MathWorks Finance Conference 2023 - Agenda

Agenda

Start times are shown for EDT / BST, Eastern Daylight time or British Summer time.

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October 11
October 12

EDT / BST

8:30 / 1:30

Welcome

8:30 / 1:30

Welcome

8:35 / 1:35

Keynote: Transformational Technologies: Empowering Financial Professionals with MATLAB

David Willingham, MathWorks

8:35 / 1:35

Keynote: Transformational Technologies: Empowering Financial Professionals with MATLAB David Willingham, MathWorks

9:05 / 2:05

Multiperiod Goal-Based Wealth Management Using Reinforcement Learning

Valerio Sperandeo, MathWorks

9:05 / 2:05

Multiperiod Goal-Based Wealth Management Using Reinforcement Learning Valerio Sperandeo, MathWorks

9:35 / 2:35

Break

9:35 / 2:35

Break

9:45 / 2:45

Development of a Performance Analysis App from Design to Deployment

Killian Pluzanski, Amundi

9:45 / 2:45

Development of a Performance Analysis App from Design to Deployment Killian Pluzanski, Amundi

10:15 / 3:15

Extending the Scope: From Back-Office Engine to Growing Front-Office Platform

Marcus Veltum and Thomas Nitschke, Helaba Invest

10:15 / 3:15

Extending the Scope: From Back-Office Engine to Growing Front-Office Platform Marcus Veltum and Thomas Nitschke, Helaba Invest

10:45 / 3:45

Break

10:45 / 3:45

Break

10:55 / 3:55

Quantum Innovation in Finance: Portfolio Optimization and Monte Carlo Simulation

Sofia Ma, MathWorks

10:55 / 3:55

Quantum Innovation in Finance: Portfolio Optimization and Monte Carlo Simulation Sofia Ma, MathWorks

11:25 / 4:25

Review of AI and Machine Learning Usage in Financial Applications

Sudeep Kumar Lahiri, Morgan Stanley

11:25 / 4:25

Review of AI and Machine Learning Usage in Financial Applications Sudeep Kumar Lahiri, Morgan Stanley

11:55 / 4:55

Closing Remarks

11:55 / 4:55

Closing Remarks

EDT / BST

8:30 / 1:30

Welcome

8:30 / 1:30

Welcome

8:35 / 1:35

Modeling the Impact of Climate Change on Insured Losses in France

Léa Boittin, Caisse Centrale de Réassurance

8:35 / 1:35

Modeling the Impact of Climate Change on Insured Losses in France Léa Boittin, Caisse Centrale de Réassurance

9:05 / 2:05

CRISK: Quantifying the Expected Capital Shortfall in a Climate Stress Scenario

Michael Robbins, Columbia University, and Arpit Narain, MathWorks

9:05 / 2:05

CRISK: Quantifying the Expected Capital Shortfall in a Climate Stress Scenario Michael Robbins, Columbia University, and Arpit Narain, MathWorks

9:35 / 2:35

Break

9:35 / 2:35

Break

9:45 / 2:45

Dynare: Macroeconomic Modeling for All

Sébastien Villemot, CEPREMAP

9:45 / 2:45

Dynare: Macroeconomic Modeling for All Sébastien Villemot, CEPREMAP

10:15 / 3:15

BEAR Toolbox for Estimating Economic Relationships

Alistair Dieppe, European Central Bank

10:15 / 3:15

BEAR Toolbox for Estimating Economic Relationships Alistair Dieppe, European Central Bank

10:45 / 3:45

Break

10:45 / 3:45

Break

10:55 / 3:55

Nonlinear Confidence Bands Computation in MATLAB

Kadir Tanyeri, IMF

10:55 / 3:55

Nonlinear Confidence Bands Computation in MATLAB Kadir Tanyeri, IMF

11:25 / 4:25

Foreign Economic Policy Uncertainty and US Equity Returns

Mohammad R. Jahan-Parvar, Federal Reserve Board

11:25 / 4:25

Foreign Economic Policy Uncertainty and US Equity Returns Mohammad R. Jahan-Parvar, Federal Reserve Board

11:55 / 4:55

Closing Remarks

11:55 / 4:55

Closing Remarks