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Evaluating Risk of Activist Investors Through Vicarious Views and Expectations

Speaker: Michael Aichinger and Grant Fuller 

CQF Institute is proud to bring you a talk with Michael Aichinger and Grant Fuller on Evaluating Risk of Activist Investors Through Vicarious Views and Expectations

Abstract

Traditionally, equity risk has focused heavily on price and its derivatives, return, volatility and covariance. Deep learning provides new techniques to evaluate and contextualise risk across capital markets, including corporate issuers, fund investors and activist managers. 

Using case studies we will illustrate how derived views and expectations of institutional investors enhance evaluation of risk, its mitigation and management.

Michael Aichinger Bio:

Michael Aichinger has a PhD in theoretical physics, and after several years as a senior postdoc at the Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences, he became the CEO of uni software plus in 2014. He has been working in the field of quantitative finance for more than 10 years.

Grant Fuller Bio: 

Grant co-founded Irithmics in 2012. The firm's deep learning technology provides data and services to institutional investors, asset managers, exchanges, corporates, brokers and research analysts. Previously part of Ernst & Young's fund advisory practice, Grant also helped develop Bloomberg's successful hedge fund trading and analytics technology, leading the firm's European and Asian AIM business. Prior to Bloomberg, Grant was part of RiskMetrics, establishing their European fund and asset management analytics and consulting capabilities. He holds a BSc in Chemistry from the University of St Andrews. He remained at St Andrews to undertake a PhD applying neural networks in chemistry, after which he joined academic research at Cambridge University, applying neural networks to public health epidemiology.