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This workshop featured an overview of recent advances in machine learning and innovations in financial technology by experts, academics, and practitioners in fields such as finance, numerics, statistics and engineering/computer science. The speakers of this workshop came from various institutions in Europe as well as Singapore. These included French industry practitioners like Jean-Yves Audibert of Capital Fund Management, Benjamin Bruder of Lyxor Asset Management, and Stephan Clémençon of Telecom Paris, European scholars such as Gah-Yi Ban of London Business School, Stéphane Gaiffas of University Paris Diderot, Cyril Grunspan of ESILV, Arnulf Jentzen of ETH Zurich, Johann Lussange from École Normale Supérieure, and Mathilde Mougeot of LPMA and ENSIIE. NUS professors including Ying Chen, Steven Kou and Chao Zhou were also invited to speak at the event. The Workshop contained a total of 13 talks and the topics included, sentiment analysis for online reviews with regularized text logistic regression, machine learning meets extreme value theory, statistical learning with Hawkes processes, aggregate weak predictions and rapture detections in financial time series, data science and asset management, machine learning and portfolio optimization, statistical and machine learning methods to model and forecast energy, deep learning-based approximation algorithms for partial differential equations, latest advancements in reinforcement learning, investment decisions and falling cost of data analytics, a theory of fintech, economics of bitcoin, and security and stability of blockchains.
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