Agenda

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Tracks

A Presentation Track 1 Room: Marquis

B Master Classes Track 2 Room: Cantor

C Master Classes Track 3 Room: Jolson

8:30 a.m.
Registration
9:00 a.m.
Welcome and Introduction
9:10 a.m.
9:50 a.m.
10:30 a.m.
A
The R-Factor: Converting ESG and Corporate Governance Data into Investable Insights
11:10 a.m.
Break and Exhibits
11:20 a.m.
A
Dynamic Replication and Hedging: A Reinforcement Learning Approach
B
A Master Class in Building Production-Grade NLP Pipelines
C
Text Analytics and Sentiment Analysis
12:00 p.m.
Lunch and Exhibits
1:10 p.m.
A
CCAR Neural Networks Model
B
A Platform for Risk Models
C
Software Development with MATLAB
1:50 p.m.
A
How MATLAB Reshapes the Landscape to Serve Wealth Management Clients
2:30 p.m.
Break and Exhibits
2:50 p.m.
A
Applications of Academic Theory and Quant Techniques in Securities Lending
B
AI, Machine, Deep Learning, and NLP in Enterprise Investment and Risk Management
C
Integrating Python and MATLAB
3:30 p.m.
A
Penn Wharton Budget Model: Macroeconomics in MATLAB
4:10 p.m.
A
Model Risk Management for Alpha Strategies Created with Deep Learning
B
Natural Language Processing and Deep Learning in Finance
C
4:50 p.m.
End of Day