FinsureTech Conference
The Columbia - ETH - NUS FinsureTech Conference is a yearly conference organised jointly by the Center for Digital Finance and Technologies, Columbia University, the Asian Institute of Digital Finance at National University of Singapore and the ETH FinsureTech Hub.
This conference is part of the external pagePoint Zero Forum.
Organizing Institutions
FinsureTech Hub
Upcoming July 1, 2024
Location: ETH Zurich, CAB Building, Room G11
Organizers:
- Prof. Dr Ying Chen, NUS
- Prof. Dr Agostino Capponi, Columbia University
- Dr Bastian Bergmann, ETH Zurich
- Prof. Dr Patrick Cheridito, ETH Zurich
Programme (tbc)
9.45 Registration
10:15 Welcome
Session 1
10.25 Ke-Wei Huang, NUS: "Adapting Deep Survival Analysis for Enhanced Financial Risk Predictions"
11.05 Ying Chen, NUS: "Leveraging Quantum Algorithms for Large-Scale Dynamic Portfolio Optimization with Market Frictions"
11:50 (Lunch Break)
Session 2
13.00 tba
13.40 tba
14.20 (Break)
Session 3
14.40 Enrique Alfonseca, Google Zurich: Title (tba)
15.20 Josef Teichmann, ETH Zurich: "Large Language Models speak Finance: A Perspective on Foundations"
16.00 (Break)
Panel Discussion Session:
16.10 Moderation: Prof. Patrick Cheridito, ETH Zurich
16.45 (Break)
Session 4: PhD Session
17.00
- Keane Ong Wei Yang (AIDF PhD): "Explainable Natural Language Processing Methods for Sustainable Finance"
- Kenneth See Dehui (AIDF PhD): "PSSimPy: A Design Science Approach to Constructing and Implementing a Large-Value Payment System Simulator"
- Jason Milionis, Columbia University: (tba)
- ETH Zurich (tba)
18.15 Apero
Registration: Use this link
Registration is open for all researchers, professionals and fintech enthusiasts. Registration is free of charge. Spaces are limited, so be sure to register early to secure your spot.
We look forward to seeing you at the Event.
June 28, 2023
Location: ETH Zurich Main Building, F7
Organizers:
- Prof. Dr Jin-Chuan Duan, Executive Director, Asian Institute of Digital Finance, NUS
- Prof. Dr Ying Chen, Asian Institute of Digital Finance, NUS
- Dr Bastian Bergmann, FinsureTech Hub, ETH Risk Center & MTEC
- Prof. Dr Patrick Cheridito, RiskLab, ETH Zurich
Programme:
9.45 Registration
10:15 Welcome: Prof. Dr Patrick Cheridito, ETH Zürich & Prof. Dr Jin Chuan Duan, NUS
Session 1
10.25 Prof. Dr Jin-Chuan Duan, Asian Insitute of Digital Finance, National University of Singapore,
Title: Machine Learning Interpretable Models via Sequential Monte Carlo Optimization
11.05 Dr Gabriele Visentin, ETH Zürich,
Title: Universal approximation of credit portfolio losses using Restricted Boltzmann Machines
11:50 (Lunch Break)
Session 2
13.00 Dr Sy Bor Wang, Head of Data Science, Government of Singapore Investment Corporation
Title: Generative AI in the Finance Industry, Use Cases and Pitfalls
13.40 Prof. Dr Arthur Gervais, University College London
Title: The Wild West of Decentralized Finance
14.20 (Break)
Session 3
14.40 Prof. Dr Thorsten Koch, TU Berlin and Zuse Institute Berlin,
Title: Large-Scale Dynamic Portfolio Optimization with Quantum Algorithms
15.20 Dr Christa Zoufal, IBM Zurich
Title: Quantum Machine Learning Applications in Finance
Showcase Session with external pageAisot Technologies, ETH Spinoff @ ETH AI Center
16.00 Stefan Klauser & Dr. Nino Antulov-Fantulin
Title: AI-based Customized Portfolios, a Platform Use Case
16.40 (Break)
Session 4: PhD Session
17.00
- Lioba Heimbach, ETH Zurich, Title: Front-running in Decentralized Finance and Possible Solutions
- Wenhan Gao, NUS, Title: Unveiling the Nexus: Exploring the Impact of Government Policy on Financial Market Volatility via ChatGPT-Assisted Topic Modeling
- Moritz Weiss, ETH Zurich, Title: Reinforcement learning for trade execution with queue position
- Xue Wen Tan, NUS, Title: Explainable Risk Classification in Financial Reports
18.15 Apero
Register for the event here
Registration is open for all researchers, professionals and fintech enthusiasts. Registration is free of charge. Spaces are limited, so be sure to register early to secure your spot.
We look forward to seeing you at the Event.