EDHEC

EDHEC Speakers at QuantMinds INTERNATIONAL Conference

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…
Reading time :
15 Apr 2019
Share

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

Other articles you may
be interested in

13.12.2024 - EDHEC
EDHEC hosts the 10th edition of the Handi Day
EDHEC Business School held the 10th edition of the Handi Day on its Lille…
06.12.2024 - EDHEC
EDHEC International BBA confirms its excellence with 2nd place in the Challenges 2025 ranking
For the fourth consecutive year, the EDHEC International BBA has secured second…
04.12.2024 - EDHEC
Private assets days 2024: discover the programme of this must-attend event
On December 11, 2024, the EDHEC Infrastructure & Private Assets Research…