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How Epidemiology and the Science of Networks Help Understand Investor Behaviour

Speakers: Grant Fuller, and Professor Daniel R. Witte

CQF Institute is proud to bring you a free online talk with Grant Fuller, and Professor Daniel R. Witte on How Epidemiology and the Science of Networks Help Understand Investor Behaviour

This event can earn you upto 2 CPD credits.

Abstract

In first half of this talk, Daniel Witte, Professor of Diabetes Epidemiology at Aarhus University, will explain the bases of modern epidemiology and its role in understanding the spread of infectious and chronic diseases, highlighting some parallels with social sciences and financial markets. Daniel will focus on the increasingly important role of network analysis approaches for understanding partially observed social systems and on the role of bias.

In the second half, Grant Fuller, CEO and co-founder of Irithmics, will explain how epidemiology and deep learning have been used to decode the views and expectations of institutional investors. Case studies will illustrate how understanding the spread of infectious and chronic diseases can be used to measure and monitor some evolving dynamics of publicly traded companies, including the dynamics between longer-term, strategic allocations, shorter-term, tactical allocations and selling by systematic strategies and shorting.

Grant Fuller's Bio

Grant co-founded Irithmics in 2012. The firm's award-winning 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.

Professor Daniel R. Witte's Bio

Daniel R. Witte is Professor of Diabetes Epidemiology at the Department of Public Health, Aarhus University and at Steno Diabetes Center Aarhus

His main research interest is in studying the pathophysiological mechanisms that drive the transition from normal glucose control via pre-diabetes to diabetes and the early stages of its complications at the level of populations. He has a special focus on longitudinal trajectory analyses and analysis of clustering of diabetic complications. His work uses data from several large longitudinal studies, such as the Inter99 and ADDITION trials, the ADDITION-PRO and Whitehall II cohorts, as well as routine medical and population registers in Denmark, which allow the enrichment of cohort datasets with data on the long-term consequences of diabetes and its clinical management.

Daniel studied medicine and completed a PhD in clinical epidemiology at the University of Utrecht, the Netherlands, followed by 5 years as MRC.