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Agenda

Tracks

A Track 1

B Track 2

9:00
Registration
9:20
Welcome and Introduction
9:30
Keynote: Model Risk Management Principles for Stress Testing Diederick Potgieter, The Bank of England
10:00
10:30
Break
11:00
11:30
Machine and Deep Learning with MATLAB Dr. Alexander Diethert, MathWorks
12:00
12:30
Lunch
13:30
A
New Financial Modelling Capabilities in MATLAB Kevin Shea and Stuart Kozola, MathWorks
B
Developing Robust MATLAB Code Paul Peeling, Mathworks
14:15
A
Building an Online Quantitative Lecture in MATLAB Dr. Ioannis Kyriakou and Dr. Gianluca Fusai, Cass Business School
B
Insights through Macro-Stress Scenarios Jaromir Benes, GPM Network
14:45
A
Break
15:15
A
Using MATLAB for Sentiment Analysis and Text Analytics Liliana Agapito de Sousa Medina, MathWorks
B
Enterprise-Scale MATLAB Applications Rory Adams and Sylvain Lacaze, MathWorks
16:00
A
Financial Time-Series Analysis: A Deep Learning Approach Ali Habibnia, London School of Economics and Political Science
B
Advantages of a MATLAB Engine in the Reinsurance Market Paul Bassan, Aspen Re
16:30
A
End of Day