ICDSF Conference
The ICDSF (International Conference of Data Science in Finance) 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 ICDSF in 2018 as well as the second ICDSF in 2019! Due to the Covid-19 pandemics there was no conference held in 2020 as well as in 2021.
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.
Starting in 2022 we will additionally focus on Sustainability as well as ESG in Finance especially in regard to Data Science and Artificial Intelligence to counter the qualitative and pseudo-quantitative greenwashing currently observable in the Finance industry.
Sponsors
Platinum Sponsors
Gold Sponsors
Silver Sponsors
Program Overview
Tuesday, September 13, 2022
September 13th, starting at 18:30 Welcome Reception WU Vienna Campus, Library Café
Wednesday, September 14, 2022
Conference Venue: WU Vienna, Building D5, ground floor, see our map
September 14th, 8:30-9:30 Registration & Welcome Address by our President
September 14th, 9:30-11:00 Session 1: Quantitative Asset Management and Artificial Intelligence & Machine Learning
Markus Auer (Bitpanda)Attention Based Cost Functions for Computer Vision Technical Analysis Models
Mario Annau (Quantargo)
tidytrading - Trading Strategy Optimization without Forward-Looking Bias
Patrick Weiss (WU Vienna University of Economics and Business)
Tidy Finance - https://www.tidy-finance.org/
September 14th, 11:30-13:00 Session 2: Crypto Asset Management
Crypto-Asset Management: From Theory to Practice
Tobias Setz (OpenMetrics)
Crypto as additional asset class in a diversified portfolio
Masaaki Fukasawa & Basile Maire & Marcus Wunsch (ZHAW)
Weighted variance swaps hedge against Impermanent Loss in Decentralized Finance
September 14th, 14:00-15:30 Session 3: Decentralized Finance & Crypto Asset Management
Martin Fröhler (Morpher)Can Web3.0 democratize Finance?
Simon Trimborn (University of Amsterdam)
Influencers, Inefficiency and Fraud – The Bitcoin Price Discovery Network Under the Microscope
Bruno Spilak & Wolfgang K. Härdle
Does non-linear factorization of financial returns help build better and stabler portfolios?
Yifu Wang & Wolfgang K. Härdle (Humboldt University Berlin)
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective
September 14th, 16:00-17:30 Session 4: Artificial Intelligence in Finance
Tuan Trinh (EIT Digital)Cybersecurity aspects of Transparent AI in Finance
Christof Bitschnau (Quantics)
AI in Financial Forecasting & Planning
Georgi Boshnakov (University of Manchester)
Mixture Autoregressive Models - Applications in Finance
September 14th, starting at 19:00 Conference Dinner
Thursday, September 15, 2022
September 15, 9:00-13:00 ESG Data Analytics Forum
Two special sessions packed with exciting talks on ESG & Data Analytics!
9:00 - Stefan Theussl (RBI/Raiffeisen Research) - Welcome Note9:05 - Markus Ecker (Head of Sustainable Finance, RBI)
Keynote Address: ESG - Why Bankers Are so Fascinated by This Topic
9:30 - Vedad Sehanovic (Group Advanced Analytics, RBI) & Omar Ben Salem (Sales Director, SESAMm)
How RBI leveraged SESAMm's AI insights during the Ukraine war
10:00 - Lukas Handler (WU Vienna University of Economics and Business)
The Effects of ESG Performance and Preferences on U.S. Corporate Bond Prices
10:30 - Vera Kocsis (Sales Director - Enterprise Feeds CEECIS & MEA, LSEG/Refinitiv) &
Thomas Gangkofner (Global Sales Enablement Director – Fixed Income & Analytics, LSEG/Refinitiv)
ESG Analytics for Securitized Products
11:00 - Coffee Break
11:15 - Kris Boudt (Sentometrics/Vrije Universiteit Brussel)
Keynote Address: ESG Investing - Climate Change Concerns and the Performance of Green Versus Brown Stocks
11:50 - Tobias Setz (OpenMetrics)
Multiobjective Portfolio Optimization Using ESG Scores
12:15 - Aleksandra Rzeznik (Schulich School of Business, York University)
The salience of ESG Ratings for Stock Pricing: Evidence from (Potentially) Confused Investors
12:35 - Thomas Keil (RBI/Raiffeisen Research)
Data Management Platform for Data Scientists: Applications and Implementations within the ESG Framework
12:55 - Stefan Theussl (RBI/Raiffeisen Research) - Closing Remarks
13:00 - Lunch
September 15, 14:00-18:00 Roundtable, Discussions & 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
ICDSF 2022 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 ICDSF 22.
Registration
Fees (Early Bird until September 1st, 2022)
All fees include:Welcome Reception on Tuesday in the evening
Conference Dinner on Wednesday in the evening
Lunch on Wednesday and Thursday
Farewell-Beer on Thursday in the evening
All Coffee-Breaks
One year full membership at the Academy of Data Science in Finance
| Industry | EUR 400 | Register! |
| Academics (Universities, Non-Profits, ...) | EUR 250 | Register! |
| Students (registered and born after 1992) | EUR 100 | Register! |
To register please use the Register! links above to pay with a Credit Card or EPS. Alternatively please wire transfer your registration fee to our Austrian bank account:
| Account Holder | Academy of Data Science in Finance |
| IBAN | AT73 1420 0200 1097 6309 |
| BIC | BAWAATWW |
Special Discounts are available! Ask us!
Location
Conference Venue: WU Vienna, Building D5, ground floor, see our map
The conference will take place at the new campus of the WU Vienna University of Economics and Business (WU Vienna)