Tag Archives: Citi Financial Data Science Seminars

Seminar

Cornell – Citi Financial Data Science Webinars

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Cornell Engineering. Operations Research and Information Engineering. Financial Engineering Manhattan

Featuring Machine Learning experts from Cornell, Citi, and more…

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Webinars. Through the online talks in Spring 2021, we are excited to collaborate with Citi in highlighting machine learning applications in finance.

All webinars are from 5:00 pm to 6:00 pm EST.

This webinar is free and open to all guests. Registration is required (RSVP). You will receive the webinar link and dial-in info upon registration (the confirmation email will come from
no-reply@zoom.us)

Date: Tuesday, Feb. 16th, 2021
Time: 5:00 pm – 6:00 pm EST
Speaker: Charles-Albert Lehalle | Capital Fund Management
Title: “An Attempt to Understand Natural Language Processing And Illustration On A Financial Dataset”

Abstract

I will present a theoretical analysis of word2vec language models and explain how the resulting understanding can generalize to more nonlinear ones (like BERT).

This analysis relies on trying to exhibit a generative model allowing to explain the asymptotic meaning of the loss functions used by these kinds of models. In particular, it allows to produce synthetic languages having a controlled number of “synonyms” and try to learn them with standard algorithms. I will then show how learning the language of financial news reflects (or not) the celebrated Loughran-McDonald sentiment lexicon. This on-going work is conducted with Mengda Li (ENS Paris Saclay).

Program Agenda:

1) Charles-Albert Lehalle’s Presentation
2) Q&A
3) “Lightning Talk” about NLP featuring CFEM alumna Silvia Ruiz
4) Discussion

Speaker Bio

Currently Head of Data Analytics at Capital Fund Management (CFM, Paris) and visiting researcher at Imperial College (London), Charles-Albert Lehalle studied machine learning for stochastic control during his PhD 20 years ago. He started his career being in charge of AI projects at the Renault research center and moved to the financial industry with the emergence of automated trading in 2005. He became an expert in market microstructure and has been appointed Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure in the Equity Brokerage and Derivative Department of Crédit Agricole Corporate Investment Bank after the crisis. He provided research and expertise on these topics to investors and intermediaries, and is often heard by regulators and policy-makers like the European Commission, the French Senate, the UK Foresight Committee, etc. He chairs the Index Advisory Group of Euronext, is a member of the Scientific Committee of the French regulator (AMF), and has been part of the Consultative Workgroup on Financial Innovation of the European Authority (ESMA).

Moreover, Charles-Albert received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and published more than fifty academic papers and book chapters. He co-authored the book “Market Microstructure in Practice” (World Scientific Publisher, 2nd ed 2018), analyzing the main features of modern markets. He is chairing the “Finance and Insurance Reloaded” transverse research program of the Louis Bachelier Institute; this program explores the influence of new technologies (from blockchain to artificial intelligence) on our industries.

“Lightning Talk” Info: CFEM alumna Silvia Ruiz will discuss her capstone project, which was titled, “How to Predict Stock Movements Using NLP Techniques.” By utilizing NLP techniques, the Cornell CFEM team, sponsored by Rebellion Research, explored whether investing signals can be extracted financial data. The team analyzed 10K and 10Q reports from S&P500 companies using techniques such as FinBERT and word2vec.

Silvia Ruiz (MFE Cornell ’20, BS Mathematics Universidad Del Valle ’17) has experience working as a Data Scientist for Corporación Multi Inversiones and as a Risk Analytics Analyst for Morgan Stanley.

We hope to see you online!

The Cornell-Citi Team

**Please excuse any duplication of this announcement

Upcomng CFEM Events

March 9th, 2021

Speaker: Bruno Dupire (Bloomberg L.P.)

Title of Presentation: Some Applications of Machine Learning in Finance

April 13th, 2021

Speaker: Peter Carr (NYU)

Title of Presentation: Adding Optionality

May 11th, 2021

Speaker: Raja Velu (Syracuse University)

Title of Presentation: TBD

Seminar

Cornell – Citi Financial Data Science Seminar

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You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Bloomberg Center at Cornell Tech, Room 061/071. Through the talks this semester, we are excited to collaborate with Citi in highlighting machine learning applications in finance.

2 West Loop Road
New York, NY 10044

All seminars are from 6:10pm to 7:25pm. This seminar will be recorded, and you can watch the livestream.

Seminars are free. However, registration is required for NYC attendees as seating is limited.

