This conference will bring together faculty and industry experts in the various fields of financial engineering and quantitative finance. There will be interactive discussions and opportunities to learn from each other with ample time to network. The aim is to promote the exchange of ideas, and experiences among academics, professionals and students.
Event Details
Date: Friday, November 15, 2019
Time: 8:00 a.m. - 5:00 p.m.
Location: Wood Dining Room, Iacocca Conference Center
Agenda
8:00 - 9:00 AM - Breakfast
Introduction by Dean Georgette Phillips
9:00 - 11:30 AM - Panel Discussions
- Deep Learning Application in Finance
- Parallelization and Data Management
- Data Analysis in Securities Enforcement
11:30 AM - 12:30 PM - Lunch
Presentation by Kathleen Hanley: How regulation and technology are sometimes misaligned in both directions
12:30 - 3:45 PM - Panel Discussions
- Impact of Technology on Hiring in the Financial Industry
- Impossibility and Possibility Results in Distributed Computing
- Blockchain: Potential Disruptor of Finance and Payments
- Data Science vs. Data Engineering
3:45 PM - Closing Remarks
4:00 - 5:00 PM - Cocktail Reception
For a more detailed agenda, topics and panelists, click here
About the Panelists
Dr. Troy Adair
Dr. Adair received his BS degree in computers/information science from the University of Alabama at Birmingham, his MBA from the University of North Dakota, and his PhD in business from Indiana University. Prior to joining Lehigh University, his previous positions included managing research computing infrastructure and support services for Harvard Business School; acting as a senior business intelligence consultant in the financial services industry to HSBC, JP Morgan Chase, and the United Services Automobile Association (USAA); serving as the banking/risk management professor for the Ross School of Business at the University of Michigan; and overseeing a variety of academic functions as the Associate Provost/Associate Vice President for Institutional Effectiveness at Berkeley College.
Dr. Adair is a vocal advocate for the use of technology to enhance business processes, and is the author of numerous textbooks leveraging technology in the business decision-making processes, including Finance: Applications & Theory (5th ed, McGraw-Hill), Corporate Finance Demystified (2nd edition, McGraw-Hill), Business Analytics (forthcoming, John Wiley and Sons, Inc.), and Investments (forthcoming, Cengage Learning).
Jeffrey Anthony
Jeffrey Anthony is a Co-Founding Partner of Synaptic Consulting and serves as CTO and Technology Practice Leader.Prior to co-founding Synaptic, he served as Global Vice President of Engineering at the M+M Mars’ cash and cashless payment systems division (then called) MEI, and, before that, headed technology in the Americas for the German Smart Card manufacturer ORGA Kartensysteme GmbH (now part of the French Sagem family of companies). He has also taught Lehigh University’s Computer Science and Business (CSB) program’s Capstone Course for over a decade.Jeffrey is actively engaged in developing and advancing Project Management and Product Cost Reduction methodologies, FinTech such as Blockchain / Cryptocurrencies, and a wide variety of Business Intelligence technologies.
Frank Van Gansbeke
Frank acquired more than 30 years of global Senior Executive experience within the Corporate Finance and Capital Markets at Fortis and BNPP. Frank has an M.B.A. from Catholic University of Leuven (Belgium), is a CFA charter holder and obtained certifications at MIT in FinTech and at Oxford Said Business School in Impact Investing & Private Equity.
At Middlebury College (US), Frank is a Professor of the Practice, where he teaches “Capital Markets”, “Introduction to Corporate Finance” and “Investment Management”. He also mentors at Middcore, its West Coast entrepreneurial immersion program. In 2019, Frank was the recipient of the MC Student Advisor Award.
Frank is founder and managing partner of Goose Creek Ventures, LLC, advising and angel investing in global, early stage companies evolving on the nexus of Sustainable development and FinTech. Within this capacity, Frank is a board member of several companies with a global footprint and mentors at the NY Techstars Blockchain accelerator.
Denis Halvadzhiev
Denis is a graduated from the MSFE program in 2017 and is a Hedge Fund Quant at JPMorgan Chase since then. I am part of a specialized group within Credit Risk that performs quantitative risk analyses on multi asset class portfolios including futures, swaps and options, analyzes trading strategies, develops statistical models and performs portfolio simulations. Denis holds the FRM and CFA designations.
