Frankfurt Summit on Network Analysis

26 October 2017
Frankfurt

Agenda

Thursday, 26 October 2017


The event takes place from 9.30 to 17.30.

9:30 Welcome

Prof. Dr Volker Brühl, Center for Financial Studies, Goethe University Frankfurt
Andreas Metzen, Uhlenbruch, Bad Soden am Taunus

10:00 Network Analysis – Foundations and Applications

Social, organizational and ultimately "meta network analysis". Where do we come from and where are we heading? What's the role of network analysis as well as visualization in transactions, finance and investment. How does network analysis relate to BigData, Ecosystem Intelligence and e.g. Artificial Intelligence?

Moderator: Dr Thomas Funke, TechQuartier, Frankfurt am Main

Prof. Dr Volker Brühl, Center for Financial Studies, Goethe University Frankfurt
Dr Jochen Papenbrock, Firamis, Oberursel
Dr Murat Ünal, SONEAN GmbH and Funds@Work AG, Kronberg im Taunus

10:45 What kind of services and technologies are currently offered and how do they help in identifying opportunities and risks for organizations?

  • Network analysis aims to connect data in a new way and provides organizations unique perspectives
  • While some players provide the technological basis to store and visualize data, others offer analytical tools to look at data from a different view
  • Again others offer dynamic and unique intelligence based on network analysis covering the whole ecosystem in which companies operate
  • The panel will provide insights into the diverse business models and show how network analysis can add value to corporate decision makers, investors, and financial services companies alike

Moderator: Dr Murat Ünal, SONEAN GmbH and Funds@Work AG, Kronberg im Taunus

Alessandro Comai, Miniera, Barcelona
Frank Ferro, Trivadis, Glattbrugg
Jeppe Vilstrup Hansgaard, Innovisor, Copenhagen
Tilo Walter, kantwert GmbH, Hofheim am Taunus

11:30 Networking break and refreshments

12:00 Risk Management in the Big Data and Artificial Intelligence Context - Introduction into graph databases and their real life applications

  • Masses of structured and unstructured data is available which can be used to manage risks in banks and insurance companies
  • Typical RiskTech and RegTech applications would be Fraud Detection, Management of Risk Concentrations, Early Warning, Stress Testing, Scenario Analysis, AML, KYC, and Compliance
  • A key in risk analysis is looking at the connections in big data. This network information reveals hidden trends, patterns and risk in the data. Huge graph data bases and visualisation engines help to process that network data masses
  • Agile and digital business models evolve from network analysis

Moderator: Dr Oliver Maspfuhl, Commerzbank AG, Frankfurt am Main

Giuseppe Francavilla, Cambridge Intelligence, Cambridge
Alastair Houston,
NVIDIA, London
Darko Krizic,
PRODYNA AG, Eschborn
Dr Peter Sarlin,
Hanken School of Economics, Helsinki & Almax Analytics, London
Kimmo Soramäki,
Financial Network Analytics (FNA), London

12:45 Lunch sponsored by MEGWARE and NVIDIA

14:00 Correlation Networks and related Machine Learning as new toolkit in Asset & Wealth Management

  • More then 20 years ago the first pioneers explored Graph Theory and Machine Learning for portfolio construction, asset allocation and market risk management
  • Hundreds of researchers and practitioners are active in this field today and their approaches are currently propagated into the industry worldwide. Correlation Networks are becoming a new trend
  • The panel includes some of the most prominent practitioners and experts in this field. The practical utilisation of correlation networks will be discussed as well as resulting digital asset management and robo advisory models

Moderator: Dr Jochen Papenbrock, Firamis, Oberursel
Co-Moderator: Stefan Roßbach, TME, Frankfurt am Main

Dr Eduard Baitinger, FERI Trust GmbH, Bad Homburg v. d. Höhe
Thomas Raffinot,
Millesime Investment Solutions, Paris
Prof. Dr Peter Schwendner,
Zurich University of Applied Sciences, Winterthur

14:45 Keynote Speech: Network Analysis in frontier Markets

The 10 fastest-growing economies in the world today fall under the Emerging Markets banner. Once one strips out China and India, the remaining eight fastest-growers are actually Frontier Markets. The economic and demographic reasons why we see that trend of fast growth likely to continue:

  • Low median population age.
  • Increasing urbanization.
  • Low but growing per-capita income.

In order to be successful in these high-risk, high-reward ecosystems, investors and businesses need to deftly manage personalities and political risk.
This presentation will demonstrate how some of the same network analysis techniques used by most elite counterterrorism forces in the world can be leveraged to successfully address these risks and challenges.

Dan Evans, Network Science Center, United States Military Academy, West Point and Storm King Analytics, Cornwall on Hudson, New York

15:30 Networking break and refreshments

16:00 p2p platforms and innovations in credit scoring analytics

Moderator: Prof. Paolo Giudici, University of Pavia

Dr Tim Thabe, creditshelf, Frankfurt am Main

16:45 Closing remarks

Prof. Dr Volker Brühl, Center for Financial Studies, Goethe University Frankfurt
Andreas Metzen, Uhlenbruch, Bad Soden am Taunus

17:00 Get together