Recent corporate events and conferences where Irene Aldridge was invited to speak:

April 20-22, 2022: “A New Variable in Corporate Disclosure Analysis: An AI Study of the SEC EDGAR Database”, presentation at the Monash Business School, Australia.

March 14-15, 2022: “Deeptech in Finance”, The Ivy Network Family Office Conference, Austin, Texas.

February 23-24, 2022: “Deeptech in Finance”, The Ivy Network Family Office Conference, New York.

February 15, 2022: Fireside chat with Jon Neitzell, FISD.

February 10, 2022: Applied Neural Networks with Python in Finance, Cambridge University, U.K.

February 1, 2022: “SEC Corporate Filings: Are They Still Relevant? — An AI Perspective” (joint work with Bojun Li from Cornell University), Columbia Math Practitioner Seminar.

January 27, 2022: Emerging Tech panel, Sixth annual Kenan Institute Frontiers of Entrepreneurship Conference, Palm Beach, FL.

December 9, 2021: 9th Annual Big Data Finance Conference, New York, NY

November 30, 2021: Deeptech panel, Family Office Conference, Miami, Fl

November 30, 2021: “Using AI to find value in flawed data”, International Association for Quantitative Finance (IAQF)

Fall 2021: Cornell University, Big Data in Finance

Fall 2021: Cambridge University (UK), Big Data with Python for Finance

Fall 2021: Cornell University, Python for Finance

October 7, 2021: “High-Frequency Trading.” Riskmathics

September 15, 2021: “AI and Big Data in Finance” An online debate organized by Portfolio Management Research (PMR). Other panelists included Marcos Lopez de Prado. The debate was moderated by the legendary Frank Fabozzi, Editor-in-Chief of Journal of Financial Data Science.

June 24-25, 2021: “Algorithmic & High Frequency Trading  Strategies” workshop, Risk Management and Trading Conference, Riskmathics

June 16, 2021: “Beyond Machine Learning: Big Data Models as a Profitable Paradigm in Finance”,

March 31, 2021: Henlow Women in Quant Finance Panel, panelist

March 10, 2021: Noise in Big Data Analysis, Thalesians

March 4, 2021. Capital Markets Credit Analyst Society, panel on Fintech: <href=”https:”” eweb=”” dynamicpage.aspx?site=”CMCAS&WebCode=210225FintechPanel””>CMCAS</href=”https:>

January 19, 2021: “Big Data as a New Paradigm in Finance”, Columbia University Math Practitioner Seminar. Abstract: Big Data shows promise delivering unbiased optimal factorization even in a noisy environment with substantial missing observations. This talk will discuss applications in Finance, including optimal driver identification and future prediction.

December 7, 2020: “Finance for Engineers”, Cooper Union for the Advancement of Science and Arts

November 16, 2020: “Trading around Major Macro Announcements: A Microstructure Study”, Carnegie Mellon University, Financial Engineering Program

October 21, 2020: Instinet Panel on AWS Implementation (appeared as moderator)

October 9, 2020: Guest Lecture at John Hopkins Carey Business School, Discussion on the Big Data and Life in Finance.

September 16, 2020: Conversations with Frank Fabozzi, for Journal of Financial Data Science, available here: (free, but registration is required)

May 21, 2020: The 8th Annual Big Data Finance Conference (

April 29, 2020: “Hedging with Dimensionality Reduction”, presentation, Professional Risk Managers’ International Association (PRMIA).

March 31, 2020: “Predicting Analysts’ Forecasts with Semi-Supervised Learning”, presentation, Columbia University Math Practitioner Seminar, New York, NY.

March 18, 2020: “Big Data in Finance”, presentation, Financial Risk Hub, London, UK

February 26, 2020: HFM Quant Summit, NYC.

January 23, 2020: Fordham University Panel on Data Science and Machine Learning in Finance.

December 11, 2019: Instinet’s private client event, panel on the future of AI

November 21, 2019: Panel of Big Data and Machine Learning in Finance, Journal of Portfolio Management Annual Meeting

September 2019 – November 2019: “Real-Time Risk, Microstructure and Big Data”, Cornell University course.

May 9-10, 2019: The 7th Annual Big Data Finance Conference, Cornell Tech, New York City: Big Data Techniques

April 30, 2019: Cambridge University Investments Conference, Cambridge, UK

March 26, 2019: “Big Data Science in Finance: Mathematics and Applications” Columbia University Math Practitioner Seminar, New York City

September – December 2018: teaching “Real-Time Risk” course at Cornell Tech

June 14, 2018: Bank of America Merrill Lynch Investor Conference, London, UK: Big Data and Market Microstructure

May 11, 2018: The 6th Annual Big Data Finance Conference, Cornell Tech, New York City: Big Data in Portfolio Management

January 18, 2018: Columbia University Math Practitioner Seminar, New York City

December 5, 2017: Big Data Finance Miami 2017

November 2, 2017: Global Derivatives, Chicago

September 15, 2017: National Investor Relations Institute Conference, Chicago

July 18, 2017: Barclays Panel on Financial Innovation, NYC

July 17, 2017: Bank of America Panel on Machine Learning in Finance, NYC

July 11, 2017: “Real-Time Risk in the Context of Big Data”, Quant Summit, NYC

June 28, 2017: Sentiment Analysis Symposium, NYC

June 22, 2017: “Real Time Risk”, GFMI: Optimize Data Quality and Analytics for Financial Institutions, NYC

June 5, 2017: National Investor Relations Institute, Orlando, FL

May 19, 2017: Big Data Finance Conference, NYU Center for Data Science (60 5th Ave, NYC)

April 3, 2017: Finadium Investors in Securities Lending Conference

March 24, 2017: NYU Poly Fintech Careers Panel

March 13, 2017: NYU Women in Quant Panel

February 8, 2017: Cornell University (view the presentation on YouTube: