23-24 June 2021, Online

Knowledge Partners

Event Partners

Professional Bodies

Media Partners A

www.unicom.co.uk 23-24 June 2021 Online

Background

Innovations in Finance and harnessing of Technology have resulted in making the term Fintech a portmanteau word. In the evolution of the BFSI sector Fintech has assumed a pivotal role; but it has also disrupted traditional order. The rise of AI and Machine learning has impacted many aspects of investment models and technologies at the same time it has disrupted some other. Applications of Alternative Data in Fintech are growing at a great pace; the question is how to discover new sources of alpha and create strategies and signals. Here the challenge is to discover hidden coupling of multiple data sources. Text analysis, Natural Language Processing and analysis of News, Micro blogs, investor sentiment are well established. Bringing all these advances together new applications in trading, fund management and risk control have continued to emerge. Today Fintech has influenced all aspects of the finance industry – banking and capital markets, asset and wealth management, insurance, and funds transfer and payments. There are three main themes for this Two-Day Online Event

Theme 1: Disruptive Progress in AI and ML Progress in (i) News Analysis, (ii) Micro Blog Analysis (Filtered Twitter feed for finance), (iii) Online searches (iv) Data Analytics, Alternative Data and AI and Quant models DISRUPTIONS: Predicting the Market directions and ‘Timing the Market’ Other Topics: üNew directions of discovering Alpha in Low frequency Systematic Trading üOpportunities and challenges of machine learning in quantitative wealth and investment management

Theme 2: Progress in Derivative Products üMachine Learning and Derivatives Artificial Neural Networks and Derivatives Pricing üExploiting Index Futures and VIX to construct Trade Portfolios

Theme 3: Impact of SRI and ESG in the Investment Industry üThe Rise and Rise of ESG in the domain of Finance üMultiple Facets of ESG in finance.

Event Time

This event is mainly focused on participants from Europe and UK. The event time is set so that participants from UK or Europe may attend in the morning from 9:30 GMT or 10:30 CEST

Attend this event and earn GARP/CPD credit hours. UNICOM has registered this program with GARP for Continuing Professional Development (CPD) credits. Attending this program qualifies for 14 GARP CPD credit hours. If you are a Certified Financial Risk Manager (FRM®), or Energy Risk Professional (ERP®), please record this activity in your Credit Tracker. Discounted attendance offer: If you are a GARP Alumni, that is, an ERP or FRM certificate holder then avail yourself a 20% discount offer for the event registration fee. To know more about the offer contact us [email: [email protected] ; [email protected] ]

Call for Participation

We are inviting speakers – thought leaders, subject experts and start up entrepreneurs – to share their knowledge and enthusiasm about their work and their vision in the field of AI, Machine Learning, Sentiment Analysis.

Please complete the speaker’s response form and submit a proposal to present at this event.

www.unicom.co.uk 23-24 June 2021 Online

Programme

Please Note That the Times Stated in the Programme are in BST

DAY 1 (23 JUNE)

[09:30 BST] INTRODUCTION Gautam Mitra, CEO, OptiRisk / UNICOM

THEME: DISRUPTIVE PROGRESS IN AI AND ML

[09:37 BST] KEYNOTE SPEAKER: BLACKJACK, OPTIONS AND THE S&P 500: THE INTERSECTION OF GAMBLING AND INVESTING Blair Hull, Founder and Chairman, HULL TACTICAL Applying what has been called a disruptive innovation, Mr. Hull beat the casinos counting cards in blackjack in the 1970s. He parlayed this success into the securities business, building a flagship global options market firm acquired by Goldman Sachs in 1999. Today Mr. Hull applies AI, ML, and the latest academic findings to guide investment decisions and alpha creation in futures and options trading at Hull Tactical.

[10:02 BST] PROGRESSION OF SOCIAL SENTIMENT + BIFURCATION OF MEDIA PLATFORMS AND KEEPING TRACK OF ALL THIS DATA AS A COMPETITIVE EDGE Pierce Crosby, General Manager, TradingView Even a year ago, the idea of a crowd moving a $15 billion dollar company in a meaningful way was unheard of. Today, we see the bifurcation of platforms across the financial web that commence coordinated investing efforts in an open and transparent way. Staying on top of these conversations is essential to every asset manager.

[10:29 BST] HOW FEATURES SELECTION CAN HELP IMPROVE TRADING STRATEGIES Dr. Ernie Chan, Founder, PredictNow.ai Inc One major impediment to widespread adoption of machine learning (ML) in investment management is their black-box nature: how would you explain to an investor why the machine makes a certain prediction? If you don’t understand the underlying mechanisms of a predictive model, you may not trust its predictions. Feature importance ranking goes a long way towards providing better interpretability to ML models, and feature selection improves out-of-sample performance of ML models.

