Dell’Era, Quantiative Market Risk Sr. Group Manager, Citi

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

TBC

[15:47 IST]
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.

[16:07 IST]
PANEL1: DISRUPTIVE PROGRESS IN AI AND ML

[16:47 IST]
ICE BREAKING SESSION (SPONSORS)

THEME: ESG and SRI (Part 1)

[16:57 IST]
IMPACT OF SRI AND ESG IN THE INVESTMENT INDUSTRY
Read More
Dr. Nataliya Tkachenko, Research Associate In Sustainable Finance, University Of Oxford

Dr. Nataliya Tkachenko, Research Associate In Sustainable Finance, University Of Oxford

[17:22 IST]
Can we forecast carbon?
Read More
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

[17:42 IST]
PANEL 2: IMPACT OF SRI AND ESG IN THE INVESTMENT INDUSTRY (PART 1:SPONSOR 1)

[14:00 IST]
INTRODUCTION
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GAUTAM MITRA, CEO, OPTIRISK/UNICOM

Gautam Mitra, Ceo, Optirisk/Unicom

THEME: PROGRESS IN DERIVATIVE PRODUCTS

[14:05 IST]
KEYNOTE: ANOTHER STEP IN THE EVOLUTION OF FINANCIAL MARKETS?
Read More
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.

[14:30 IST]
AI & ML TO PREDICT THE MARKET: EXPLOITING NIFTY, E-MINI AND VIX FOR TRADING​
Read More
PROF GAUTAM MITRA, CEO, OptiRisk Systems/Visiting Professor, UCL

PROF GAUTAM MITRA, CEO, OptiRisk Systems/Visiting Professor, UCL

TBC

[14:55 IST]
Q/A SESSION

[15:10 IST]
COMFORT BREAK

[15:15 IST]
Applying Bayesian Machine Learning to Long Term Investing
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Alexander Fleiss, CEO, Rebellion Research

Alexander Fleiss, CEO, Rebellion Research

Machine learning has made very little progress beyond short term and high frequency trading, why has the investment method not caught fire?

[15:35 IST]
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

TBC

[15:55 IST]
Q/A SESSION

[16:05 IST]
ICE BREAKING SESSION (SPONSOR 2)

THEME: ESG and SRI (Part 2)

[16:15 IST]
TBC
Read More
Thomas Oesch, Senior Portfolio Manager, UBS

Thomas Oesch, Senior Portfolio Manager, UBS

TBC

[16:35 IST]
TBC
Read More
SIMON WICKS, MANAGING DIRECTOR, MULTI-ASSET QUANTITATIVE SOLUTIONS, CHARLES SCHWAB

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

[17:00 IST]
DISCOVERING INTELLIGENCE IN UNSTRUCTURED CONTENT
Read More
Dan Joldzic, Ceo And Quantitative Researcher, Alexandria Technology

Dan Joldzic, Ceo And Quantitative Researcher, Alexandria Technology

[17:20 IST]
PANEL 3: IMPACT OF SRI AND ESG IN THE INVESTMENT INDUSTRY (PART 2: SPONSOR 2)

[18:00 IST]
VALEDICTORY SESSION

Speakers

DR. MATTEO CAMPELLONE

Executive Chairman, Brain

DR. ERNIE CHAN

Founder, PredictNow.ai Inc

Pierce Crosby

General Manager, TradingView

Mario Dell’Era

Quantiative Market Risk Sr. Group Manager, Citi

DAN DIBARTOLOMEO

President and Founder, Northfield Information Services

Alexander Fleiss

CEO, Rebellion Research

Raul Glavan

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

Blair Hull

Founder And Chairman, HULL TACTICAL

David Jessop

Head of Investment Risk, Columbia Threadneedle Investments EMEA APAC

DAN JOLDZIC

CEO and Quantitative Researcher, Alexandria Technology

PROF GAUTAM MITRA

CEO, OptiRisk Systems/Visiting Professor, UCL

Andrea Nardon

Chief Quant Officer, Fund Manager, Black Alpha Capital

Thomas Oesch

Senior Portfolio Manager, UBS

Dr. Nataliya Tkachenko

Research Associate In Sustainable Finance, University Of Oxford

Sponsor

previous partners

Knowledge Partners

EVENT PARTNERS

PROFESSIONAL BODIES

Media Partners

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