I had the true honour of being invited by Prof. Ali Hirsa to present at this excellent workshop. The organizers review 1400 abstracts published during the year and select the ones that according to them reflect the most significant research at the intersection of ML and Finance. Our work with Kamesh Korangi and Christophe Mues, “A transformer-based model for default prediction in mid-cap corporate markets” [paper, ArXiV], was one of them!

Excellent roster of speakers, including people from MIT, Stanford, Blackrock, Morgan Stanley, and of course, the hosts Columbia and Bloomberg. Everything went amazing except that the IT team lost a few of my slides, but I think the audience did not mind very much. I look forward to keep engaged with such an excellent team moving forward. Here are a few pictures of the event.

The presentation was at the amazing Alfred Lerner hall at Columbia University. 400 attendants from industry and academia were present.