Agenda

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Revision as of 20:11, 9 July 2012 by Freemanlo@rhsmith.umd.edu (talk | contribs) (Friday Morning)
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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.

Semantic Solutions for Financial Industry Systemic Risk Management

LEI Semantic Solutions for Financial Industry Systemic Risk Management
  
* IBM Almaden - Information extraction.
* David Newman and Mike Bennett - Semantic Web technologies.
* 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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