Agenda: MATLAB Computational Finance Conference 2021 - MATLAB & Simulink

MATLAB Computational Finance Conference 2021

Agenda

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All times listed below are in Eastern Daylight Time (EDT)

Time

Session Title

9:00 a.m.

Model Management of the Future

9:00 a.m.

Model Management of the Future

9:30 a.m.

Break

9:30 a.m.

Break

9:40 a.m.

The Toolbox for Model Risk Managers and Model Validators

9:40 a.m.

The Toolbox for Model Risk Managers and Model Validators

10:10 a.m.

Operational Risk Capital Modeling for Extreme Loss Events

10:10 a.m.

Operational Risk Capital Modeling for Extreme Loss Events

10:40 a.m.

Break

10:40 a.m.

Break

10:50 a.m.

Using MATLAB to Move to the Next Generation of GRADE Model

10:50 a.m.

Using MATLAB to Move to the Next Generation of GRADE Model

11:20 a.m.

The Secret to Automation and Lineage: MathWorks Model Inventory

11:20 a.m.

The Secret to Automation and Lineage: MathWorks Model Inventory

Time

Session Title

9:00 a.m.

Panel Discussion on ModelOps in Quant Finance

9:00 a.m.

Panel Discussion on ModelOps in Quant Finance

9:30 a.m.

Break

9:30 a.m.

Break

9:40 a.m.

Modeling the Component-Based Analysis of Infrastructure Projects

9:40 a.m.

Modeling the Component-Based Analysis of Infrastructure Projects

10:10 a.m.

Scalable Data Science Pipelines with QuSandbox and the MATLAB Online Server

10:10 a.m.

Scalable Data Science Pipelines with QuSandbox and the MATLAB Online Server

10:40 a.m.

Break

10:40 a.m.

Break

10:50 a.m.

Adopting MLOps at HSBC

10:50 a.m.

Adopting MLOps at HSBC

11:20 a.m.

Running MATLAB in Docker Containers

11:20 a.m.

Running MATLAB in Docker Containers

Time

Session Title

9:00 a.m.

Building a Responsible AI Pipeline

9:00 a.m.

Building a Responsible AI Pipeline

9:30 a.m.

Break

9:30 a.m.

Break

9:40 a.m.

Combining Human and Computer Intelligence in Asset Allocation

9:40 a.m.

Combining Human and Computer Intelligence in Asset Allocation

10:10 a.m.

Natural Language Processing for Finance with Transformer Models

10:10 a.m.

Natural Language Processing for Finance with Transformer Models

10:40 a.m.

Break

10:40 a.m.

Break

10:50 a.m.

Using Energy-Economic Models for Climate-Related Financial Impact Analysis

10:50 a.m.

Using Energy-Economic Models for Climate-Related Financial Impact Analysis

11:20 a.m.

Modeling the Impact of Transition and Physical Climate Risks on a Portfolio of Mortgages

11:20 a.m.

Modeling the Impact of Transition and Physical Climate Risks on a Portfolio of Mortgages

Time

Session Title

9:00 a.m.

Developing Financial Thinking in Academia and Industry

9:00 a.m.

Developing Financial Thinking in Academia and Industry

9:30 a.m.

Break

9:30 a.m.

Break

9:40 a.m.

Quantitative Asset Management and Machine Learning for Institutional Investing

9:40 a.m.

Quantitative Asset Management and Machine Learning for Institutional Investing

10:10 a.m.

Assessing the Role of Investors in the Realization of Climate Mitigation Pathways

10:10 a.m.

Assessing the Role of Investors in the Realization of Climate Mitigation Pathways

10:40 a.m.

Break

10:40 a.m.

Break

10:50 a.m.

Advanced Topics in Macro and Finance to Deal with Big Data

10:50 a.m.

Advanced Topics in Macro and Finance to Deal with Big Data

11:20 a.m.

Swap Volatility Dynamics and the Transmission of Systemic Risk in Hong Kong

11:20 a.m.

Swap Volatility Dynamics and the Transmission of Systemic Risk in Hong Kong