9 April



8:00 a.m. Registration and Continental Breakfast
9:00 a.m. Welcome Address: MATLAB Turns 30
Stuart Kozola, MathWorks
9:20 a.m. Keynote: Calibration and Simulation Best Practices: Multifactor Interest Rate Models for Risk Applications
Kevin Shea, MathWorks
10:10 a.m. Keynote: Using MATLAB to Bridge the Gap Between the Portfolio Construction and Trading
Robert Kissell, Kissell Research Group
11:00 a.m. Break and Exhibits
  Parallel Sessions Master Classes Hands-On Training
11:20 a.m. Statistical Analysis of ETF Flows
Aleksander Sobczyk, BlackRock
Approximation Methods in Derivatives Pricing
Minqiang Li, Bloomberg LP
Event-Driven and Object-Oriented Programming with MATLAB
Ameya Deoras, MathWorks
MATLAB Programming
Pragya Lakhotia, MathWorks
12:00 p.m. How MATLAB Did the Work of 40 People and Accelerated Investment Strategy Development
Aku Penttinen, GeisterZähmer
Simulink for Asset-Liability Modeling
Taha Jaffer, The Carlyle Group/DGAM
12:40 p.m. Lunch with MathWorks Developers
2:00 p.m. Global Tactical Asset Allocation and Portfolio Construction with MATLAB
Jeff Song, JP Morgan
Mixed-Integer Optimization
Seth DeLand, MathWorks
Time-Series Modeling with MATLAB
Abhishek Gupta, MathWorks
Probability Distributions and Regression in MATLAB
Pragya Lakhotia, MathWorks
2:40 p.m. Lean Data Analysis: The Awesome Data Dexterity of MATLAB Desktop
Joan Carroll, Liquidnet
Factor Research and FactSet's Integration with MATLAB
Christopher Thomas and Joe Importico, FactSet
3:20 p.m. Break and Exhibits
3:40 p.m. Operational Risk Modeling
Aniruddho Sanyal, Wolters Kluwer
Using MATLAB for Trading Strategy Optimization in Electronic Trading Systems
Yichi Zhang, Fordham University Business School
Optimization in MATLAB
Seth DeLand, MathWorks
Writing Robust MATLAB Code
Pragya Lakhotia, MathWorks
4:20 p.m. Pricing and Analysis of an Insurance Contract
Jean-Frederic Breton, MathWorks
Extending the Power and Scalability of MATLAB Computations within Optimization Solutions
Horia Tipi, FICO
5:00 p.m. Break
5:10 p.m. Keynote: (Re)Defining and Managing Diversification
Attilio Meucci, Kohlberg Kravis Roberts and ARPM
6:00 p.m. Closing Remarks
6:10 p.m. End

MathWorks is an Approved Provider of GARP Continuing Professional Education (CPE) credits. Attending this conference qualifies for 7 GARP CPE credit hours. If you are a Certified FRM® or ERP® and attend the conference, record this activity in your Credit Tracker at