Hello, I'm after the detailed agenda of this event (Nov.30 and Feb.22, 2 dates same agenda?).
The link at the top of this page is broken. That other link on LI
isn't so relevant.
Can anyone help, please? Merci.
Hi Tagoma, some things changed between the two dates, we replaced some topics with new ones, the overall theme was the same of course. Are you planning to attend these past events using the time machine below your house?
Turning the LHC into a time machine is tempting, but my actual plan is less ambitious!
In fact, I'm searching for research topics mixing finance with ML lato sensu (no Venn diagram provided, though) and heavily commodities-oriented.
I thought maybe the agendas of these 2 recent conferences would bring me ideas. Unfortunately, I can't find them online (anymore)!
Ah, I see!
Some things we presented were: modelling the dynamic behavior of time series, .. how to model the memory and also the shapes of the return distribution. Also memory free SDE type of models. Historical & implied vol dynamics. Non-linear dimension reduction like PCA -also for groups of commodities-, pairs trading, reconstructing missing data, intraday return & volume dynamics. Outlier detection. Denoising. Also some generic concepts like GAN, modelling (conditional) high dimensional probability distributions, clustering, making sure things don't blow up, simulating multi-variate timeseries with non-Gaussian distributions, speeding up pricing models with function approximation. ..so many things, I'm sure I forgot at least half of it! I have to look at our notes.
Are you planning to do research for fun, for your company, for the sake of science?