QuantMinds summits

We start the week with specialist streams. Don't forget to book in advance!

Quant Invest Summit

People power: Seeking alpha through workplace inclusion

This study offers an innovative approach to addressing the challenges of measuring workplace inclusion culture and provides concrete evidence of its impact on innovation, financial performance and stock returns.

Presented by

Andreas Theodoulou, Data Scientist, Citi

When & where?

Mon 18 Nov, 10:00, in Cutty Sark 1 & 2

Investors’ concerns and the pricing of physical climate risk

We study how the global equity markets price physical climate risk associated with tropical cyclones.

Presented by

Karen Huynh, Research Analyst, Amundi

When & where?

Mon 18 Nov, 13:30, in Cutty Sark 1 & 2

Interpretable supervised portfolio

The “Interpretable Supervised Portfolio" framework is an innovative approach to asset allocation by leveraging the RuleFit algorithm to engineer optimal portfolio weights directly, prioritizing optimization before prediction.

Presented by

Thomas Raffinot, Head of Quant Investment Signals, AXA Investment Managers

When & where?

Mon 18 Nov, 15:30, in Cutty Sark 1 & 2

LLMs and Advanced ML Summit

Whither AI?

In this talk, we will explore the current state of the art in AI applications, discuss the challenges of AI adoption in the enterprise, and talk about the risks and future directions of AI development.

Presented by

Gary Kazantsev, Head of Quant Technology Strategy, Bloomberg

When & where?

Mon 18 Nov, 10:00, Arora 12 & 15

How to break the bank?

Systematic vulnerability identification using machine learning

This paper introduces a new quantitative toolkit for (reverse) stress testing of the Banking Book -- as required by EBA IRRBB regulations and the Basel Framework.

Presented by

Eric Schaanning, Group Head of Market and Valuation Risk Management, Nordea

When & where?

Mon 18 Nov, 11:00, Arora 12 & 15

Graph neural networks for time series prediction

This talk explores the application of GNNs to financial time series forecasting by representing assets and their interdependencies as dynamic graphs.

Presented by

Richard Turner, Managing Director, Currency Management, Mesirow Financial

When & where?

Mon 18 Nov, 17:20, Arora 12 & 15