[10:51 BST] Q/A SESSION FOLLOWED BY COMFORT BREAK

[11:16 BST] MACHINE LEARNING AND DERIVATIVES ARTIFICIAL NEURAL NETWORKS AND DERIVATIVES PRICING Mario Dell’Era, Quantiative Market Risk Sr. Group Manager, Citi In computational finance, numerical methods are commonly used for the valuation of financial derivatives. These price models are often multi-dimensional and heavy from the time consuming view point. Artificial Neural Networks (ANNs) with multiple hidden layer became successful machine learning methods to extract features and detect patterns from a large data set.

[11:46 BST] NEW DIRECTIONS AND FINDING NEW ALPHA IN LOW FREQUENCY SYSTEMATIC TRADING Andrea Nardon, Chief Quant Officer, Fund Manager, Black Alpha Capital Machine learning tools have started to be widely accepted within the investor base. On one hand this allows quant researchers to explore newer input-output relationships that human eyes struggle to identify but on the other hand when these tools are not properly used, they can introduce new risks which can cause undesired outcomes.

[12:11 BST] PANEL1: DISRUPTIVE PROGRESS IN AI AND ML

Moderator: Gautam Mitra Panellist: Blair Hull, Pierce Crosby, Dr. Ernie Chan, Thomas Oesch, Andrea Nardon

[12:51 BST] ICE BREAKING SESSION INTRODUCING SPONSORS

www.unicom.co.uk 23-24 June 2021 Online

Programme

THEME: ESG AND SRI (PART 1)

[13:03 BST] APPLYING NLP TO THEMATIC INVESTING Simon Wicks, Managing Director, Multi-Asset Quantitative Solutions, Charles Schwab Thematic Investing has seen significant growth in recent years, driven by interest in both innovation and sustainability related themes. Natural Language Processing – from BM25 to BERT – can combine with human insight to power thematic research, increasing both the depth and efficiency of the research process.

[13:27 BST] CAN WE FORECAST CARBON? David Jessop, Head Of Investment Risk, Columbia Threadneedle Investments EMEA APAC The path to a low carbon economy involves encouraging companies to lower their carbon intensity. It could be beneficial to find the companies where they are lowering their carbon output. But can we forecast this? The problem is a very short time series of carbon data – perhaps 10 years at best, which means

[13:47 BST] ESG AND SRI Q/A SESSION FOLLOWED BY- PANEL SESSION

Moderator: Gautam Mitra Panellist: David Jessop, Kevin Spellman.

DAY 2 (24 JUNE)

[09:30 BST] INTRODUCTION Gautam Mitra, CEO, OptiRisk / UNICOM

THEME: PROGRESS IN DERIVATIVE PRODUCTS

[09:35 BST] KEYNOTE: ANOTHER STEP IN THE EVOLUTION OF FINANCIAL MARKETS? Dan diBartolomeo, President and Founder, Northfield Information Services Abnormal market behaviour, speculative bubbles and busts, are not new phenomena. Speculative trading has no doubt occurred since the dawn of time, often fuelled by over confidence, greed, easy access to credit, and the siren song of watching other people get rich. As risk model providers, how can we deal with market data that is disconnected from underlying economic reality? In this presentation we discuss the innovative approaches Northfield has pioneered to make risk models adapt to real-world problems with market data, harnessing alternative data and looking for regimes in volatility.

[10:04 BST] AI & ML PREDICT THE MARKET: METHODOLOGY OF STRAGERY CREATION ILLUSTRATED BY USE CASE Gautam Mitra, CEO, OptiRisk / UNICOM

[10:29 BST] Q/A SESSION FOLLOWED BY COMFORT BREAK

[10:54 BST] DEEP REINFORCEMENT LEARNING FOR ASSET ALLOCATION IN US EQUITIES Miquel Noguer I Alonso, Head of Development, Global AI We consider an application of reinforcement learning to create a financial model-free asset allocation paradigm which uses deep neural networks. For an asset universe of top 24 US stocks we show that the deep reinforcement learning approach gives better results than traditional portfolio management approaches. Our method uses a time series of daily data of stock prices and a simple reward function.

