Recent corporate events and conferences where Irene Aldridge was invited to speak:
Irene Aldridge is often invited to speak at conferences, corporate events and other content-driven gatherings.
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”, http://www.Qwafaxnew.org
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: netforum.avectra.com=”” 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: https://www.pm-research.com (free, but registration is required)
May 21, 2020: The 8th Annual Big Data Finance Conference (BigDataFinance.org).
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: BigDataFinance.org: 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: BigDataFinance.org/BDF: 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: https://www.youtube.com/watch?v=vyL0gtCAUyM&t
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