Artificial Intelligence in Industry and Finance (2nd European COST Conference on Mathematics for Industry in Switzerland)

We would like to welcome you to the «2nd COST Conference on Mathematics for Industry in Switzerland» on Artificial Intelligence in Industry and Finance, hosted by the Institute of Applied Mathematics and Physics and the Institute of Data Analysis and Process Design at the Zurich University of Applied Sciences ZHAW in Winterthur, Switzerland.

Aim of the conference

Information at a glance

Scientific topics

Registration

September 7, 2017, 9:30-16:30 - ZHAW Winterthur, Technikumstrasse 71, 8401 Winterthur

Organisation

Aim of the conference

We aim to bring European academics, young researchers, students and industrial practitioners together in Switzerland to discuss the application of Artificial Intelligence to various practical fields. In a broader context, we want to promote «Mathematics for Industry» in Switzerland, similar to what ECMI is doing on an European-wide level. The 1st COST Conference on this topic was held on September 15, 2016.

We have two thematic workshops, focusing on Industrial and Financial Applications.

The conference is supported by the COST Network MI-NET and by the Swiss State Secretariat for Education, Research and Innovation SERI.

All lectures are open to the public. Registration is now open!

Conference information at a glance

Conference Date: Thursday, September 7, 2017
Conference Location: ZHAW Winterthur, Technikumstrasse 71, 8401 Winterthur, Eulachpassage (TN)
Conference Topics: Artificial Intelligence in Industry and Finance

Key Note Presenter

Prof. Brian Peterson, University of Washington, DV Trading: "Machine Learning in Trading" (PDF 63 kB)

Invited Speakers

Financial Mathematics

Saeed Amen, Cuemacro: "Using Big Data to trade macro assets" (PDF 62 kB)
Dr. Pascal Böhi, Fintegral AG: "Credit Risk Evaluation with Machine Learning Techniques" (PDF 88 kB)
Dr. Christopher Bruffaerts, InCube Group: "Recommender Systems for Personalized Investment Proposals" (PDF 14.20 kB)
Prof. Dr. Matthias Fengler, Universität St. Gallen: "Does sentiment drive the market?" (PDF 63 kB)
Dr. Julian Lorenz, Bantleon Bank: "Forecasting financial markets using boosted decision trees" (PDF 72 kB)
Prof. Dr. Natalie Packham, Berlin School of Economics and Law: "Tail-risk protection trading strategies" (PDF 65 kB)
Dr. Jochen Papenbrock, Firamis: "Financial Networks and related AI in Financial Services" (PDF 60 kB)
Henrik Stutz: "Predicting Tail Events for Equity Indices using Machine Learning Algorithms" (PDF 9.13 kB)
Prof. Dr. Mario Wüthrich, ETH Zürich: "Machine Learning applied to Non (PDF 56 kB)-Life Insurance Problems" (PDF 56 kB)

Industrial Mathematics

Dr. Juan Pablo Carbajal, EAWAG: "Speeding up numerical simulators with emulators" (PDF 65 kB)
Dr. Martin Fengler, Meteomatics: "Solar and wind power forecasting" (PDF 63 kB)
Prof. Dr. Joachim Giesen, Universität Jena: "matrixcalculus.org" (PDF 60 kB)
Dr. Christian Jaeger, ZHAW: "Energy management in HVAC, from classical optimization to artificial intelligence" (PDF 46 kB)
Dr. David Mordaunt, Precision Light: "4D imaging and modelling for plastic surgery"
Dr. Hans Rudolf Moser, UZH: "Generalized entropies in empirical time series: inherent properties and forecasting intervals" (PDF 61 kB)
Dr. Roxana Istrate, IBM: "Incremental Training of Deep Convolutional Neural Networks" (PDF 56 kB)
Dr. Christian Spindler, PWC: "Automated machine learning in transactional data" (PDF 67 kB)
Dr. Sebastiano Vascon, ECLT: "Hume-Nash Machines: Context-Aware Models of Learning and Recognition" (PDF 65 kB)

Schedule

Registration, Znüni: 09:00-09:30
Welcome: 09:30-09:45
Keynote: 09:45-10:30
Thematic Sessions 1: 10:45-12:45
Coffee: 10:30-10:45
Thematic Sessions 1: 10:45-12:45
Lunch: 12:45-14:00
Thematic Sessions 2: 14:00-16:30
Apéro Riche (proudly offered by die Mobiliar): 16:30

Detailed Schedule

09:30-09:45 D. Wilhelm: "Welcome and Introduction" (TN E0.46-54) 09:45-10:30 B. Peterson: "Machine Learning in Trading" (TN E0.46-54) Finance 1 (TS 01.40) Industry 1 (TN E0.46) 10:45-11:15 J. Papenbrock: "Financial Networks and related AI in Financial Services" C. Spindler: "Automated machine learning in transactional data" 11:15-11:45 J. Lorenz: "Forecasting financial markets using boosted decision trees" S. Vascon: "Hume-Nash Machines: Context-Aware Models of Learning and Recognition" 11:45-12:15 P. Böhi: "Credit Risk Evaluation with Machine Learning Techniques" M. Fengler: "Solar and wind power forecasting" 12:15-12:45 C. Bruffaerts: "Recommender Systems for Personalized Investment Proposals" D. Mordaunt: "4D imaging and modelling for plastic surgery" Finance 2 (TS 01.40) Industry 2 (TN E0.46) 14:00-14:30 M. Fengler: "Does sentiment drive the market?" J. Giesen: "matrixcalculus.org" 14:30-15:00 N. Packham: "Tail-risk protection trading strategies" H. R. Moser: "Generalized entropies in empirical time series: inherent properties and forecasting intervals" 15:00-15:30 S. Amen: "Using Big Data to trade macro assets" R. Istrate: "Incremental Training of Deep Convolutional Neural Networks" 15:30-16:00 H. Stutz: "Predicting Tail Events for Equity Indices using Machine Learning Algorithms" J. P. Carbajal: "Speeding up numerical simulators with emulators" 16:00-16:30 M. Wüthrich: "Machine Learning applied to Non-Life Insurance Problems" C. Jaeger: "Energy management in HVAC, from classical optimization to artificial intelligence"

Location

ZHAW Zurich University of Applied Sciences, Technikumstrasse 71, 8401 Winterthur, Switzerland, Eulachpassage (TN, TS)

The conference venue is situated at a walking distance from the station.

Travel to ZHAW School of Engineering, Winterthur

From the Zürich airport local transport brings you to the centre of Winterthur in just 20 minutes.

The conference takes place in a short walking distance to the train station. Numerous hotels in the immediate vicinity will ensure a pleasant stay in Winterthur

By train
The trains run as often as every 15 to 20 minutes from Zürich Airport and Zürich City and take about 15 minutes to arrive in Winterthur.

From the main railway-station, the conference location can be reached within a walking distance of less than 5 minutes.

By Car
Location (TS 5.83 kB)