Program

Big Data in Finance

Summer School

Dubrovnik, September 4-8, 2017

Lecture Room 4 (First Floor), CAAS

Don Frana Bulica 4, Dubrovnik
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Monday, September 4th, 2017
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THEME: LANGUAGE IN FINANCE

10:30 – 11:00 WELCOME (Marko Grobelnik)

11:00 – 12:30 MARKO TADIC (University of Zagreb)
Language Processing Pipelines for Knowledge Extraction

LUNCH
Restaurant Sesame, in front of the venue.

14:30 – 16:00 ESTEVAM HRUSCHKA (Carnegie Mellon University)
Never Ending Language Learning Tutorial [REMOTE PRESENTATION]

COFFEE BREAK

16:30 – 17:30 PhD CANDIDATE ADVICE
In groups, some of our speakers will spend time with Big Data in Finance Early Stage Research fellows to share their experiences and advice regarding the PhD process, research work, academic careers, and other useful information.

WALKING TOUR OF OLD CITY
Our local hosts will lead us on a tour of Dubrovnik’s old town, through the marble streets, uncovering the history of this fascinating town, from Venetian sieges to Game of Thrones.

 

Tuesday, September 5th, 2017
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THEME: USER DATA AND REGULATION

10:30 – 12:00 ABE HSUAN (Irwin & Hsuan LLP, New York)
GDPR and the future of Data Privacy

LUNCH
Restaurant Sesame, in front of the venue.

13:30 – 14:30 KASANDRA CASTLE (Castle Analytics)
Deep User Profiling

COFFEE BREAK

15:00 – 16:30 Panel: Frameworks for Text Data Analysis
Moderator: Marko Grobeknik
Panelists: Anastassia Fedyk, Estevam Hruschka, Marko Tadic, Alex Bozic

16:30 – 17:30 PhD CANDIDATE ADVICE II
In groups, some of our speakers will spend time with Big Data in Finance Early Stage Research fellows to share their experiences and advice regarding the PhD process, research work, academic careers, and other useful information.

19:30 WORKSHOP DINNER
To be held at restaurant Orhan, a 2 minute walk from CAAS, the workshop venue, with views of the ancient city walls.

 

Wednesday, September 6th, 2017
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THEME: INFORMATION FLOWS IN FINANCE

10:30 – 12:00 ALEX BOZIC (Bloomberg LP)
Information Extraction from Financial Language Text

LUNCH
Restaurant Sesame, in front of the venue.

13:30 – 15:00 ANASTASSIA FEDYK (Harvard University)
Information Propagation in Financial Markets

BEACH TRIP
A private chartered bus will take participants to an extraordinary secluded bathing spot and pebbly/sandy beach just 10 minutes from the conference. This beach was once part of the 5* Hotel Belvedere complex, destroyed in 1991 by Serbian air-raids on Dubrovnik, a turning-point in the war (https://goo.gl/LTFTnV).

 

Thursday, September 7th, 2017
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THEME: COMPLEX COMMUNICATION

10:00 – 11:30 MARKO GROBELNIK (Jozef Stefan Institute)
Global Media Monitoring Tutorial

11:30 – 12:30 CHRIS GODFREY (Alliance Manchester Business School)
Econometrics of professional economists: which FOREX forecasters add value?

LUNCH
Restaurant Sesame, in front of the venue.

14:00 – 19:00 WORKSHOP TRIP: LOKRUM
This small island off the coast of Dubrovnik is a national protected area of exceptional beauty. Surrounded by crystal clear waters, with many bathing spots, hiking trails, cafes, and activities to try out. Don’t forget your bathing suits!

 

Friday, September 8th, 2017
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THEME: SUSTAINABILITY

10:30 – 12:00 ANDREAS HOEPNER (University College Dublin)
Financial Data Science for Sustainable Development: a Roadmap

LUNCH
Restaurant Sesame, in front of the venue.

13:30 – 14:30 PhD CANDIDATE ADVICE III
In groups, some of our speakers will spend time with Big Data in Finance Early Stage Research fellows to share their experiences and advice regarding the PhD process, research work, academic careers, and other useful information.

14:30 – 16:30 AI for Good Foundation Yearly Summit [OPTIONAL]

WORKSHOP ENDS