MathWorks Australian Computational Finance event
| Venue | Start Date | End Date |
|---|---|---|
| Sheraton Grand Sydney Hyde Park | 18 Sep 2025, 5:30 PM AEST | 18 Sep 2025, 8:00 PM AEST |
Overview
Join us for the annual MathWorks Australian Computational Finance event, featuring two in-depth sessions, a special bonus segment, and complimentary light refreshments.
Session 1: Assessing Climate Impacts on Credit Risk
This session presents advanced methods and models for evaluating how climate change affects credit risk. Explore cyclone modeling across various climate scenarios to estimate physical damages, then follow the analysis through to firm and investor impacts—culminating in the estimation of equity shocks driven by climate events.
Session 2: Econometric Modeling with MATLAB and Dynare
Discover best practices and essential support tools for running sophisticated econometric models using MATLAB and Dynare. Gain practical insights to enhance your modeling workflows.
Bonus Speed Session: Generative AI in MATLAB
Experience the future of programming with a fast-paced introduction to generative AI in MATLAB, featuring MATLAB Copilot.
Networking Reception
Conclude the seminar with a cocktail reception and canapés at the Sheraton’s award-winning Sydney Common oyster bar—a perfect opportunity to connect with peers and industry experts. Please send any dietary requirements to cindyc@mathworks.com.
Highlights
- Examine methods and models for assessing climate impacts on credit risk
- See the Dynare toolbox in action to support econometric modelling
- Explore generative AI in MATLAB with MATLAB Copilot
Who Should Attend
- Quantitative Analysts
- Algorithmic Traders
- Portfolio Managers
- Risk Managers
- Analysts
- Investment Managers
- Investment Researchers
About the Presenter
Dr Peter Brady
Dr Peter Brady is a Principal Application Engineer with a background in numerical simulation, analysis and high-performance computing. Peter covers these areas of the MathWorks products as well as machine learning, deep learning, deployment and cloud as well as computational finance. He has worked with customers across the finance industry in areas for high-speed algorithmic trading, portfolio optimisation and risk management. Peter has a PhD in Mechanical Engineering and a Bachelors in Civil Engineering, both from UTS, and is a Chartered Practicing Engineer with Engineers Australia (CPEng NER).
Shine Rezaei Boroujeni
Shine is a Senior Application Engineer at MathWorks with a background in machine learning and the Theory of Constraints (TOC). Over the past seven years, Shine worked as a Data Analyst at gold mining companies, contributing to a broad range of data-driven initiatives in both operational and technical domains. Shine holds an MPhil in Data Science, an MSc in Electrical and Computer Science, and a BSc in Biomedical Engineering.
Agenda
| Time | Title |
05:00 pm |
Registration opens, welcome drinks and canapes |
05:30 pm |
Welcome |
05:35 pm |
Session 1: Assessing Physical Climate Risk: Implications for Financial Institutions |
05:55 pm |
Session 2: Econometrics with MATLAB and Dynare |
06:10 pm |
Speed Session: MATLAB Copilot |
06:15 pm |
Q&A |
06:30-08:30 pm |
Cocktail Reception – Sheraton Oyster Bar |
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