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

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