Machine Learning and its Applications in Investment and Risk

Machine Learning and its Applications in Investment and Risk
In this event, we are very excited to bring some of the world's leading experts in machine learning to Edmonton to share their latest research, the recent trends in the industry, and their practical experience in applying machine learning techniques in finance and risk management. This event is sold out.

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Event Information

DATE: May 9, 2018
TIME: 11:45 a.m. - 2:30 p.m.
PLACE: AIMCo head office, 1100-10830 Jasper Ave, Edmonton, Alberta

Agenda

11:45 a.m.  Registration and Lunch
12:00 p.m.  Welcome Remarks
  Jerry Yang, Deputy Regional Director, PRMIA Edmonton / Manager, Public Equity Product Risk Management, AIMCo
  Remco van Eeuwijk, Chief Risk Officer, AIMCo
12:05 p.m.  Opportunities and Challenges in Applying Machine Learning to Financial Markets and the Roles of Machines and Humans
  Dr. Vasant Dhar, Professor, Stern School of Business and the Center for Data Science, New York University / Founder, SCT Capital Management
12:30 p.m.  Alternative Data, Machine Learning and Text, Lessons Learned and Opportunities
  Dr. Ryan LaFond, Deputy CIO, Algert Global
12:55 p.m. Physical Climate Risk is the Multi-Trillion Dollar Global Mother of Risks
  Brendan Lane Larson, CEO, AbsoluteClimo
1:20 p.m. Panel Discussion: Machine Learning and Its Application in Investment and Risk Management
  Panelists: Dr. Vasant DharDr. Ryan LaFondBrendan Lane Larson 
  Moderated by: Dr. Ranjan Bhaduri, President and CEO, Bodhi Research Group
2:00 p.m. Closing Remarks
  Mark Prefontaine, Senior Vice President, Client Relations, AIMCo
 

Speakers

Dr. Vasant Dhar, Professor, Stern School of Business and the Center for Data Science, New York University
Vasant Dhar is a professor at the Stern School of Business and the Center for Data Science at New York University, and the founder of SCT Capital Management, a machine-learning-based hedge fund in New York City. He is Editor-in-Chief of the journal Big Data. 

Dhar’s central research question asks when we should trust AI machines that learn from data. His research has addressed this question in a number of areas, most notably, in financial markets.  Dhar has authored over 100 research papers, as well as articles for publications such as the Financial Times, Wall Street Journal, Forbes, Wired, and the Harvard Business Review. He has appeared on CNBC, Bloomberg TV, and National Public Radio. He was recently named as one of the top 12 AI Professionals to know in hedge funds and top 20 data scientists in Finance and Banking by efinancialcareers.com
Dr. Ryan LaFond, Deputy CIO, Algert Global  
Ryan LaFond, Ph.D. serves as the firm’s Deputy CIO. Prior to rejoining Algert Global, Ryan was Head of Research for the Asia Pacific and Emerging Markets Equity group within BlackRock’s Scientific Active Equity team. His service at BlackRock dates back to 2008, including his tenure at Barclays Global Investors (BGI), which merged with BlackRock in 2009. Ryan began his career as an assistant professor at Massachusetts Institute of Technology’s Sloan School of Management. Ryan earned a BBA degree and PhD with a concentration in Accounting, both from the University of Wisconsin.
Brendan Lane Larson, CEO, AbsoluteClimo
Brendan Lane Larson is a climatologist, meteorologist, and co-founder of AbsoluteClimo, a whole Earth climate modeling and risk management company which uses machine learning to link skillful climate physics forecasts with business impacts and risk. 

Brendan previously founded WeatherLabs where he created its core weather analytics software and helped take it public on NASDAQ (NMS listed) as the world's first publicly-held online weather company (WeatherLabs was acquired by The Weather Channel / weather.com prior to the $3.5B Bain Capital & Blackstone acquisition). Brendan taught in the world's first graduate course on Environmental Finance Weather Derivatives at the University of Hawaii's Master's of Financial Engineering program, co-founded and co-invested in the program's hedge fund. Brendan has been a discussant on climate change, finance and weather risk management panels at the UH School of Ocean and Earth Science Technology, and is an invited business school guest lecturer on enterprise risk management / insurance. Brendan has been quoted by The Wall Street Journal and interviewed by ABC News Nightline and CNN Headline News. Brendan holds a B.S. in Meteorology from Northern Illinois University / Aerospace Sciences University of North Dakota.
Dr.Ranjan Bhaduri, President and CEO, Bodhi Research Group
Dr. Ranjan Bhaduri is the President and CEO of Bodhi Research Group.  Bodhi Research Group provides institutional investors and family offices with research and support in manager research, due diligence, portfolio construction, asset allocation, and special projects.

Dr. Bhaduri has extensive experience in hedge funds, liquid alternatives, structural alpha techniques, and due diligence. Previously at Morgan Stanley, Dr. Bhaduri served on an investment committee, conducting due diligence and helping design customized portfolios of alternatives. He has also worked at a multi-billion-dollar fund of funds, and a managed account platform. He has held advisory roles at the East-West Center, a leading think tank on the Asia-Pacific region, and at ClassMouse, an early-stage educational software firm. He has taught finance and mathematics at several universities and lectured on derivatives for the Montreal Exchange. Dr. Bhaduri was invited by the CME to be part of a special delegation that met with regulators in Beijing and Taipei to discuss hedge fund issues. Dr. Bhaduri has published papers on advanced portfolio construction and risk management techniques and has been a guest speaker worldwide regarding these topics. 

Dr. Bhaduri holds both the CFA and CAIA charters. He has previously served on the Board of AIMA Canada, AIMA’s global research committee, as a member of the All About Alpha Editorial Board, on the CAIA Chicago Chapter Executive. Dr. Bhaduri currently serves on the and has previously served on the CAIA Toronto Chapter Executive.

 

Moderator

Dr. Ranjan Bhaduri, President and CEO of Bodhi Research Group

Event Organizer

Jerry Yang, Deputy Regional Director, PRMIA Edmonton / Manager, Public Equity Product Risk Management, AIMCo

Thank you to our sponsors!

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Registration

Members - US$25
Non-Members - US$40

To Register: Click "Register Myself" below to reserve your spot. Make sure to click "Proceed to Checkout" to finalize your registration.

When
5/9/2018 1:45 PM - 4:30 PM
Where
AIMCo head office 1100-10830 Jasper Ave Edmonton CANADA
 

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