CONFERENCE PROGRAMME DAY TWO – PORTFOLIO MANAGEMENT, RISK AND REGULATION PORTFOLIO MANAGEMENT 13:30 CEO Panel: What are the right guiding principles for AI applications in Capital Markets? 09:00 Keynote: The journey of AI/ML in quantitative trading strategies so far, and what’s really Chair – Professor Dave Cliff, Professor of Computer Science / Head of Merchant Venturers’ School of possible now? Engineering, Bristol University Professor Steve Roberts, Director, Oxford-Man Institute & Professor of Information Engineering, Marty Chavez, CIO, Goldman Sachs (tbc) University of Oxford Anthony Ledford, CIO, Man AHL Chris Corrado, Group CIO, London Stock Exchange Group (tbc) 09:30 How machine learning can help overcome mathematical intractability in some portfolio Andrew Bailey, Head of FCA (tbc) selection methods. RISK Yves-Laurent Kom Samo, Google Scholar in Machine Learning, DPhil student, Oxford-Man Institute of Quantitative Finance 14:10 Using machine learning to identify insider trading 09:50 Fintech’s approach to AI & Data applications in Capital Markets Dr Tom Doris, CEO, OTAS Technologies Dr Tristan Fletcher, Research Director, Thought Machine 14:30 Supercomputers that watch supercomputers 10:10 Stochastic filtering in electronic trading Anthony D. Amicangioli, Founder and CEO, Hyannis Port Research Paul A. Bilokon, Director at Thalesians Ltd 14:50 Protecting portfolios from tail risk and grey swans 10:30 Panel: What are the implications of AI for discretionary / fundamental Dr Jeremy Sosabowski, CEO, AlgoDynamix investment strategies? 15:10 Coffee break Chair - Professor Steve Roberts, Director, Oxford-Man Institute & Professor of Information Engineering, 15:30 Panel: Would machines have manipulated Libor? University of Oxford Chair – Roland Fejfar, VP Fintech IDB, Morgan Stanley Yves-Laurent Kom Samo, Google Scholar in Machine Learning, DPhil student, Oxford-Man Institute of Dr Tom Doris, CEO, OTAS Technologies Quantitative Finance Anthony D. Amicangioli, Founder and CEO, Hyannis Port Research Dr Tristan Fletcher, Research Director, Thought Machine Dr Jeremy Sosabowski, CEO, AlgoDynamix Paul A. Bilokon, Director at Thalesians Ltd Rod Hall, Senior Analyst, US Networking & IT Hardware Equity Research, JP Morgan Chase & Co. 16:10 Panel: The future of AI & data science in Capital Markets 11:10 Coffee break Chair – Professor Dave Cliff, Professor of Computer Science / Head of Merchant Venturers’ School of Engineering, Bristol University REGULATION Professor Steve Roberts, Oxford-Man Institute & Professor of Information Engineering, 11:30 Keynote: The intersection of technology, finance and regulation University of Oxford Dr Andrei Kirilenko, Director, Centre for Global Finance & Technology, Imperial College Business School Rod Hall, Senior Analyst, US Networking & IT Hardware Equity Research, JP Morgan Chase & Co. Anthony Ledford, CIO, Man AHL 12:00 Keynote: How to regulate the brave new world of advancing algorithms Further panel members to be announced Edwin Schooling Latter, Head of Markets Policy, Financial Conduct Authority (tbc) 16:50 Closing remarks 12:30 Lunch Professor Nick Jennings CB, FREng, Vice-Provost (Research) at Imperial College 20:00 Conference close