Bringing Data Science to Finance
Jun 19-21 2016
Dubrovnik, Croatia
Financial Data Science is a new conference on the intersection between data science and finance.
We are excited to announce the second international Financial Data Science Association Conference, to be held June 19-21st in Dubrovnik, Croatia. As more and more sectors turn towards data to enhance their efficiency and decision-making, we are asking the question: “What will be the biggest sources of data-driven change and disruption in the finance industry over the next 5-10 years?"

FDSA Dubrovnik 2016 aims to bring together thought leaders and actors from across the globe, industry, and academia, to present, debate, and construct a common vision for the integration of judicious data science into the investment and risk management process. We want to see how data is transforming finance today, and what it could do tomorrow as companies compete to innovate, and make use of their data resources to maximum advantage. Our previous event in Zurich can be seen here.

Participants are welcome to submit a paper at this event Please follow the Call for Papers

Submissions should be made through the EasyChair conference website.

Conference registration is $150, students are entitled to a discounted rate of $50. After sign up (within 72 hours) you will receive an email explaining the registration procedure, accommodations, and important details.
Organizing Committee
Alexander Bassen
University of Hamburg
Damian Borth
German Research Center for Artificial Intelligence (DFKI)
Marko Grobelnik
Jozef Stefan Institute
James Hodson
AI for Good Foundation
Andreas Hoepner
ICMA Center, Henley Business School
Keynote Speaker
Colin Melvin
Anastassia Fedyk
  • Sunday 19th
  • 14:00 :: Meet at CAAS, opening remarks
  • 15:00 :: Talk: "The Market Portfolio Given Cross-Sectional Wealth and Risk Aversion", Cherry Muijsson, Blackrock/University of Cambridge
  • 15:40 :: Talk: "Data Challenges in Calculating a Novel Unrealised Capital Gain/Loss Indicator", Chris Godfrey, Henley Business School
  • 16:10 :: Coffee Break
  • 16:30 :: Keynote :: "Asset Pricing by Relationships and further thoughts", Colin Melvin, Hermes Investment Management
  • 17:15 :: Launch :: "The ReFine Principles of Financial Data Science"
  • 17:45 :: End of Sunday conference programming
  • 18:00 :: Conference Excursion :: Walking Tour of Dubrovnik and City Walls
  • 20:00 :: Conference Dinner

  • Monday 20th
  • 9:00 :: Registration
  • 9:45 :: Welcome, overview of the day
  • 10:00 :: Talk: "Corporate Legal Responsibility and Stock Returns", Rupini Rajagopalan, University of Reading
  • 10:30 :: Talk: "Fixed income asset pricing from a financial data science perspective", Andreas Hoepner, Sociovestix Labs/ICMA Center
  • 11:00 :: Panel: "Machine Learning, Econometrics, Applied Statistics, Big Data, et al."
  • 11:45 :: Coffee Break
  • 12:00 :: Keynote :: "Information Propagation in Financial Markets", Anastassia Fedyk, Harvard Business School
  • 12:45 :: Lunch
  • 14:30 :: Talk: "The Role of Simulations in Financial Markets" and Group Workshop, Aleksandra Laska, Improbable
  • 15:30 :: Panel: "Deep Data Delivery Standards: What's Next?"
  • 16:15 :: Demo Session: Event Registry, Marko Grobelnik
  • 16:45 :: Talk: "R&D Management by Loss Seasoned Equity Offerings", Tatiana Fedyk, University of San Francisco
  • 17:15 :: Conference closing remarks
Inter-University Centre Dubrovnik
Ul. don Frana Bulića 4
20000 Dubrovnik
For accommodation please refer to the following information:
PRICE LIST - CAAS Residence 2016
PRICE LIST - CAAS Appartments 2016

Safra J. Sarasin
AI4Good Investment Innovation Benchmark