[11:15 BST] HOW TO BUILD A MONEY PRINTING MACHINE WITH AI Raul Glavan, Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

www.unicom.co.uk 23-24 June 2021 Online

Programme

[11:40 BST] THE CROSS-SECTION OF NEWS SENTIMENT, RISK, AND RETURNS Thomas Oesch, Senior Portfolio Manager, UBS We study the relationship between news sentiment and stock risks and returns by applying news sentiment scores from four different datasets to a comprehensive global single stock universe. We find that the sentiment scores from the different datasets differ in terms of sources and sentiment scores, making them complementary as opposed to competing in a holistic portfolio analysis as we have undertaken.

[12:01 BST] Q/A SESSION FOLLOWED BY COMFORT BREAK

[12:26 BST] PRESENTATION BY SPONSORS

THEME: ESG AND SRI (PART 2)

[12:36 BST] ESG MATTERS Dr. G. Kevin Spellman, Director of Investment Management, University of Wisconsin Milwaukee ESG investing can take on several forms. One can invest in companies to make an impact, avoid certain industries, and in recent research, it has been shown that a focus on firms with good ESG may enhance returns. That is, being good to the world may be consistent with being good to shareholders. This presentation will show how:

ŸHigh-ESG + high-EVA Margin companies add alpha, ŸRising ESG is correlated with improving fundamentals, ŸESG trends are up, and ŸEnvironmental considerations are becoming more important to investors

[13:00 BST] TURNING TEXT TO ESG DATA Dan Joldzic, CEO and Quantitative Researcher, Alexandria Technology Extracting ESG Insights from News Institutional Newswires continually publish ESG events for companies, from company disclosures to independent editorial work identifying sustainable trends. NLP can scan a larger corpus of information that can be used to capture ESG events faster, which can then be paired with traditional ESG research to have a bigger picture of a company or companies.

[13:20 BST] PANEL 2: IMPACT OF SRI AND ESG IN THE INVESTMENT INDUSTRY

Moderator: Gautam Mitra Panellists: Dr. G Kevin Spellman, Dan Joldzic, David Jessop, Dan diBartolomeo.

[14:00 BST] VALEDICTORY SESSION

www.unicom.co.uk 23-24 June 2021 Online

Speakers’ Profiles

DR. ERNIE CHAN Dr. Ernie Chan, CEO. Ernie’s career since 1994 has been focusing on the development of statistical models and advanced computer algorithms to find patterns and trends in large quantities of data. He has applied his expertise in machine learning at IBM T.J. Watson Research Center’s Human Language Technologies group, at Morgan Stanley’s Data Mining and Artificial Intelligence Group, and at Credit Suisse’s Horizon Trading Group. He is also the founder and managing member of a quantitative investment management firm, QTS Capital Management, LLC.. Ernie was quoted by the Wall Street Journal, New York Times, Forbes, and the CIO magazine, and interviewed on CNBC’s Closing Bell program, Technical Analysis of Stocks and Commodities magazine, Securities Industry News, Automated Trader magazine, and the CFA Institute Magazine on topics related to quantitative trading. In recognition of his expertise in statistical data mining, he was invited to serve on the Program Committees of the International Conference of Knowledge Discovery and Data Mining in 1998. He is the author of “Quantitative Trading: How to Build Your Own Algorithmic Trading Business“, “Algorithmic Trading: Winning Strategies and Their Rationale“, and “Machine Trading: Deploying Computer Algorithms to Conquer the Markets“, all published by John Wiley & Sons. He also writes the popular Quantitative Trading blog and conducts workshops on quantitative investment strategies and machine learning in London, UK. He was an Adjunct Associate Professor of Finance at Nanyang Technological University in Singapore, and an Industry Fellow of the NTU-SGX Centre for Financial Education, which is jointly set up by NTU and the Singapore Exchange. He is an adjunct faculty at Northwestern University’s Master’s in Data Science program and supervises student theses there. Ernie holds a Bachelor of Science degree from University of Toronto in 1988, and a Doctor of Philosophy (1994) degree in theoretical physics from Cornell University.

PIERCE CROSBY Pierce Crosby is the General Manager at TradingView and TradeIT (formerly TradingTicket), based in New York City. He is an investor and advisor to early-stage fintechs in North America and Europe. He received an MA from Columbia University, a BA from the University of California, Santa Cruz, and is the founder of Merchant Seven.

MARIO DELL'ERA Mario Dell’Era holds an M.Sc. in Theoretical Physics and a PhD in Applied Mathematics from the University of Pisa, visiting PhD at Finance Institute of Lugano and he also obtained a Master in Data Science&Artificial Intelligence at Cambridge Spark UK. He taught International Corporate Finance at Pisa University, for whom is yet External Professor, and Quantitative Finance and Stochastic Processes at Scuola Superiore Sant’Anna, for PhD students. His research spans PDEs methods in Finance, Stochastic Calculus and AI. Author of books on Quantitative Finance, reviewer and Editorial Board Member for international reviews of Finance.. Actually he holds the position of Quantitative Market Risk Sr. Group Manager, Team Quant Model Validation Commodities and FX at Citigroup.

