The second UCL Workshop on the Theory of Big Data took place January 6-8 2016. Archived information about this event is below.
Details of the inaugural 2015 event are further down the page.
Return to the homepage for details of the 2017 event.
Day 1: Wednesday 6th January 2016
Day 2: Thursday 7th January 2016
Turing Gateway to Mathematics event: Big Data Analytics for Financial Services
13.00 - 13.45 | Registration, Lunch and Tea/Coffee |
13.45 - 14.00 | Welcome and Introduction. – Jane Leeks (Turing Gateway to Mathematics) / Prof Patrick Wolfe (University College London) |
14.00 – 14.30 | Big Data, Algorithmic Finance and The future of Financial Modelling (Prof Rama Cont, Imperial College London) |
14.30 – 14.55 | Data Analytics and Industry Needs (Dickie Whittaker, Oasis Loss Modelling Framework / Lighthill Risk Network) |
14.55 – 15.20 | High Frequency Trading Behaviours: Data Challenges (Tanya Reeves, Bank of Tokyo Mitsubishi) |
15.20 – 15.35 | Tea and Coffee |
15.35 – 15.55 | Data-Driven Financial Conduct Regulation (Stefan Hunt, Financial Conduct Authority) |
15.55 – 16.20 | Alternative Finance – Who, What, Why, Where and are we Nearly There Yet? (Louise Beaumont, GLI Finance) |
16.20 – 16.45 | Financial Regulator Perspective (Paul Robinson, Bank of England) |
16.45 – 17.15 | Questions and Chaired Open Discussion |
17.15 – 18.00 | Networking and Drinks Reception |
Day 3: Friday 8th January 2016
Information on the posters presented at this workshop is also available.
The inaugural Theory of Big Data conference took place in January 2015. Archived information can be found on this page.
Day 1: 7th January 2015
10.00 – 10.10 | Introduction | |
10.10 – 11.10 | Maximin effects in inhomogeneous large-scale data. – Prof. Nicolai Meinshausen | Slides |
11.10 – 11.40 | Break | |
11.40 – 12.20 | Random walk models of graph formation. – Dr. Peter Orbanz | Slides |
12.20 – 13.10 | Understanding the Behavior of Large Networks. – Prof. Patrick Wolfe |
TGM event: Coping with Big Data – an Analytics and Computational Perspective
14.00 – 14.30 | Registration and Tea/Coffee | |
14.30 – 14.35 | Welcome and Introduction. – Turing Gateway to Mathematics / University College London | Programme |
14.35 – 15.05 | Statistical Challenges of Big Data – Dr. Niall Adams | Slides/Video |
15.05 – 15.35 | Big Data Challenges for Business. – Giles Pavey | Slides/Video |
15.35 – 16.05 | Computational Limitations and Cloud Area. – Derek McAuley | Slides/Video |
16.05 – 16.20 | Tea and Coffee | |
16.20 – 16.50 | Practical Challenges of Data Analytics. – Leigh Lapworth | Slides/Video |
16.50 – 17.10 | Questions and Chaired Open Discussion | Video |
17.10 – 18.00 | Tea/Coffe and Networking |
Day 2 : 8th January 2015
09.00 09.50 | Network comparison. – Prof. Gesine Reinert | Slides |
09.50 – 10.40 | Min-wise hashing for large-scale regression. – Dr. Rajen Shah | Slides |
10.40 – 11.10 | Break | |
11.10 – 12.00 | Spectral Methods for Unsupervised and Discriminative Learning with Latent Variables. – Prof. Animashree Anandkumar | Slides |
12.00 – 12.50 | Multistage Bandits. – Dr. Philippe Rigollet | |
12.50 – 14.00 | Lunch | |
14.00 – 15.10 | Oral Presentations: | |
Estimating Latent Variable Densities For Exchangeable Network Models. – Sharmodeep Bhattacharyya | Slides | |
Distributed Monte Carlo testing. – Patrick Rubin-Delanchy | Slides | |
Nonparametric Eigenvalue-Regularized Precision or Covariance Matrix Estimator. – Clifford Lam | Slides | |
Consistent Vector-valued Distribution Regression. – Zoltan Szabo | Slides | |
15.10 – 17.00 | Posters and refreshments |