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Join the Center for Digital Finance and Technologies for a workshop with Charles-Albert Lehalle, Visiting Professor at Imperial College, London, and Fellow of Institute Louis Bachelier, Paris.
The workshop will take place over the course of three days, June 11-13th, 2024. Each day will consist of a lecture in the morning and a brainstorming session in the afternoon. You can sign up for all sessions at once or pick which days you would like to attend. All events will be held in Mudd 303 (500 W 120th Street).
SESSIONS:
June 11: Machine Learning and Data Sciences for Financial Market
June 12: Reinforcement Learning in Financial Markets: From General Considerations to Market Microstructure.
June 13: Using Alternative Data for Financial Decisions
The full agenda and details of each session are detailed below.
There will be a $5 ticket charge for each session.
Charles-Albert Lehalle, Visiting Professor at Imperial College, London and Fellow of Institute Louis Bachelier, Paris.
Charles-Albert Lehalle, visiting Professor at Imperial College London, has been Global Head, Quantitative Research & Development, at ADIA during the last three years. He started his career managing AI projects at the Renault research center and moved to the financial industry with the emergence of automated trading in 2005. He was Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure at Crédit Agricole Corporate Investment Bank, before joining to Capital Fund Management (CFM) for 7 years.
On the academic side, Pr. Lehalle received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and has published more than eighty academic papers and book chapters. He co-authored the books "Market Microstructure in Practice" (World Scientific Publisher, 2nd edition 2018), analyzing the main features of modern markets; and "Financial Markets in Practice" (World Scientific Publisher 2022), explaining how the connected network of intermediaries that makes the financial system is shaping prices formation; he co-edited with Pr Agostino Capponi the book "Machine Learning and Data Sciences for Financial Markets A Guide to Contemporary Practices" (Cambridge University Press, 2023).
Pr. Lehalle is also a member of the Scientific Directory of the Louis Bachelier Institute, Lecturer at UC Berkeley and Paris 6 Sorbonne Université and Ecole Polytechnique "Probability and Finance" Master.