DAN DIBARTOLOMEO Mr. diBartolomeo is President and founder of Northfield Information Services, Inc. Based in Boston since 1986, Northfield develops quantitative models of financial markets. The firm’s clients include more than one hundred financial institutions in a dozen countries. Dan serves on the Board of Directors of the Chicago Quantitative Alliance and is an active member of the Financial Management Association, (“QWAFAFEW”), the Society of Quantitative Analysts. Mr. diBartolomeo is a Director of the American Computer Foundation, a former member of the Board of Directors of The Boston Computer Society, and formerly served on the industry liaison committee of the Department of Statistics and Actuarial Sciences at New Jersey Institute of Technology.

www.unicom.co.uk 23-24 June 2021 Online

Speakers’ Profiles

RAUL GLAVAN Raul Glavan is leading the 2020 World Cup Championship of Forex Trading®. He is also the prize winner of the multinational trading competition “Iron Trader 2011” and mastered the challenge by being the best trader in the community contest competing against more than 2,500 participants. The result was a return of 495% in a trading period of two months. In addition, he won the final contest in live trading at the Frankfurt Stock Exchange. He was also for a long time managing the best performing wikifolio out of more than 3,500 wikifolios at the new social investing platform wikifolio.com with a total return of +610,86% high watermark in 2013 since inception. At a very young age, Raul founded his first banking consulting firm in Germany with a focus on digitization in brokerage and trading. His specialization lays in sentiment analysis, where his skill combines his own indicators and sentiment analysis tools to trade both on long and short term. Using various and highly innovative techniques combined with artificial intelligence which have not been published so far, he takes advantage of the opportunities that may arise. Raul Glavan holds a bachelor degree in Business Administration with specialization in information technology and a master degree in Finance. Overall he has work experience with multiple banks, absolute return funds, hedge funds, fund start-ups, a pension fund and a reinsurance company. In 2017 Mr. Glavan was also invited to Boston (USA) as rising star investment manager globally through one of the world biggest asset management companies in cooperation with the Harvard University and the MIT (Massachusetts Institute of Technology).

BLAIR HULL Blair Hull founded Hull Investments, LLC in 1999 and currently serves as the firm’s Chairman. Hull Investments was created to serve as a family office for three generations of the Hull family, and acts as parent company to a number of financial entities. Mr. Hull created Hull Tactical Asset Allocation, LLC, a registered investment advisor, in 2013. HTAA operates an actively managed ETF and utilizes advanced algorithms as well as macro and technical indicators to anticipate future market returns. Prior to launching Hull Tactical Asset Allocation, LLC, Mr. Hull was the founder of Hull Trading Company and served as that firm’s Chairman and Chief Executive Officer.

DAVID JESSOP David Jessop has responsibility for overseeing the independent investment risk management process for all portfolios managed in the EMEA region. Before joining Columbia Threadneedle Investments, David was the Global Head of Quantitative Research at UBS. Over his 17 years at UBS his research covered many topics but in particular he concentrated on risk analysis, portfolio construction and more recently cross asset factor investing / the application of machine learning and Bayesian techniques in investment management. Prior to this he was Head of Quantitative Marketing at Citigroup. David started his career at Morgan Grenfell, initially as a derivative analyst and then as a quantitative portfolio manager. David has a MA in Mathematics from Trinity College, Cambridge.

DAN JOLDZIC Dan Joldzic, CFA, FRM is CEO of Alexandria Technology, Inc, which develops artificial intelligence to analyse financial news. Prior to joining Alexandria, Dan served dual roles as an equity portfolio manager and quantitative research analyst at Alliance Bernstein where he performed factor research to enhance the performance of equity portfolios.

