AIR-Quant Webinar Machine Learning in Finance: From Theory to Practice
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Matthew Dixon, FRM, Ph.D., is an Assistant Professor of Applied Math at the Illinois Institute of Technology and an Affiliate of the Stuart School of Business. He has published over 25 peer reviewed publications on machine learning and quant finance and has been cited in Bloomberg Markets, US News, and the Financial Times as an AI in fintech expert. He is Deputy Editor of the Journal of Machine Learning in Finance, Associate Editor of the AIMS Journal on Dynamics and Games, and is a member of the Advisory Board of the CFA Quantitative Investing Group. Over the last 20 years, Matthew has served as a quant and consultant at numerous financial institutions including Lehman Brothers, the Bank for International Settlements, SilverLake investments and various leading asset management firms. Matthew holds a PhD in Applied Math from Imperial College.
Igor Halperin, Ph.D., is a Research Professor in Financial Engineering at NYU, and an AI Research associate at Fidelity Investments. Igor has published more than 50 scientific articles in machine learning, quantitative finance and theoretical physics. Prior to joining the financial industry, he held postdoctoral positions in theoretical physics at the Technion and the University of British Columbia. Igor has previously served as executive director at JP Morgan.
Paul Bilokon, Ph.D., is CEO and Founder of Thalesians Ltd. Paul has made contributions to mathematical logic, domain theory, and stochastic filtering theory, and, with Abbas Edalat, has published a prestigious LICS paper. He is a member of the British Computer Society, the Institution of Engineering and the European Complex Systems Society. Paul has previously served as Director at Deutsche Bank, where he ran the global credit and core quant teams, part of Markets Electronic Trading (MET) group. He is one of the pioneers of electronic trading in credit, including indices, single names, and cash, and has worked in e-trading, derivatives pricing, and quantitative finance at bulge bracket institutions, including Morgan Stanley, Lehman Brothers, Nomura, and Citigroup. His more than a decade-long career spans many asset classes: equities, FX spot and options, rates and credit. Paul was educated at Christchurch College, Oxford, and Imperial College.