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