A joint Chicago Chapter ACM / Loyola University Computer Science Department meeting

Financial Analytics: Building a Laptop Laboratory for Data Science

Speaker: Dr. Mark Bennett

Wednesday, April 13, 2016

5:45 pm (Social Hour, light refreshments)
6:30 pm Presentation

Loyola University Water Tower Campus (Chicago/Michigan Area)
111 E. Pearson Street, Chicago IL 60611
Beane Ballroom (13th Floor, Lewis Towers) Campus map

Admission: Free, General Admission, open to the public

Are you innately curious about the dynamically inter-operating financial markets?

Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events.

By providing a resource for training students and professionals in basic and sophisticated analytics, this project meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems. It depicts a systematic way of developing analytical programs for finance in the statistical language R for data science students and professionals. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management.

Dirk Hugen and Mark Bennett help profit-seeking investors and analytics students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction and derivative securities.

Dr. Mark Bennett is a senior data scientist with a global investment bank and a lecturer in the University of Chicago's Master's program in analytics. He has held positions at Argonne National Laboratory, Unisys Corporation, AT&T Bell Laboratories, Northrop Grumman, XR Trading Securities and Transcend Investments. He holds a BS with distinction from the University of Iowa, an MS from the University of Southern California, and a Ph.D. from UCLA all in Computer Science.

While there will be light refreshments available, feel free to "brown bag" it and bring in food from the outside to eat during the social hour.

Reservations:Click here to Reserve for Wednesday, April 13
or send an e-mail to greg@neumarke.net

Chicago Chapter of the ACM


Planned Meeting Dates

Speaker: Dr. Mark Bennett

Tom Basso
Intellectual Property

Maria Patterson
Data Subject TBD