Do, Mai 16, 2019
15:00 – 18:15
Free of Charge
Data analytics has grown in importance as a game changer in the finance industry. The first phase of exploration, implementation and learning has come to an end.
The next phase, where rapid value creation becomes scalable, focuses on the Industrialization of Data Analytics – the topic of our conference on Thursday, 16 May 2019. Mark your calendars now to save the date for this inspiring conference where recognized experts will share their latest industry advancements on the following topics: Machine Learning in Investment, Digital Trading and Cross-Industry Insights.
Numerous experts maintain that in the next decade, leaders in the implementation of Data Analytics have the potential to double their returns compared to those who delay integration and fall behind on the implementation curve. These gains will be realized not only through efficiency but also innovation. Join us to discuss these new, thought-leading ideas which can provide your company with the tools needed to maintain a competitive edge in the industry.
14:45 – 15:00
Welcome and Check-In
15:00 – 15:05
15:05 – 15:45
How Machine Learning Can Improve Portfolio Allocation of Robo-Advisors
Thierry Roncalli, Amundi Asset Management
15:45 – 16:25
Dr. Hans Buehler, JP Morgan
16:25 – 17:05
17:05 – 17:45
Quantum Technologies Introduction - Friend or Foe?
Dr. Simon Nigg, swissQuant Group
17:45 – 18:25
From Data to Value: Cross-Industry Insights from Implementing Data Analytics
Prof. Björn Häckel, University of Applied Sciences Augsburg
18:25 – 18:30
Global Head Equities Analytics, Automation, and Optimization, JP Morgan
Hans Buehler heads JP Morgan’s “Analytics, Automation and Optimization” program in Equities and runs the Equities and Investor Services Data Analytics and Quantitative Research team. His mandate is data-driven business transformation across derivatives, cash equity, electronic trading, prime, and securities services using both modern machine learning and classic derivatives analytics. Specific focus in the machine learning space is on AI-driven electronic execution and derivative risk management, and the use of modern machine learning techniques for engaging with our clients. His team is behind JP Morgan’s LOXM AI effort in electronic trading and the recently published “Deep Hedging” research on AI derivative management.
Hans is a Managing Director, having joined JP Morgan in Hong Kong in 2008. Before that, he worked for seven years at Deutsche Bank, also in Equities. He has a PhD from Technical University in Berlin in Financial Mathematics, and a MSc from Humboldt University in Stochastic Analysis.
Hans is based in London.
Professor of Digital Value Networks, University of Applied Sciences Augsburg, Faculty of Computer Science
Björn Häckel is Professor of Digital Value Networks at the Faculty of Computer Science at the University of Applied Sciences Augsburg. Björn also serves as Deputy Academic Director of the Research Center Finance & Information Management (FIM) and works in a leading position with the Project Group Business & Information Systems Engineering of the Fraunhofer FIT. Björn’s activities in research, teaching, and industry center around the fields of opportunity and risk management in the Industry 4.0 context and in digital value networks, as well as the economic evaluation of technologies.
Quant Engineer, swissQuant Group
Simon Nigg graduated from the University of Geneva (CH) in 2009 with a PhD thesis in theoretical physics studying the onset of quantum effects in electronic transport. Between 2010 and 2017 Simon was a fellow of the Swiss National Science Foundation and worked at Yale University (USA) and at the University of Basel (CH). His research and teaching activities focused on quantum information processing with superconducting circuits. Since 2018 Simon is pursuing his interest in quantitative finance and software engineering professionally as a quant engineer at swissQuant Group in Zurich.
Head of Quantitative Research, Amundi Asset Management
Thierry Roncalli joined Amundi as Head of Quantitative Research in November 2016. Prior to that, he was Head of Research and Development at Lyxor Asset Management. Thierry began his professional career at Crédit Lyonnais in 1999 as a financial engineer. Before that, Thierry was a researcher at the University of Bordeaux and then a Research Fellow at the Financial Econometrics Research Centre of Cass Business School. Since February 2017, he is Member of the Scientific Advisory Board of AMF, the French Securities & Financial Markets Regulator. Thierry is also Adjunct Professor of Economics at the University of Evry, Department of Economics.