machineByte Europe 2019 will be a two-day conference hosted in the centre of Paris on 17-18 September 2019 with a plenary agenda and private breakout sessions that will focus on the key industry topics in machine learning/AI and alternative data.
We have been appointed by global institutional investors to develop this conference to provide not only the theoretical approach to machine learning in investment management, but also case studies/examples of how machine learning can be used in quantitative investment management. Those investors who are currently exploring machine learning and AI by attempting to discover non-linear trends in data, to maximise trade execution and to diversify allocation frameworks. This conference aims to provide education and insights for those institutional investors who are increasingly exploring machine learning in investment management, specifically quantitative investment management.
Asset owners and managers should contact Bailey Bryan for enquiries and rates at firstname.lastname@example.org
Chief Scientist at SIG, UC Berkeley Data Science faculty, former Director of Phronesis ML Labs at Uber
Our first keynote speaker Mike Tamir, has led teams of Data Scientists in the bay area as Head of Data Science at Uber ATG, Chief Data Scientist for InterTrust and Takt, Director of Data Sciences for MetaScale/Sears, and CSO for Galvanize where he founded the galvanizeU-UNH accredited Masters in Data Science degree and oversaw the company’s transformation from co-working space to Data Science organization.
Our new academic keynote is Guillaume Coqueret, an associate professor of finance and data science at emlyon business school. His research revolves around applications of numerical methods, especially in financial economics. His work has been published in journals such as Journal of Portfolio Management, Journal of Banking and Finance and Expert Systems with Applications.
8.30am – 5.30pm/ 8.30am-12.30pm
The agenda will be divided into two sections:
Training and case studies for investors who are new to machine learning and AI and who haven’t explored the use of alternative data yet. With breakout sessions focusing on:
- Seminar: Python In Investment Management
- Alternative Data Platform Live Demos – Leveraging Alternative Data In Investment Portfolios
The second section will focus on the experienced investors who would like to connect with peers to talk about specific challenges using machine learning and alternative data. With breakout sessions focusing on:
- Applying Deep Learning To Factor Portfolios
- Machine Learning in R
Other agenda topics include:
- Applying Machine Learning To Quantitative Investment Strategies
- A Quantitative Approach To ESG Investing Enabled By Machine Learning And Big Data
- ESG & Sustainable Investing: Using Novel Datasets & Toolkits Through Your Investment Process
- Can Machine Learning Be Used For Valuation Of Structured Products (Abs, Mbs, Cdo, Clo)?
- Machine Learning In Alternative Investments
- Use of Blockchain in Investment Management
- Slow Growing: Institutionalizing The Crypto Wave
The Platinum, Leading Tech Sponsor & Innovation Sponsor package will give the unique opportunity to host a private breakout session with key thought leaders. There are only four private breakout sessions available.
For further information, contact:
Agenda highlights from machineByte 2018