GAUTAM MITRA Gautam Mitra is the founder and the MD of OptiRisk Systems. He is an internationally renowned research scientist in the field of Operational Research in general and computational optimisation and modelling in particular. He has developed a world class research group in his area of specialisation with researchers from Europe, UK, USA and India. He has published five books and over hundred and fifty research articles. He is an alumni of UCL and currently a Visiting Professor of UCL. In 2004 he was awarded the title of ‘distinguished professor’ by Brunel University in recognition of his contributions in the domain of computational optimisation, risk analytics and modelling. In OptiRisk Systems he directs research and actively pursues the development of the company as a leader in the domain of financial analytics. Professor Mitra is also the founder and chairman of the sister company UNICOM seminars. OptiRisk systems and UNICOM Seminars also have subsidiaries in India.

www.unicom.co.uk 23-24 June 2021 Online

Speakers’ Profiles

ANDREA NARDON Andrea has worked as a Quant Portfolio Manager and Researcher for over 20 years. He started his career in Frankfurt where he worked as quant researchers and PM for Commerzbank and Deka Investment and then moved to London to lead the quant offering at Sarasin. Andrea has recently joined Black Alpha Capital, a London based hedge fund. Andrea’s research interests include the application of machine learning models to financial time series. Currently Andrea and his team pursue several research projects on market anomalies and mid- frequency trading signals for global macro portfolios. Andrea graduated in Economics and spent a year at the Department of Mathematics in the University of Venice.

MIQUEL NOGUER I ALONSO Miquel Noguer is a financial markets practitioner with more than 20 years of experience in asset management. He is the Head of Development at Global AI, a Big Data company focused on AI in Finance. Miquel Noguer is the Founder of Artificial Intelligence Finance Institute and a Co-Editor of the Journal of Machine Learning in Finance. He worked as a Chief Investment Officer for Andbank from 2000 to 2006 and as an Executive Director at UBS AG (Switzerland) for a span of 10 years. Miquel Noguer has a few academic credentials, namely, Professor at NYU Courant, Big Data in Finance at ESADE and Adjunct Professor at Columbia University. He received an MBA from ESADE in 1993 and a PhD in quantitative finance from UNED (Spain) in 2010.

THOMAS OESCH Portfolio Manager and Quantitative Analyst with over 15 years’ experience researching and managing outcome- oriented portfolios. Thomas is currently working as a quantitative analyst in the Analytics and Quantitative modelling team in multi- asset investing at UBS Asset Management. The Analytics and Quantitative modelling team is responsible for state of the art analytics on the full multi-asset investment opportunity set including manager selection, researching alpha signals, and portfolio construction under diverse client constraints. Thomas also has many years’ experience as portfolio manager responsible for design, delivery and execution of full range structured and risk managed investment solutions for institutional, DC and wholesale clients. Thomas is a Regular Member of the CFA Society of the UK and the CFA Institute.

DR. G. KEVIN SPELLMAN Dr. G. Kevin Spellman, CFA, is Senior Advisor to Institutional Shareholder Services, Senior Lecturer and David O. Nicholas Director of Investment Management at University of Wisconsin-Milwaukee, and Adjunct Professor at IE Business School. He has nearly 30 years of full-time and research or consulting experience on the buy-side (analyst, portfolio manager, and director of research at a large pension fund and while managing mutual funds) and the sell-side (quantitative investments) of investments. Spellman is called “Coach” by his students as he coaches investments – he has about 20 years of experience in academia at various universities where he has contributed to or led student investment and analyst training programs. He earned a BS in Finance from University of Wisconsin-La Crosse, an MS in Finance from University of Wisconsin-Madison, and a PhD in Behavioral Finance from Durham University in the UK. He is a CFA Charterholder.

SIMON WICKS Simon focuses on thematic investing research at Charles Schwab. He joined Schwab during their acquisition of Motif, where he was VP of Research and headed up their investment research efforts. Motif was a fintech pioneer that combined breakthrough technology and data science to deliver customized thematic portfolios to investors. Simon studied the Quark-Gluon Plasma during his PhD in Nuclear Physics at Columbia University. Subsequent to this, he traded interest rate and FX options at Lehman Brothers and Barclays in London, before moving out to Silicon Valley, working at Wealthfront and Motif. Simon holds an MPhys in Physics from Mansfield College, Oxford.

www.unicom.co.uk 23-24 June 2021 Online

Tickets

4 PEOPLE ATTEND FOR THE PRICE OF 3

Use the coupon code "UNI443" when booking.

Very Super Early Bird until 30 April £15 + VAT

Super Early Bird until 7 May £30 + VAT END USER Early Bird until 14 May £60 + VAT

Standard Price £95 + VAT

VENDORS AND Standard Price (One Price) £295 + VAT CONSULTANTS

Contact

UNICOM Seminars Ltd www.unicom.co.uk The Atrium, Suites 536 & 537 1 Harefield Road, Uxbridge UB8 1EX, UK +44 (0)1895 256484

[email protected] www.youtube.com/unicomseminars

www.facebook.com/unicom.seminars @UNICOM-Seminars

@UNICOMSeminars @UNICOMSeminars

www.unicom.co.uk