24 June



9:00 Registration
9:30 Welcome and Introduction
9:40 Keynote: The Bank of England’s Forecasting Platform: COMPASS, MAPS, EASE, and the Suite of Models
Matt Waldron, Bank of England
10:25 Break
10:55 Keynote: New Developments in MATLAB for Computational Finance
Kevin Shea, MathWorks
11:40 Machine Learning and Applications in Finance
Christian Hesse, Deutsche Bank and University College London
12:10 Lunch
13:10 Model Calibration in MATLAB
Sam Bailey, Prudential
An Object-Based Policy Simulator for a Systems Strategy Project
Seth Aslin, HSBC
13:40 Master Class: Calibration and Simulation of Multifactor Interest Rate Models for Risk Applications
Kevin Shea, MathWorks
Master Class: Developing Multilayered MATLAB Applications
David Sampson, MathWorks
14:40 Coffee Break
15:10 Modelling Hedge Fund Returns Using a State-Space Framework
Pablo Balan, Stenham Advisors
Quantitative Investment: Research and Implementation with MATLAB
Edward Hoyle, Fulcrum Asset Management
15:40 Master Class: Machine Learning with MATLAB
Kirsty van Ryneveld, MathWorks
Master Class: Scaling Up MATLAB Analytics
Marta Wilczkowiak, MathWorks
16:40 Networking Reception

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