Programme | Bayes Business School

Skip to main content

Friday 17^th January 2020

Time: 09:30 – 19.10

Room: 3002

Cass Business School

106 Bunhill Row

London EC1Y 8TZ

Programme


09:30 - 09:50	Registration and Coffee.
09:50 - 10:00	Opening Remarks. Ioannis Kyriakou.
10:00 - 10:30	Jens Perch Nielsen & Georgios Sermpinis. Introductory Talk: Risk and Machine Learning
10:30 - 11:20	Group Work. All Participants. Problems & the use of Machine Learning
11:20 - 11:50	Coffee Break
11:50 - 12:30	Alan Chalk *"Implementing an operational process for scoring first notifications of loss for claims fraud"* Questions and comments from the floor
12:30 - 13:10	Hans-Jörg von Mettenheim. "Applied Artificial Intelligence for Quantitative Trading" Questions and comments from the floor
13:10 - 14:10	Lunch Break
14:10 - 14:50	Sylvain Barthélémy. "Macroeconomics and Machine Learning" Questions and comments from the floor
14:50 - 15:30	Emanuele Borgonovo "Interpretability and Explainability in Machine Learning: A Sensitivity Analysis Viewpoint" Questions and comments from the floor
15:30 - 16:00	Coffee Break
16:00 - 16:40	Simone Santoni "Tbc." Questions and comments from the floor
16:40 - 17:20	Manuel Nunes and Frank McGroarty *"LSTM-LagLasso for bond yield forecasting: Peeping into the long short-term memory network's black box"* Questions and comments from the floor
17:20 - 18:10	Group Work. All Participants. Approaches to problems: ideas, technical/management solutions, industrial & academic collaborations
18:10 - 19:10	Closing Remarks and Networking