Introduction

1 PM – 1:10 PM

Introduction, Victoria Averbukh, Director, Cornell Financial Engineering

Keynote

1:10 PM – 1:55 PM

Keynote, David Loaiza, Chief Data Scientist, Point 72

Stream 1: Big Data and Artificial Intelligence

2 PM – 2:30 PM

Improving VIX Forecasting and Trading with Big Data, Marco Avellaneda, NYU Courant

2:30 PM – 3 PM

Price Prediction with Big Data analytics, Sasha Stoikov, Cornell University

3 PM – 3:30 PM

Big Data in Portfolio Management: Optimization and Performance, Irene Aldridge, AbleMarkets

3:30 PM – 4:15 PM

Panel: Big Data and AI in Industry and Government: Applications and Implementation. Claudia Perlich, Two Sigma, Vladimir Danishevsky, Citi, Chris Petrescu, serving non-compete, moderated by Ken Walker, Exeter Consulting.
  • What is Big Data and AI?
  • What are the current applications of Big Data and AI?
  • What are the implementation challenges?
  • How are the applications evolving/expanding reach?
  • How is Big Data and AI applied in Equities, Fixed Income, Regulation, Commodities, Derivatives?

Stream 2: Blockchain and Bitcoin

2 PM – 2:30 PM

The Latest Innovations in Blockchain, Crypto and family, Bhaskar Krishnamachari, University of Southern California

2:30 PM – 3 PM

Blockchain industry: present and future, Stephanie Vaughan, Board Member, Director, Block X Ventures

3 PM – 3:30 PM

How to Build a Crypto Exchange, Biser Dimitrov, CTO, BlockEx Exchange

3:30 PM – 4:15 PM

Crypto and Blockchain Panel, Bhaskar Krishnamachari, Stephanie Vaughan, Biser Dimitrov, Larry Temlock, CFO of the Sun Exchange, Moderated by Bartt Kellermann, Battle of the Quants.

  • Scalability – what is happening in order to make the adoption faster
  • Governance of digital assets – best practices from exchanges vs DEX model
  • Regulation – talking about how the regulators evolve around blockchain and digital assets
  • Present, practical issues in Blockchain and bitcoin adoption
  • Planned future use of second layers, tokenization / digitization of real assets and smart contracts

Award Presentation

Leadership in Big Data Finance Research 2018

Panel

4:15 PM – 5:00 PM

Big Data and AI Panel, The Big Picture. Aziz Lookman, Amazon, Rich Brown, Managing Director, Market data at Schonfeld, Gabriel Morgan, Associate Partner, McKinsey & Co., Alex Fleiss, CEO, Rebellion Capital, Jack Kim, Chief Risk Officer, Data Capital Management, Moderated by Dan Furstenberg, Managing Director, Jefferies.

  • What type of data is useful in Finance, now and in the future? How do you see data sets that are simply ML-generated derivative works from something original?
  • How do you protect the data when data is becoming a commodity? What role do data aggregators play in this and what is the optimal management strategy?
  • What is the gap between supply and demand for big data/AI skills? What type of domain knowledge/ business experience will remain valuable in the big data/AI age?
  • Where do you see the biggest benefit of ML/AI in your current work? Does the C- suite understand trade offs between traditional vs AI techniques? Does using AI introduce new risks? What is the nature of resistance (if any) to Big Data and AI?
  • Where is innovation happening now and which areas are next? How practical is it to assume that AI and ML will solve the challenge of the known/unknown and the unknown/unknown problems? Where will we be AI and Big Data in 10 years?

Reception

5 PM – 6 PM

Reception