Dr. Kathleen Hanley
Kathleen Weiss Hanley is the Bolton-Perella Endowed Chair in Finance and is the Director of the Center for Financial Services. She was the Deputy Chief Economist of the Securities and Exchange Commission and the Deputy Director in the Division of Economic and Risk Analysis where she oversaw the integration of economic analysis into policy and rulemaking across a broad range of topics in financial economics including the implementation of the Dodd-Frank Wall Street Reform and Consumer Protection Act and the Jumpstart Our Business Startups Act.Harsh Jain
Harsh Jain
Harsh is a master’s student at Lehigh University pursuing his majors in Industrial & Systems Engineering along with the certificate program in Data Science & Financial Analytics. Harsh has been working as a Supply Chain Analyst at B.Braun Medical and have interests in the field of Cloud computing, Predictive Analytics, and Applied Machine Learning.
Dr. Juha E. Korpela
Juha.Korpela@ecofinsys.com
Before founding EcoFinSys LLC and joining TechPar Group LLC and Toptal LLC he was Senior Director, the Head of Enterprise Risk Systems and ALM Quantitative Analytics at Transamerica. At Credit Suisse he was the Head of CCAR Traded Credit Methodology and Reporting. At Bank of America he was Quantitative Research Executive at Enterprise Capital Management. At American International Group he was Managing Director, the Head of Scenarios. Dr. Korpela has extensive experience in quantitative analytics, derivatives pricing, data, software engineering and the regulatory domain. He has also worked at Linden Advisors, Goldman Sachs, Citadel Investment Group, Merrill Lynch, Lehman Brothers and Salomon Smith Barney in various front office trading desk roles.
Dr. Korpela has Ph.D. in Financial Economics from Carnegie Mellon University, M.B.A. in Finance from Tepper School of Business at Carnegie Mellon University, M.Sc. in Finance from Helsinki School of Economics and M.Sc. in Physics from Helsinki University of Technology.
Dr. Hank Korth
Henry F. (Hank) Korth is a Professor of Computer Science and Engineering and co-director of the Computer Science and Business program at Lehigh University. He is a member of the Scalable Software Systems Research Group. Prior to joining Lehigh, he was director of Database Principles Research at Bell Labs, a vice president of Panasonic Technologies, an associate professor at the University of Texas at Austin, and a research staff member at IBM Research. Korth is a fellow of the ACM and of the IEEE and a winner of the 10-Year Award at the VLDB Conference. He received the Bell Labs President's Silver Award for the QTM™ aggregation engine and for the DataBlitz™ main-memory storage manager. His numerous research publications span a wide range of aspects of database systems, including transaction management in parallel and distributed systems, real-time systems, query processing, and the influence on these areas by modern computing architectures. Most recently, his research has addressed issues in the application of blockchain systems in enterprise databases.
Michael Liebman ’88
Michael Liebman is the Director of Business Intelligence for Bloomberg LP. Mike graduated from Lehigh with a degree in Computer Science, Psychology, English, and received his Master's from Drexel University with a concentration in Data Architecture. He has an extensive background in data architecture, design, and implementation, and has worked with multiple organizations and various start-ups to develop highly scalable and extensible solutions for capturing and analyzing data across numerous industries. He is also the founder of 3 technology start-ups.
Dr. Aziz Lookman
Dr Lookman is the Chief Analytics Officer atRationalAI.co (Transparent AI-based risk management solutions). Previously he was the Chief Risk Officer at Amazon Lending
Dr. Hector Munoz
Dr. Muñoz-Avila is a professor of Computer Science and Engineering and ofCognitive Science at Lehigh University. He is co-director of the Institute forData, Intelligent Systems, and Computation (I-DISC) Dr. Muñoz-Avila is recipient of a National Science Foundation (NSF) CAREERand paper awards and held a Lehigh Class of 1961 Professorship. He has been chair for various international scientific meetings including the Sixth International Conference on Case-Based Reasoning (ICCBR-05) and the twenty-fifth Innovative Applications of AI Conference (IAAI-13). Dr. Muñoz-Avila served as a program director forRobust Intelligence at the National Science Foundation (NSF), where he managed the AI and ML portfolios and co-spearheaded efforts related to self-monitoring systems. He is/has been funded by the Office of Naval Research (ONR), the National Science Foundation (NSF), the Defense Advanced Research Projects Agency (DARPA), the Naval Research Laboratory (NRL) and the Air Force Research Laboratory (AFRL).
