Overview

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The seminar takes place every month and covers a wide range of topics in quantitative finance. In this session, chaired by Bruno Dupire, Jerome Pesenti will present his current research, followed by several “lightning talks” of 5 minutes each in quick succession. This format gives the audience the opportunity to be exposed to a wider variety of topics.

 

 

Agenda

5:00pm

Check-in

5:30pm

Keynote:  Jerome Pesenti 

Approaching AI at scale

Facebook is currently using AI across its family of apps to benefit billions of people around the world. VP of AI Jerome Pesenti will speak to how Facebook approaches deploying AI at this scale, the challenges to successfully doing so, and the specific tools and techniques that can help other businesses solve for these issues.

 

6:15pm

Lightning talks

A lightning talk is a very short presentation lasting only 5 minutes.  Several ones will be delivered in a single session by different speakers in quick succession.

  • Peter Carr (NYU Tandon) – A simple finite upper bound on future levels of the VIX
  • Michael Ang (Bloomberg L.P.) – A comparison of LightSABRs
  • David Mitchell (Bloomberg L.P.) – Crypto on Bloomberg
  • Dhruv Madeka (Amazon) – Surrogate losses in Reinforcement Learning
  • Greg Pelts (Wells Fargo) – Parametric market models: Beyond “Real”
  • Aakriti Mittal (Bloomberg L.P.) – Causal structures in time series

 

7:00pm

Cocktail Reception

Keynote Speaker

Photo of Jerome Pesenti

Jerome Pesenti

Former VP of Artificial Intelligence
Meta/Facebook

Jerome Pesenti was most recently VP of Artificial Intelligence at Meta/Facebook, heading up the company’s AI research and applied AI teams. Jerome has been working in AI for the past 25 years, including as CEO of BenevolentTech, the technology division of BenevolentAI, a British technology company using AI to accelerate scientific discovery. Prior to that role Jerome was VP at IBM Watson, where he led the creation and development of the IBM Watson Platform. Jerome joined IBM after its acquisition of Vivisimo, a tech firm specializing in text mining and enterprise search engines, which he co-founded in 2000.

When & Where

Monday, September 30, 2019
5:00 pm – 8:00 pm ET

Bloomberg L.P.
731 Lexington Avenue
7MPR room
New York, NY 10022