Research Seminar, FinTech

 

The FinTech research seminar is divided into three main series:

CRYPTOFINANCE

The PARIS CRYPTOFINANCE SEMINAR is a monthly meeting point for Cryptofinance Research taking advantage of the Paris diversity and critical mass of researchers in Mathematics, Cryptography, Computer science, Economics, Banking and Finance in general. It is sponsored by research institutions CNRS, Labex Réfi, Labex MME-DII, Institut Henri Poincaré, and academic institutions, Université Paris 1, Paris 7 and Pôle De Vinci. It is an international seminar with the aim of bringing to Paris the world top research in the new subject of Cryptofinance, cryptodurrencies, Blockchain and Bitcoin.

Organizers : Cyril Grunspan (ESILV), Dominique Guégan, University of Paris 1 (Bio & CV) and Ricardo Maroc-Pérez (CNRS)

Agenda Spring 2017
Date Room Speaker Link to personal web page Affiliated Institution of Guest Speaker Topic/title of the paper
June 8 Georg Fuchsbauer CV & Bio INRIA, ENS Strong anonymity in cryptocurrencies
April 27 Fabrice Drouin CV & Bio ACINQ
A BITCOIN TECHNOLOGY COMPANY
The Lightning Network
May 23 MSE
Salle B3-1
Jean-Paul Delahaye CV & Bio Université Lille 1 Monnaies cryptographiques et complexité

BIG DATA

The Fintech and Financial Regulation group within the LabEx ReFi organizes regular seminars entitled « BIG DATA: ISSUE-STRATEGY-REGULATION » led by  D. GUEGAN (Emeritus Ptrofessor P1) and B. HASSANI (Associate Researcher P1). Three speakers coming from the academic, the regulatory and the industry will have the opportunity to present their views, then a final round table between participants and speakers will take place in order to stimulate and generate discussion around the subject. This seminar is dedicated to researchers, PhD students and financial institutions practitioners, fintechs and regulatory institutions.

Organizers: Dominique Guégan, University of Paris 1 (Bio & CV) and B. HASSANI, Associate Researcher, University of Paris 1

Agenda Spring 2017
Year Date Room Speaker Link to personal web page Affiliated Institution of Guest Speaker Topic/title of the paper
2017 May 11, 2017 ESCP Amphi Dalsace Bart Baesens Université Catholique de Louvain, Belgique Credit Risk Analytics: State of the Art
2017 May 11, 2017 ESCP Amphi Dalsace Sergio Gorjón Banco de Espana, Madrid, Spain Fintech as a regulatory challenge
2017 May 11, 2017 ESCP Amphi Dalsace Alexis Renaudin Aon, London, UK People Analytics – how big data techniques can be applied to the HR industry
2017 March 9, 2017 MSE
6th Floor
Dr. Chakraborty Chiranjit   Data scientist – Bank of England, London, UK « Financial innovation and FinTech disruption: Big data in regulation »
2017 March 9, 2017 MSE
6th Floor
Pr. Dr Tomaso Aste   Professor of Complexity Science, UCL Computer Science, London, UK Blockchain for algorithmic regulation and compliance
2017 March 9, 2017 MSE
6th Floor
Dr. Bibi Ndiaye   BPCE, Paris Added value of machine learning in financial institution: an application in risk and compliance

HIGH FREQUENCY TRADING

The « High-Frequency Trading: Modelling and Regulatory Issues » seminar is a monthly seminar created and organized by Pr. Roland Gillet (Paris 1), Pr. Olivier Guéant (Paris 1), and Pr. Dominique Guégan (Paris 1). The objective of the seminar is to introduce and develop discussions about high-frequency trading. We are interested in promoting discussions between researchers and practitioners, and about banking regulation and supervision. An important part will be dedicated to modeling and technical issues. This seminar is dedicated to junior and senior researchers, practitioners from banks and other financial institutions, as well as regulators.

Organizers: Pr. Roland Gillet University of Paris 1 (Bio & CV),and Pr. Dominique Guégan, University of Paris 1 (Bio & CV)

Agenda Spring 2017
Year Date Room Speaker Link to personal web page Affiliated Institution of Guest Speaker Topic/title of the paper Link to Paper
2017 June 15 MSE 115 Dr.Viktor Manahov CV & Bio The University of York, UK Front-Running Scalping Strategies and Market Manipulation. Why Does High-Frequency Trading Need Stricter Regulation? na
2017 March 23 MSE 115 Alvaro Cartea CV & Bio Oxford University (Oxford-Man) Trading Foreign Exchange Triplets na
2017 March 2 MSE 116 Charles-Albert Lehalle CV & Bio CFM and Imperial College 1) A quantitative perspective on high-frequency trading 2) Mean Field Game of Controls and An Application To Trade Crowding Paper

 

 

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