Workshop – DeepFinance

Open Workshop “AI for Financial Portfolio Management”

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The workshop “AI for Financial Portfolio Management” will be held virtually on Friday June 30, 2023. The goal is to bring together innovative academics and industrial experts in the fields of artificial intelligence and finances to a common forum.

Important Days

Date	Time	Web Location
Friday, 30 June	09:00-13.30 EEST	https://authgr.zoom.us/j/97307169849

Who can attend?

Everyone, it is for free. After the end of the workshop, attendees will be provided with a certificate of attendance.

Registration

The registration for your participation in the workshop is free of charge. Please, click the following button and complete the registration form:

The information submitted will be used only to help organizing the event and will be deleted when the event is completed.

Schedule

Time (EEST)	Title	Presenter
09:00	DeepFinance Project	Prof. Anastasios Tefas, AUTH
09:10	Introduction to Financial Time-series and Recent Advances in Supervised Learning for Financial Trading	Dr Paraskevi Nousi, AUTH
09:45	Introduction to Deep Reinforcement Learning and Recent Advances for Financial Trading	Dr Nikolaos Passalis, AUTH
10:30	Automated Management of Financial Portfolios	Konstantinos Kechagias, SpeedLab AG
11:00	Coffee Break
11:30	Training Intelligent Portfolio Management Agents using Reinforcement Learning	Stergios Chairistanidis, SpeedLab AG
12:00	Bayesian learning for limit-order book price prediction	Dr Martin Magris and Prof. Alexandros Iosifidis, Aarhus University
12:30	Variational Bayes for volatility modelling	Dr Martin Magris, Aarhus University
13:00	Extracting and Leveraging Sentiment Data from Online Sources in Deep Reinforcement Learning Agents for Portfolio Management	Loukia Avramelou, AUTH
13:15	Training Deep Reinforcement Learning Agents for Portfolio Management with a Sharpe ratio based Reward	George Rodinos, AUTH

Speakers

Tefas Anastasios

Anastasios Tefas received the B.Sc. in informatics in 1997 and the Ph.D. degree in informatics in 2002, both from the Aristotle University of Thessaloniki, Greece. Since 2017 he has been an Associate Professor at the Department of Informatics, Aristotle University of Thessaloniki. From 2008 to 2017, he was a Lecturer, Assistant Professor at the same University. From 2006 to 2008, he was an Assistant Professor at the Department of Information Management, Technological Institute of Kavala. From 2003 to 2004, he was a temporary lecturer in the Department of Informatics, University of Thessaloniki. From 1997 to 2002, he was a researcher and teaching assistant in the Department of Informatics, University of Thessaloniki. Dr. Tefas participated in 20 research projects financed by national and European funds. He is the Coordinator of the H2020 project OpenDR, “Open Deep Learning Toolkit for Robotics”. He is Area Editor in Signal Processing: Image Communications journal. He has co-authored 130 journal papers, 239 papers in international conferences and contributed 8 chapters to edited books in his area of expertise. Over 6500 citations have been recorded to his publications and his H-index is 40 according to Google scholar. His current research interests include computational intelligence, deep learning, pattern recognition, statistical machine learning, digital signal and image analysis and retrieval and computer vision.

Paraskevi Nousi

Paraskevi Nousi obtained her B.Sc. and Ph.D. degree in Informatics from the Aristotle University of Thessaloniki in 2014 and 2021 respectively. She is currently a post-doctoral researcher in the Artificial Intelligence and Information Analysis Laboratory in the Department of Informatics at the Aristotle University of Thessaloniki. Her research interests include deep learning for computer vision, robotics, timeseries forecasting and gravitational waves analysis.

Nikolaos Passalis

Nikolaos Passalis received the B.Sc. degree in informatics, the M.Sc. degree in information systems, and the Ph.D. degree in informatics from the Aristotle University of Thessaloniki, Thessaloniki, Greece, in 2013, 2015, and 2018, respectively. Since 2019, he has been a post-doctoral researcher with the Aristotle University of Thessaloniki, while from 2018 to 2019 he also conducted post-doctoral research at the Faculty of Information Sciences, Tampere University, Finland. He has (co)authored more than 30 journal articles and 45 conference papers. His research interests include deep learning, information retrieval, time-series analysis and computational intelligence.

Konstantinos Kechagias

Konstantinos Kechagias is a senior electronic engineer with a solid academic background, commercial experience, and systematic continuous professional development. Currently he is working in the field of Deep Learning software for finance and trading. A former Colonel of Hellenic (Greek) Air Force, with job experience in a wide spectrum of contexts and job positions, ranging from technical services delivery and project management up to research, strategic planning, and leadership of multinational teams. Distinguished for technical innovation, organizational excellence and exemplary leadership at both national and international levels

Stergios Chairistanidis

Stergios Chairistanidis is a Machine Learning Engineer / Quantitative Developer at Speedlab AG. He received the received the B.Sc. Electronics / Information Technology from the Hellenic Airforce Academy in 2008, the B.Sc. in Computer Science and Applied Economics from the University of Macedonia in 2013 and the M.Sc. in Management and Informatics from the Aristotle University of Thessaloniki in 2016.

George Rodinos

George Rodinos received his B.Sc. in Mathematics and Applied Mathematics from University of Crete in 2019. Currently, he is pursuing a M.Sc. degree in Digital Media and Computational Intelligence at the Department of Informatics, Aristotle University of Thessaloniki. Additionally, he is a member of the Computational Intelligence and Deep Learning research group. His research interests are oriented in deep learning and reinforcement learning.

Loukia Avramelou

Loukia Avramelou obtained her B.Sc. degree in Informatics in 2021 from Aristotle University of Thessaloniki. She is currently pursuing a M.Sc. degree in Data and Web Science and she is working her PhD, both at the Aristotle University of Thessaloniki. She is member of the Computational Intelligence Deep Learning research group. Her main research interests consist of deep learning, reinforcement learning and financial forecasting.

Alexandros Iosifidis

Alexandros Iosifidis is a Professor at Aarhus University, Denmark. He leads the Machine Learning and Computational Intelligence group at the Department of Electrical and Computer Engineering, and the Machine Intelligence research area at the University’s Centre for Digitalisation, Big Data, and Data Analytics (DIGIT). He is a Senior Member of IEEE and a member of the IEEE Technical Committee on Machine Learning for Signal Processing. He is the Associate Editor-in-Chief of the Neurocomputing journal, covering the research area of neural networks, and an Associate Editor of IEEE Transactions on Neural Networks and Learning Systems

Martin Magris

Martin Magris is a postdoctoral researcher at the Department of Electrical and Computer Engineering at Aarhus University (Denmark). His recent research focuses on Bayesian machine learning methods, focusing on optimization algorithms and applications oriented toward financial and econometrical problems. Martin joined the Department in 2020 as a Marie-Curie fellow after completing his Ph.D. in Econometrics in 2019 at Tampere University (Finland) within the Marie Curie BigDataFinance training network. He received his B.Sc. in Statistics and Mathematics in 2013 and his M.Sc. in Statistical and Actuarial Sciences in 2015 from the University of Trieste (Italy). Before commencing his postgraduate studies, Martin worked as a nonlife actuarial analyst.