Agenda

• DAY 1 - Traditional Quant
  • 1:00 PM

    OPENING REMARKS

    Kitae Hyun, Head of New Business Sales, Korea, S&P Global Market Intelligence

  • 1:05 PM

    Congratulatory Remarks*

    Honggon Kim, Ph.D, President, Korea Artificial Intelligence and Quant Expert Association
  • 1:10 PM

    Challenges and opportunities for pension investors in a low interest rate environment

    Christopher Hamilton, Head of Client Solutions, APAC ex-Japan, Invesco

    • Structurally declining rates have created challenges for defined benefit pension plans
    • How can we take an analytics-based approach to reframe the concept of risk toward a liability-relative view
    • What tools and building blocks can pension investors use to improve funding ratio volatility and plan outcomes
  • 1:40 PM

    High dimensional optimal glide path for personalized wealth management

    Simon Seungkyu Lee, Co-Founder, Quant Technology Team Lead, Doomoolmori

    • Pitfalls of model portfolio driven advice.
    • How Personalized Action Map(high dimensional glide path) maximizes probability of success.
    • Use cases and potentials of 'Path Finder'
  • 2:10 PM

    What is GBWM (Goal-Based Wealth Management) and why should we use it?*

    Ki Hwan Koo, Cell Leader, AI Quant Cell, Hana Institute of Technology

    • Concept and strength: Generalization of TDF
    • Connection between asset allocation, portfolio optimization and GBWM
    • Applications: PFM, pension, etc.
  • 3:00 PM

    End of Day 1

  • *Presentation will be delivered in Korean.

• DAY 2 - Alternative Quant
  • 1:00 PM

    OPENING REMARKS

    Kitae Hyun, Head of New Business Sales, Korea, S&P Global Market Intelligence

  • 1:05 PM

    Institutional money is moving to currency

    Jay Han, Manager – Retail Financial Solutions, Hanwha Asset Management

    • Why are they rushing to crypto?
    • Bitcoin is leading the way
    • Ethereum is emerging
    • Regulatory concern is behind us
  • 1:30 PM

    Growth of DeFi and NFT in cryptocurrency market*

    Harry Bonsang Gu, PhD, Director, Hashed

    • Background on recent growth of cryptocurrency market
    • Innovation in DeFi
    • The rise of NFT marketplace
  • 2:00PM

    Review of Alpha Signals from Earning Call Transcript Data*

    Katelyn Heejeong Park, Investment Management Product Specialist, S&P Global Market Intelligence

    • The Rise of Unstructured Data and Natural Language Processing (NLP)
    • Overview of Earning Call Transcript Datasets
    • Introduction of Factors Using the Transcript Data and Rationale Behind
    • Performance Review of the Sentiment and Behavioral Factors
    • What’s Next? – Market Moving Topics & Neighboring Descriptors
  • 2:50PM

    Closing Remarks

    Doohee Hahn, Chief Executive Officer, Hanwha Asset Management

  • *Presentation will be delivered in Korean.