MASTER OF MATHEMATICAL FINANCE PROGRAM

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LOCATION

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REGISTRATION

PAST CONFERENCES

January 18-21, 2018

MMF Symposium

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AGENDA

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Agenda

Thursday     1/18

Friday        1/19

Saturday     1/20

10:00am - 4:00pm

8:00pm - 9:30pm

8:30pm - 10:00pm

Ski Day

Registration

Apres Ski

Registration

8:00am - 9:00am

9:00am - 9:30am

Breakfast

Opening Remarks

9:30am - 10:00am

Big Data's Dirty Secret

10:00am - 10:30

Big Data Analytics and Fintech Innovation

8:00am - 5:00pm

10:30am - 12:00pm

Hedge Fund Theme Park

Registration

8:00am - 9:00am

Breakfast

8:00am - 5:00pm

9:00am - 9:30am

Beyond Basel, 10 Years After the Crisis

Jennifer Page

Santiago Carrillo

9:30am - 10:00am

Will AI Take Over Active Fund Management

Break

10:00am - 10:30am

10:30am - 11:45am

Machine Learning

11:45am - 1:00pm

Lunch

1:00pm - 1:30pm

The Data Roller Coaster Ride

1:30pm - 2:00pm

Women in Finance Fireside Chat

2:00pm - 2:30pm

Break

Luis Seco

Havey Stein

Brian O'Donnell

Investor Roundtable

Hedge Fund Industry Trends

Interactive Discussion, Insights

10:30am - 12:00pm

IEEE Theme Park

Addressing Emergent and Future Conditions in Systemic Risk Analysis

James Lambert

Hidden Markov Model for Risk Parity Optimization

Giorgio Costa

Message Passing Methods for Discrete Choice Portfolio Optimization

Alexia Yeo

Shrinking Horizon-based Scenario Optimization for Intraday Asset Liquidation

Hassan Anis

1200pm - 1:00pm

Lunch

1:00pm - 1:30pm

Town Hall Meeting: China

1:30pm - 2:00pm

Cities of the Future: How Smart Will They Be?

Jim Helik

Kumar Murty

Tony Hernandez

2:00pm - 2:30pm

The Tale of Two CUSIPS

Harry Chopra

2:30pm - 5:00pm

Financial Disruption Theme Park

Dubie Cunningham

Richard Kang

Virgile Rostand

Marek Laskowski

Alik Sokolov

Marlene Puffer

Michael Rudd

7:00pm - 8:30pm

Dinner

8:30pm - 9:30pm

Scotch Tasting

Sponsored by the Office of Advancement Faculty of Arts and Science

Gareth Witten

Alik Sokolov

Hashiam Kadhim

Sponsored by AXIOMSL

Harry Chopra

Jennifer Page

Alyson Bailey-Flynn

Jennifer Page

Julie Cays

Audrey Gaspar

2:00pm - 2:30pm

University of the Future Panel

Rudi Zagst

David Saunders

Matthew Davison

Marek Laskowski

3:00pm - 4:30pm

Crypto/Blockchain Theme Park

Virgile Rostand

Marek Laskowski

Ksitish Balhotra

Matthew Rappard

6:30pm - 7:00pm

Reception

7:00pm - 9:00pm

Dinner

9:30

Torch Parade & Fireworks