Join us for the second DSF-R Conference!

The International Conference on Data Science in Finance with R
Demystifying the buzz around Artificial Intelligence in Finance

September 18-20, 2019 in Vienna

DSF-R Conference

The DSF-R (International Conference of Data Science in Finance with R) is the annual conference hosted by the Academy of Data Science in Finance in cooperation with WU Vienna. The conference aims to bring academics and finance professionals together to discuss all applications of contemporary Data Science approaches to the area of Finance. These topics include Machine Learning, Deep Learning, Artificial Intelligence, Sentiment Analysis and Prescriptive Analytics.

Click here to find out more about our exciting first DSF-R in 2018!

Mission Statement

This conference has been created to demystify the buzz around Artificial Intelligence (AI) and to focus on reality instead of hype. The collaboration of academic practicioners and practical academics will show how everyone in the Finance Industry can benefit from the unprecedented progress in Data Science technologies.

Sponsors

Platinum Sponsors

Invesco

Gold Sponsors

Erste Group Bank AG

Silver Sponsors

OpenMetrics

Program Overview

Wednesday, September 18

September 18th, starting at 18:30 Welcome Reception WU Vienna Campus, Library Café

Thursday, September 19

September 19th, 8:30-9:10 Registration & Welcome Address by our President

September 19th, 9:10-10:30 Quantitative Asset Management and Machine Learning I

  • Bernhard Pfaff, Invesco - A Cat is a Cat and a Euro is a Euro, Not (?) - an Assessment of AI/ML Methods Applied to Asset Allocation
  • Ulrich Bodenhofer, Quomatic.AI - Advanced Machine Learning in Algorithmic Trading: Lessons Learned in the Real World

September 19th, 10:30-11:00 Coffee Break

September 19th, 11:00-12:30 Time Series Analysis

  • Ekaterina Edelstein & Thomas Kremser, Zalando SE - Data-driven Modeling and Prediction Algorithms at Zalando Payments
  • Christoph Bodner, REWE - Operative Forecasting based on ML
  • Michael Pfarrhofer, Salzburg CEUS - Introducing Shrinkage in Heavy-tailed State Space Models to Predict Equity Excess Returns

September 19th, 12:30-13:30 Lunch

September 19th, 13:30-14:30 Blockchain & Cryptoeconomics

  • Thomas Zörner, WU Vienna - Predicting Crypto-currencies using Sparse Non-Gaussian State Space Models
  • Rainer Stütz, AIT - Cross-Ledger Cryptoasset Analytics with GraphSense

September 19th, 14:30-15:00 Coffee Break

September 19th, 15:00-17:00 Quantitative Asset Management and Machine Learning II

  • Maximilian Stroh, Invesco - The Promises and Pitfalls of Machine Learning for Predicting Cross-Sectional Stock Returns
  • Muzafer Cela, Vrije Universiteit Brussel - In Search of Return Predictability: Application of Machine Learning Algorithms in Tactical Allocation
  • Markus Auer, Erste Group Asset Management - Visual Pattern Recognition with ML in Quantitative Asset Management
  • Giorgia Simion, WU Vienna - Retail Investors and Trading Activity

September 19th, starting at 19:00 Conference Dinner @ Heurigen Wieninger, 1210 Vienna

There is a very special transport from WU to the Dinner available!

Friday, September 20

September 20, 9:00-10:30 Quantitative Asset Management and Optimization

  • Tobias Setz, OpenMetrics Solutions - Using Optimization to find Synthetic Equity Universes that minimize Survivorship and Selection Biases
  • Eyal Kenig, Global Bond IT - Universal Mean-Variance Portfolios
  • Joel Gotsch, RBI - Dynamic FX Margin Optimization

September 20, 10:30-11:00 Coffee Break

September 20, 11:00-12:30 Quantitative Risk Management & FinTech

  • Peter Blasko, Erste Group - Tame Your Big Data With LASSO: An Industry Perspective on Credit Loss Modelling
  • Jos Gheeradyn, yields.io - Managing model risk of AI
  • Johannes Moosbrugger, GraWe & Security KAG - The Beauty of using GAMs for Claim Prediction

September 20, 12:30-13:30 Lunch

September 20, 13:30-14:30 Technical Advances in Data Science

  • Mario Annau, Quantargo - Serverless Data Science
  • Thomas Laber, Österreichische Post AG - Serverless Computing for R at Austrian Post AG

September 20, 14:30-15:00 Coffee Break

September 20, 15:00-16:30 Machine Learning in Finance - Applications

  • Yevgen Kolesnyk, RBI - NLP in a Bank: Automated Document Reading
  • Philipp Gnan - The Announcement of the ECB’s Corporate Sector Purchase Program: Direct Bond Price Impact and Effect Propagation
  • Ronald Hochreiter - On the Effectiveness of Portfolio Composition Techniques to build Stable and Sound Robo-Advisory Portfolios

September 20, starting after the last talk Farewell Beer & Closing Remarks

[Applications]
Applied Sessions

Talks by industry experts and academics focus on Finance related applications of Data Science. The whole spectrum of possible applications will be covered.

WHAT can be done!

[Technologies]
Technical Sessions

Technical talks provide in-depth discussion on new and cutting edge technologies, including all contemporary AI for Finance methods like Deep Learning and Sentiment Analysis.

HOW it can be done!

[Networking]
Social Events

The conference will be accompanied by networking events in the beautiful city of Vienna. Be sure to be able to spend the weekend after the conference in Vienna too!

ENJOY Vienna!

Conference Code of Conduct

DSF-R 2019 is dedicated to providing a harassment-free conference experience for everyone regardless of gender, sexual orientation, disability or any feature that distinguishes human beings. For more information, please see the R Foundation Code of Conduct which we adhere to at DSF-R 19.

Registration

Please click here to register!

Fees (Early Bird until September 1st, 2019)

All fees include:

Welcome Reception on Wednesday in the evening
Lunch on Thursday and Friday
Farewell-Beer on Friday in the evening
All Coffee-Breaks
One year full membership at the Academy of Data Science in Finance

IndustryEUR 500
Academics (Universities, Non-Profits, ...)EUR 350
Students (registered and born after 1989) EUR 150
Add On: Conference DinnerEUR 50

Please click here to register!

Organizing Committee

Alexander

Alexander Eisl

Ronald Hochreiter

Ronald Hochreiter

Christian

Christian Ochs



Program Committee

Bettina Gruen

Bettina Grün

Alexander

Alexander Eisl

Christian

Christian Ochs

Stefan

Stefan Theußl

Location

The conference will take place at the new campus of the WU Vienna University of Economics and Business (WU Vienna).

Contact us

Academy of Data Science in Finance e.V.
Scheimpfluggasse 1/15
1190 Wien, Österreich