EDHEC Speakers at QuantMinds INTERNATIONAL Conference

Written on 15 April 2019.

This May, the world's leading quantitative finance conference will bring together around 400 global quant experts from banks, buy-side, regulators, Silicon Valley and academia in Vienna and more than 140 expert speakers will discuss the most pressing challenges facing quants today.

Amongst these speakers, Professor Riccardo Rebonato, EDHEC Business School, will present, “Board-actionable stress testing for large and small portfolios: how to ensure that wild scenarios make financial sense” in the Regulation developments session.

In the session XVA Techniques & Advancements, the EDHEC PhD in Finance graduate (2016), Dr Rodney Hoskinson, Associate Director, Quantitative Support (Strategic Trading and Funding) at ANZ Banking Group, will talk about his joint work with Stéphane Crépey, University of Evry, entitled “Balance Sheet XVA by Deep Learning and GPU”.

In the session “Quant Tech Summit”, EDHEC PhD alumnus (2018), Dr David Mascio, Managing Founder and Principal at Della Parola Capital Management, will discuss the implementation of a beta optimisation strategy in the presentation: “Forecasting Stock Market Returns using Machine Learning Model”.

Access the conference agenda

See Also

EDHEC faculty at the European Finance Association (EFA) Annual Meeting
- 23-08-2019
The European Finance Association (EFA) Annual Meeting is currently taking place in...
The EDHEC PhD in Finance programme welcomes two new core faculty members
- 21-08-2019
We are delighted to announce that Enrique Schroth and Mirco Rubin have joined EDHEC...
How to choose the right business school for you
- 05-08-2019
Nikolay Kudinov, from Russia, is a 2019 Master in Management Financial Economics track...
How to become an asset on the tech job market
- 31-07-2019
Selma Rahib, French, MSc in Data Analytics and Artificial Intelligence 2019 Alumnus has...