Taking place on September 17th, and hosted at the Oxford Mathematical Institute, this conference brings together leading thinkers in quant finance and machine learning from academia and the financial markets.
Drawing on the expertise of practitioners and researchers, the conference looks to show attendees how they can drive enhanced performance through the adoption of machine learning at each stage of the trade lifecycle.
Speakers will include Hans Buehler, managing director at J.P. Morgan, where he leads the “Analytics and Optimization” program in its equities business. A leader in the use of machine learning techniques for engaging with clients, Hans will discuss market simulation for deep hedging.
To follow Hans, Rama Cont, Mosaic Smart Data’s Chief Scientific Advisor and Professor of Mathematical Finance at the University of Oxford, will lead a discussion on the blending of machine learning with other quant analytics approaches. Rama will discuss how cutting-edge machine learning techniques can be blended with other analytics approaches in a speech entitled ‘Blind risk monitoring of trading strategies.
Mosaic Smart Data’s CEO, Matthew Hodgson will also be speaking in the afternoon on building the next generation of financial data analytics. Here, he will share some of his learnings from the past few years building one of the capital markets’ most advanced analytics platforms, Mosaic Smart Data.
We’re looking forward to connecting with some of the world’s leading experts in machine learning in what promises to be a fascinating exploration of the outer limits of innovation in the financial markets.