 

Date: Tuesday, November 5, 2019
Time: 6:10 pm – 7:25 pm
Speaker: Adam Grealish | Betterment
Title: “An Algorithmic Approach to Personal Investing”

Abstract: In this talk we will explore how technology can be used to improve investor outcomes. Technology and automation can play a significant role in solving traditional asset management problems, such as risk management and rebalancing. Additionally, taxable investing offers a number of opportunities to generate outperformance after tax, not considered in the management of pre-tax portfolios. We will explore various strategies for tax efficient portfolio management, how they can be formulated as mathematical problems and how they can be efficiently implemented in algorithmic frameworks. We will also explore how technology and design can improve investor behavior.  

Speaker Bio

Adam Grealish is the Director of Investing at Betterment, the largest independent online financial advisor with over $15 billion in AUM. Adam and his team are responsible for Betterment’s strategic asset allocation, fund selection, automated portfolio management and tax strategies. Before joining Betterment, Adam founded a natural language processing startup that matched individuals with employment opportunities. Prior to that, he was a vice president at Goldman Sachs’ FICC division, responsible for structured corporate credit and macro credit trading. Earlier in his career, Adam was part of the global quantitative equity portfolio management team at New York Life Investments.

The Cornell-Citi Team

Directions to CFEM & Citi @CornellTech on Roosevelt Island: Take the Tram or the F train to Roosevelt Island; walk to the left along the East River until you see a modern, bronze building, which is the Bloomberg Center. Check in at the front desk and go downstairs to the basement, where Room 061/071 will be straight ahead on your left.

**Please excuse any duplication of this announcement

Past CFEM Events

September 24, 2019
Speaker: Dr. Miquel Noguer I Alonso I Artificial Intelligence Finance Institute
Title: “Latest Developments in Deep Learning in Finance”

October 8, 2019
Speaker: Puneet Singhvi I Citi
Title: “What’s Happening in Blockchain in Financial Markets?”

Upcoming CFEM Events

November 12, 2019
Quant Finance Forum
Title: “Big Data and Big Responsibility: The New Frontier of ESG”

Seminar

September 24, 2019: Cornell-Citi Financial Data Science Seminars: Miquel Noguer i Alonso (Artificial Intelligence Finance Institute)

Leave a comment

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Bloomberg Center at Cornell Tech, Room 061/071. Through the talks this semester, we are excited to collaborate with Citi in highlighting machine learning applications in finance.

2 West Loop Road
New York, NY 10044

All seminars are from 6:00 pm to 7:00 pm. This seminar will be recorded, and you can watch the livestream.

Seminars are free. However, registration is required for NYC attendees as seating is limited.

 

Date: Tuesday, September 24, 2019
Time: 6:10 pm – 7:25 pm
Speaker: Miquel Noguer I Alonso, PhD | Artificial Intelligence Finance Institute
Title: “Latest Developments in Deep Learning in Finance”

Miguel Noguer i Alonso

Miquel Noguer i Alonso is a financial markets practitioner with more than 20 years of experience in asset management, and he is the Founder of Artificial Intelligence Finance Institute. Head of Development at Global AI (Big Data Artificial Intelligence in Finance company) and Head on Innovation and Technology at IEF. He worked for UBS AG (Switzerland) as Executive Director. He is a member of European Investment Committee for the last 10 years. He worked as a Chief Investment Officer and CIO for Andbank from 2000 to 2006. He started his career at KPMG.

He is Adjunct Professor at Columbia University teaching Asset Allocation, Big Data in Finance and Fintech. He is also Professor at ESADE teaching Hedge Fund, Big Data in Finance and Fintech. He taught the first Fintech and Big Data course at the London Business School in 2017.

He received an MBA and a Degree in business administration and economics in ESADE in 1993. In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain). He completed a Postdoc in Columbia Business School in 2012. He collaborated with the Mathematics department of Fribourg during his PhD. He also holds the Certified European Financial Analyst (CEFA) 2000.

His research interests range from asset allocation, big data, machine learning to algorithmic trading and Fintech. His academic collaborations include a visiting scholarship in Columbia University in 2013 in the Finance and Economics Department, in Fribourg University in 2010 in the mathematics department, and giving presentations in Indiana University, ESADE and CAIA and several industry seminars like the Quant Summit USA 2017 and 2010.

We hope to see you there!

The Cornell-Citi Team

Directions to CFEM & Citi @CornellTech on Roosevelt Island: Take the Tram or the F train to Roosevelt Island; walk to the left along the East River until you see a modern, bronze building, which is the Bloomberg Center. Check in at the front desk and go downstairs to the basement, where Room 061/071 will be straight ahead on your left.

**Please excuse any duplication of this announcement

Upcoming CFEM Events

October 8, 2019
Speaker & Title TBD

November 5, 2019
Speaker: Adam Grealish (Betterment)
Title: TBD

November 12, 2019
Quant Finance Forum