Dr. Roberto Palmieri
Roberto Palmieri is an Assistant Professor in the Computer Science and Engineering Department at Lehigh University where he co-leads the SSS - Scalable Systems Software Research Group with Prof. Michael Spear. Previously, he was Research Assistant Professor at Virginia Tech. Palmieri's research interests focus on different aspects of concurrency, synchronization, data structures, distributed computing, and distributed systems, spanning from theory to practice. He is passionate about designing and implementing synchronization protocols optimized for a wide range of deployments, from multicore architectures to cluster-scale and geo-distributed infrastructures. Software and Hardware Transactional Memory technology is one of his preferred areas of research.
John Savage '86
John Savage is the Vice President of Data Science for Medidata Solutions focused on clinical trial process improvement and analytics. He has 30+ years analytics experience and started and lead large scale data science and data engineering teams at both AIG and Medidata Solutions, resulting in 4 patents and several industry awards. John holds a BS in Computer Engineering from Lehigh University, an MS Computer Engineering from Boston University, and an MBA from Babson College with a concentration in Finance.
Dr. Daniel Scansaroli '05, '06G, '09G, '11PhD
Dr. Scansaroli is the Head of Portfolio Construction & Modeling and a Managing Portfolio Strategist at BlueMountain Capital responsible for leading multi-asset portfolio construction, modeling, and fund risk management.Previously, Dan was Head of Quantitative Research & Strategy in the J.P. Morgan Wealth Management Chief Investment Office. This team was responsible for managing discretionary portfolios, researching/developing quantitative strategies to execute risk efficient portfolios.
Dr. Neal Snow
Neal M. Snow worked at Deloitte in Houston, and Goldman Sachs and Co. in New York, London and Salt Lake City. His research interests include behavioral accounting, social media, communication channels, crowdfunding, content analysis, XBRL, and design science. He has several working papers under review. His research has been featured in IR Magazine and the Yale School of Management website. He was also part of the inter-departmental team that was awarded a $25,000 PwC INQuires Grant to develop a data analytics course at Lehigh University.
Stephen Strombelline
Stephen Strombelline is managing director at Capital Forensics, Inc. (Chicago). Steve has more than 35 years of compliance and regulatory experience, along with enterprise risk management credentials within the securities and banking industries. Most recently, he was Head of Corporate Compliance for Charles Schwab and Chief Compliance Officer in the US for Barclays Capital and BNP ParibasDr.
Dr. Rebecca Wang
Dr. Rebecca Wang is an Assistant Professor in the Department of Marketing within the College of Business at Lehigh. A combination of her interests in marketing, data science, and technologies, Rebecca’s research focuses on digital and mobile channels, social media, and data-driven marketing. By collaborating with industry partners and analyzing large datasets, she uses causal inference and statistical methods to answer questions related to omni-channel strategies and direct marketing. Her academic publications include articles in Journal of Consumer Research, Journal of Retailing, Journal of Interactive Marketing (Best Paper of the Year), among others. Her work has been featured in numerous media outlets such as Kellogg Insight and Sidecar Discover. Prior to her doctoral studies at Northwestern University, she worked as a strategy consultant at Monitor Group and later a data engineer for a software-as-a-service company.
Dr. David Zhang
Dawei (David) Zhang is an Assistant Professor of Management in the College of Business and Economics, Lehigh University. David received his Ph.D. in Management Information Systems from The University of Calgary, Canada, and has a background in both economics and technology. Dr.
Zhang’s current research interests include business value of IT, IT productivity, and healthcare informatics. He has published articles in top business journals such asInformation Systems Researchand Journal of Operations Management
Sponsor Links
Perella Department of Finance
Center for Financial Services
Institute for Data, Intelligent Systems, and Computation (I-DISC)