Programme

Programme

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Hiroyasu Hirayama

CEO

P05 technologies, Inc.

Hiroyasu Hirayama, CEO, P05 Technologies, Inc.

Hiroyasu works as a CEO for P05 Technologies, Inc. After having worked as head of FX at Deutsche Bank, BNP Paribas, RBS and RBC., he set up Subak Technologies Inc., where he developed credit scoring models based on machine learning algorithms.

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Daigo Honda

group manager

Linea Co., Ltd

Daigo Honda is the manager of the Mathematical Engineering Group in Linea Co., Ltd., where he has been responsible for the products utilizing financial engineering and machine learning. Since he joined the company in 2014, he developed and managed solutions in the following fields: pricing and risk measurement of derivatives and structured products, credit risk modeling utilizing machine learning, behavioral option modeling of core deposits and loan prepayment, etc. He holds a Ph.D. in Theoretical Physics from the University of Tokyo.

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Fumio Ishizaki

chief researcher

AI Finance Application Research Institute

Fumio Ishizaki is the Chief Researcher for AI Finance Application Research Institute. He worked at universities for more than twenty years. He has published papers in the area of applied probability, communication networks and so on. He received Dr. Eng. from Kyoto University.

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Shunsuke Ohkoda

chief engineer

Linea Co., Ltd.

Shunsuke Ohkoda is the Chief Engineer for Linea. Co., Ltd. He has engaged in application development using financial engineering, and AI projects in finance since he joined the company in 2015. Recently he has been responsible for research and development of earnings forecast modeling and economic network analysis with machine learning and AI.

He holds a Doctor’s Degree in theoretical physics from the University of Osaka.

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Yutaka Sakurai

director-general

AI Finance Application Research Institute

Yutaka Sakurai is data science and AI expert with a strong background in Financial theory and practice. After more than twenty years' experience of fund manager, trader and quant in Bank of Tokyo-Mitsubishi and Sony Bank, he became a managing director of Research and Pricing Technology Inc.  in 2010. He started AI Finance Application Research Institute in 2017. He published a number of books on Finance and AI.

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Makoto Shibata

Head of FINOLAB, Chief Community Officer

FINOLAB

Mr. Shibata is currently in charge of FINOLAB community operation. In his former position at The Bank of Tokyo-Mitsubishi UFJ, he was leading R&D initiatives in emerging technology and online/mobile financial service. He also held positions in corporate planning, accounting, corporate finance and retail customer services at the bank. He is one of the founders of FINOVATORS and Executive Fellow at Japan Digital Design. He holds a Bachelor of Economics from University of Tokyo and a Master of Science in Development Economics from University of Oxford.

Programme

Day 1 - Wednesday, 4 September 2019

09:00

Registration

09:15

Opening Remarks 

Makoto Shibata, head of FINOLAB, chief community officer

09:25

Machine Learning Basics

  • What is Machine Learning?
  • A Brief History of Machine Learning
  • How do Machines learn?
  • Classification and prediction
  • Supervised learning
  • Unsupervised learning
  • Reinforcement learning
  • Deep learning

Yutaka Sakurai, director-general, AI Finance Application Research Institute

10:55

Morning Break

11:15

Machine Learning in Finance

  • What are the potential applications of Machine Learning in Financial industry?
  • What kind of algorithm is applicable?
  • What AI can and can’t do right now
  • Machine Learning Projects
  • Design Your Application Correctly
  • Choose appropriate machine learning algorithm
  • Other key issues

Yutaka Sakurai, director-general, AI Finance Application Research Institute

12:45

Lunch

13:45

Machine Learning for Credit Scoring Model

  • Introduction: How can we apply machine learning models to credit scoring?
  • Comparison of machine Learning models to be applied to credit scoring
  • Evaluation methods for model selection
  • Techniques for data pre-processing and accuracy improvement
  • Case Studies
  • Future of credit scoring models based on machine learning

Hiroyasu Hirayama, CEO, P05 technologies, Inc.

15:15

Afternoon Break

15:30

Machine Learning in Financial Trading: Theory and Applications

  • Scientific approach in trading
  • Machine learning in trading
  • Hard problems in trading
  • Trading system development
  • Portfolio theory in trading
  • Backtesting and optimization

Fumio Ishizaki, chief researcher, AI Finance Application Research Institute

17:00

End of Day 1

Day 2 -  Thursday, 5 September 2019

09:00

Registration

09:15

Introduction on AI Drivers and Applications (Python)

  • Roadmap for building machine learning systems
  • Data preprocessing
  • Classifiers
  • Regression analysis
  • Clustering analysis
  • Ensemble learning
  • Deep learning

Fumio Ishizaki, chief researcher, AI Finance Application Research Institute

10:45

Morning Break

11:15

On the Utilization of Big Data from Deposit Account Transactions

  • Some examples of the utilization
  • Characters and cautionary points of the transaction data
  • Preprocessing and feature extraction for the transaction data
  • Models and tuning methods in practice
  • Interpretation of model prediction
  • Graph analysis for the transaction data

Daigo Honda, group manager, Linea Co., Ltd.
Shunsuke Ohkoda, chief engineer, Linea Co., Ltd.

12:45

Lunch

13:45

Model Evaluation and Hyperparameter Tuning

  • Workflows with pipeline
  • Cross-validation
  • Learning and validation curves
  • Confusion matrix and performance evaluation metrics
  • ROC (Receiver Operating Characteristic) curves
  • Hyperparameter tuning

Fumio Ishizaki, chief researcher, AI Finance Application Research Institute

15:15

Afternoon Break

15:30

Natural Language Processing (NLP)

  • ML for Natural Language Processing (NLP)
  • What can you do with it
  • Pre-processing Data
  • Tokenization
  • Vectorizing and embedding
  • Text classification with an RNN
  • Chat Bot

Yutaka Sakurai, director-general, AI Finance Application Research Institute

17:00

End of Day 2