Agenda

Tracks

A Presentation Track 1 Room: Marquis

B Master Classes Track 2 Room: Cantor

C Master Classes Track 3 Room: Cantor

8:30 a.m.
Registration
9:00 a.m.
Welcome and Introduction
9:50 a.m.
10:30 a.m.
11:10 a.m.
Break and Exhibits
11:20 a.m.
12:00 p.m.
Lunch and Exhibits
1:10 p.m.
A
CCAR Neural Networks Model Heng Chen, HSBC and Northwestern University
B
A Platform for Risk Models Paul Peeling, MathWorks
C
Software Development with MATLAB Siddharth Sundar, MathWorks
1:50 p.m.
A
How MATLAB Reshapes the Landscape to Serve Wealth Management Clients Stephanie Wang, Morgan Stanley Wealth Management
2:30 p.m.
Break and Exhibits
2:50 p.m.
A
Applications of Academic Theory and Quant Techniques in Securities Lending Stephanie Lo, State Street Securities Finance and State Street Associates, and Yasser El Hamoumi, State Street Global Markets
C
Integrating Python and MATLAB Ian McKenna, MathWorks
3:30 p.m.
A
Penn Wharton Budget Model: Macroeconomics in MATLAB Efraim Berkovich, University of Pennsylvania
4:10 p.m.
B
Natural Language Processing and Deep Learning in Finance Gary Kazantsev, Bloomberg, and Marshall Alphonso, MathWorks
C
To Be Announced
4:50 p.m.
End of Day