September 28


Track 1

Track 2

Master Classes

Time Session
8:00 a.m.
Registration and Continental Breakfast: Astor Pre-Function
  Keynote Presentations: Astor Ballroom
9:00 a.m.
Welcome Address Stuart Kozola, MathWorks
9:10 a.m.
MathWorks FinTech Showcase and Quant Roundtable
9:50 a.m.
Keynote: A Stylized History of Quantitative Finance Emanuel Derman, Columbia University
10:30 a.m.
Break and Exhibits: 7th Floor Foyer
  Track 1: Astor Ballroom Track 2: Empire Complex Master Classes: Soho Complex
10:50 a.m.
Multiperiod Portfolio Selection and Bayesian Dynamic Models Petter Kolm, Courant Institute of Mathematical Sciences, New York University Gordon Ritter, GSA Capital
Risk Modeling Foundations with MATLAB Nicole Beevers, MathWorks
11:30 a.m.
12:10 p.m.
Lunch and Exhibits: Duffy, Columbia, Soho, Times Square and Foyer
1:30 p.m.
2:10 p.m.
Quantitative Sports Analytics Using MATLAB Robert Kissell, Kissell Research Group
2:50 p.m.
Break and Exhibits: 7th Floor Foyer
3:10 p.m.
Machine Learning for Risk Modeling in MATLAB Marshall Alphonso, MathWorks
3:50 p.m.
4:30 p.m.
5:10 p.m.
Close of Conference