Agenda
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Thursday Morning
In-depth interviews a la Terry Gross with panels of experts, both academic finance researchers and federal regulators. * Mark Flood and OFR researchers .. interviewed by Louiqa Raschid * Joe Langsam and Andrei Kirilenko interviewed by H.V. Jagadish * Nancy Wallace and Pete Kyle interviewed by Louiqa Raschid
Thursday Afternoon
The Dating Game * What I would Like to Know * What I Can Tell Others
Thursday Afternoon
A Date with a Regulator to Resolve a Research Challenge
Friday Morning
Fast paced tutorials (20 minutes each) on computational topics.
- Michael Wellman (Thursday)
Strategic Reasoning and Agent-Based Modeling Financial scenarios are characterized by complex interactions among forward-looking self-interested agents. I discuss an emerging methodology for strategic reasoning that bridges the gap between computational modeling and economic analysis by combining fine-grained simulation with game-theoretic solution concepts. These methods have shed light on several scenarios in automated trading, and may be suitable for understanding the implications of high-frequency trading in various market mechanisms.
* Phil Bernstein - Metamodels. - What's at stake in choosing a metamodel in a modeling environment? - How do you deal with models expressed in heterogeneous metamodels?
* Mike Bennett - Conceptual Modeling and Ontologies - The value and role of a conceptual model in systems development. - The role in ontology development. - Faceted representation using an example of an interest rate swap - Comprehensive view of the transaction terms, rights and obligations, contract terms, etc.
- David Newman - Semantic Web technologies
- An overview of the value of using operational ontologies based upon the Financial Industry Business Ontology (vs. conventional technologies). - Data standardization, instrument classification, identifying impact of contractual provisions and identifying legal entity linkage and exposures. - Relationship to enhanced institutional and macroprudential risk management.
* IBM Almaden - Information extraction. * David Newman and Mike Bennett - Semantic Web technologies. - LEI Semantic Solutions for Financial Industry Systemic Risk Management * H.V. Jagadish - Data modeling and analysis. * Leora Morgenstern and Benjamin Grosof - Reasoning. * Ben Schneiderman and William Ribarsky - Visual analytics
Friday Morning
Fireside chat: Life of a Finance Faculty in this Brave New World of Data Chester Spatt and Russ Wermers interviewed by H V Jagadish.
Friday Afternoon
More breakout sessions
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