https://www.youtube.com/watch?v=bD2Xjb_4z94
WORKSHOP
AI, Financial Automation and Market Risk

18 – 19 May 2020

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WORKSHOP
AI, Financial Automation and Market Risk

18 – 19 May 2020

SPREAD THE WORD

FIN-Tech is running a workshop on AI, Financial Automation and Market Risk in May 2020 in partnership with the European Commission and the UCL.

Join us for the public event and social dinner on May 18, and listen to all our high-profile speakers on May 19. 

FIN-Tech is running a workshop on AI, Financial Automation and Market Risk in May 2020 in partnership with the European Commission and the UCL.

Join us for the public event and social dinner on May 18, and listen to all our high-profile speakers on May 19. 

Venue

Roberts Engineering Building,

University College London,

Torrington Place, London WC1E 7JE

Programme

May 18

18:00

Public Event

20:00

Social Dinner

May 19

Morning

9:00

Welcome

9:30

Ceri Godwin // Santander UK

10:00

Ying Chen // National University of Singapore

10:30

Dror Kenett // FINRA

11:00

Break

11:30

Victoria Thompson // Barclays

12:00

Paolo Giudici // University of Pavia

12:30

Bihong Huang // Asian Development Bank

13:00

Break

Afternoon

14:00

Wolfgang Haerdle //

14:30

Sam Hastings //

15:00

Daniel Heller // Bank of International Settlements

15:30

Break

16:00

Rapolas Lakavicius // European Commission

16:30

Dr. Jochen Papenbrock // Firamis

17:00

Shatha Qamhieh // Al-Najah National University

17:30

Speaker TBA

18:00

Refreshment and Networking

Speakers

Ying Chen

National University of Singapore

Title

Title:
Topic Sentiment Asset Pricing with DNN Supervised Learning

Abstract

We develop an innovative deep neural network (DNN) supervised learning approach to extracting insightful topic sentiments from analyst reports at the sentence level and incorporating this qualitative knowledge in asset pricing and portfolio construction. The topic sentiment analysis is performed on 113,043 Japanese analyst reports and the topic sentiment asset pricing model delivers superior predictive power on stock returns with adjusted R2 increasing from 1.6% (benchmark model without sentiment) to 14.0% (in-sample) and 13.4% (out-of-sample). We find that topics reflecting the subjective opinions of analysts have greater impact than topics of objective facts and justification of the quantitative measures. This is a joint work with Hitoshi Iwasaki. The paper is available at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3228485

Jochen Papenbrock

Firamis

Victoria Thompson

Barclays

Biography

Victoria Thompson is Group Head of Innovation Legal at Barclays Bank, based in London. Victoria is an experienced IP and IT lawyer with a deep knowledge of working with organisations to successfully design, develop and deliver corporate innovation strategy. Victoria recently re-joined Barclays in 2018 after living in Singapore for 6 years where she was previously the Group Head of the Development Bank of Singapore (DBS), Technology Operations, Intellectual Property and Innovation Legal Team. As a result of this role Victoria was a senior leader in helping DBS launch its award winning Digibank in India and Indonesia, the world’s biggest Financial Services open API developer portal and sandbox, and DBS’ Fintech strategy.

Victoria is a passionate advocate for the Blockchain community. She is a founder member of the London Blockchain Foundation (LBCF), a member of the British Blockchain Association, and ACCESS (the Singapore Cryptocurrency and Blockchain Industry Association). Victoria is also an alumni of MIT Sloan School of Management, Oxford Business School and Singapore University of Social Sciences where she studied Business Innovation and Blockchain Strategy. She is a regular speaker on her areas of specialist interest of open innovation, corporate entrepreneurship and IP Law.

Wolfgang Haerdle

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Fin-Tech

Who we are

We are a consortium of 24 partners operating within the FINTECH research project funded by the Horizon 2020, European Funding Programme‎.

What we do

We research, develop and disseminate fintech risk management models.

We interface with national supervisors from 29 European countries.

European Finacial institutions, banks and fintech startups participate and contribute to our RegTech workshops.

We provide, training, support and collaboration to international regulators and advisors, who supervise and validate fintech risk management models.

Learn More

SPREAD THE WORD

Fin-Tech

Who we are

We are a consortium of 24 partners operating within the FINTECH research project funded by the Horizon 2020, European Funding Programme‎.

What we do

We research, develop and disseminate fintech risk management models.

We interface with national supervisors from 29 European countries.

European Finacial institutions, banks and fintech startups participate and contribute to our RegTech workshops.

We provide, training, support and collaboration to international regulators and advisors, who supervise and validate fintech risk management models.

Learn More