Conference / Seminar, Fintech Thought Leadership Group, Quantitative Investing, Virtual Events & Programming

Data Science in Finance: Learning from Machine Learning

January 12, 2021 - January 13, 2021

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Overview

Co-Hosted by: CFA Society New York &  SQA
In Partnership with FinTech Leadership Group & Quantitative Investing Group

We are thrilled to bring you the fourth installation of our popular annual Data Science conference, this time in an all-virtual format. The theme this year — Learning from Machine Learning – dives into new ML techniques and applications to different areas of investing. We will also explore the issue of ML interpretability.

Registration Options

Single Day Pass

$FREEfor members
  • Nonmembers: $125
Day 1 OR Day 2

2-Day Combo

$FREEfor members
  • Nonmembers: $200
Day 1 AND Day 2

Agenda

TUESday, JANUARY 12

9:30 AM | WELCOMING REMARKS

Lilian Quah, CFA, Managing Director, Portfolio Manager, Head of Quantitative Research, Epoch Investment Partners

9:35 AM | KEYNOTE SPEAKER – Alternative Data in Investment Management: Usage, Challenges and Valuation*
Introduced by Lilian Quah, CFA, Epoch Investment Partners

Petter Kolm, Director of the Mathematics in Finance Master’s Program, New York University

*This section will not be recorded

10:30 AM | KEYNOTE SPEAKER – The Colour of Finance Words
Introduced by Peg DiOrio, CFA, Voya Investment Management

Diego Garcia, BBA, PhD, Chair of the Finance Division and Burridge Endowed Chair in Finance at the Leeds School of Business, University of Colorado at Boulder.

11:15 AM | KEYNOTE SPEAKER – Machine Learning in Quantitative Investing
Introduced by Christos Koutsoyannis, Atlas Ridge Capital

Vladimir Zdorovtsov,Ph.D.,Senior Vice President, Director, Global Equity Research, Acadian

12:00 PM | CLOSING REMARKS

Lilian Quah, CFA, Managing Director, Portfolio Manager, Head of Quantitative Research, Epoch Investment Partners

Wednesday, JANUARY 13

9:30 AM | WELCOMING REMARKS

Carole K. Crawford, CFA, Founder and Managing Partner, fincap360

9:35 AM | KEYNOTE SPEAKER – Fundamental Analysis Via Machine Learning
Introduced by Carole K. Crawford, CFA, fincap360

Haifeng You, CFA, Hong Kong University of Science and Technology

10:30 AM | KEYNOTE SPEAKER – The Changing Economics of Knowledge Production
Introduced by Inna Okounkova

Simona Abis, Ph.D., Columbia Business School

11:15 AM | PANEL DISCUSSION – Data Science in Finance: Applications and Strategy for the Future
Introduced by Ken D’Souza,CFA, QMA

Moderator

Lan Cai, CFA, Deputy Chief Investment Officer, PBUCC

Panelists

Irina Bogacheva, Head of Quantitative Research, Franklin Templeton Investment Solutions

Peg DiOrio, CFA, Head of Quantitative Equity Portfolio Management, Voya Investment Management

Stacie L. Mintz, CFA, Managing Director, Co-Head of the Quantitative Equity team and Portfolio Manager, QMA

Lilian Quah, CFA, Managing Director, Portfolio Manager, Head of Quantitative Research, Epoch Investment Partners

12:00 PM | CLOSING REMARKS

Ken D’Souza,CFA, Portfolio Manager, QMA

Agenda

TUESDAY, JANUARY 12

Alternative Data in Investment Management: Usage, Challenges and Valuation*

Petter Kolm, Director of the Mathematics in Finance Master’s Program, New York University

*This section will not be recorded

The Colour of Finance Words

Diego Garcia, Chair of the Finance Division and Burridge Endowed Chair in Finance at the Leeds School of Business, University of Colorado at Boulder.

Machine Learning in Quantitative Investing

Vladimir Zdorovtsov, Senior Vice President, Director, Global Equity Research, Acadian

Wednesday, JANUARY 13

Fundamental Analysis Via Machine Learning

Haifeng You, Hong Kong University of Science and Technology

The Changing Economics of Knowledge Production

Simona Abis, Columbia Business School

Panel Discussion | Data Science in Finance: Applications and Strategy for the Future

Peg DiOrio, CFA, Head of Head of Quantitative Equity Portfolio Management, Voya Investment Management

Stacie L. Mintz, CFA, Managing Director, Co-Head of the Quantitative Equity team and Portfolio Manager, QMA

Lilian Quah, CFA, Managing Director, Portfolio Manager, Head of Quantitative Research, Epoch Investment Partners

Additional Details

Learning Outcomes

  • Discussion of best AI techniques
  • Assessment of Machine learning in Finance
  • Integration of Data Science in the investment process
  • New applications of machine learning and natural language processing techniques in finance
  • Opportunities and challenges associated with the use of alternative data in investing
  • The potential impact of big data technologies on labor markets and the investment management industry in particular

    About SQA

    The Society of Quantitative Analysts (SQA) is a not-for-profit organization that focuses on education and communication to support members of the quantitative investment community. SQA has hosted educational events in NYC since 1965. The principal mission of SQA is to encourage the dissemination and discussion of leading-edge ideas and innovations, including analytical techniques and technologies for investment research and management. There is more information about SQA and its history on our website: www.sqa-us.org

    Sponsorship Overview

    For over 80 years, CFA Society New York—formerly known as New York Society of Security Analysts (NYSSA)—has been a leading forum for the exchange of information among investment professionals. Our mission is to raise standards of practice in the industry for the ultimate benefit of society. Towards that goal, CFA Society New York content is curated by volunteer practitioner interest groups that strive to shape the future of the industry. A bold line exists between the financial support by organizations to maintain the quality of our programming and the selection of speakers who contribute to dialogue in our community. To that end, a ceaseless commitment to transparency is something we consider foundational to our cause.

    Please be advised of the following information related to Society sponsorship and support:

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    CFA Society New York thanks all of its sponsors, event-related affiliates and organizational partners for helping us continue to shape the conversation of the investment community.

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    Inclement weather

    CFANY reserves the right to cancel or reschedule all in-person events within 48 hours when inclement weather has been forecasted and travel is restricted by city officials.  The program may also be produced solely via livestream in such circumstances.  Please note the cancellation policy regarding refunds and substitutions.

    Refunds, Cancellations, and Substitutions

    • 72 HOURS ADVANCED NOTICE OR MORE:
      • Full refund issued
    • WITHIN 48 HOURS OR AFTER EVENT HAS STARTED:
      • No refund

    All requests for cancellation or refunds must be sent to cfanyevents@cfany.org.

    More

    CFA Society New York, Inc. (“CFA NY”) is not a Registered Investment Advisor, Broker/Dealer, Financial Analyst, Financial Bank, Securities Broker, or Financial Planner. While CFA NY seeks to present accurate and reliable information, CFA Society New York does not endorse, approve, or certify such information, nor does it warrant or guarantee the accuracy, completeness, efficacy, timeliness, or fitness of such information for any particular purpose. Information presented may or may not be current as of the date of the presentation, and CFA Society New York has no duty to update and maintain the information, reports, or statements made during events.

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