Contact Us

Interested in listing your
industry event with us?
Click here to email.

Industry Related Events

Deep Learning with Keras, Tensorflow and Apache Spark
May 30 — 31

Onsite:   IBM 71 S. Wacker Street, 6th Floor, Chicago, IL 
Online:  Anywhere!

Cost : $0-$899

Registration Details 

CFA Institute, PRMIA, GARP, CAIA, QWAFAFEW, IQF, SQA members can register at affiliate prices.
In addition, take 20% off using the code "Fintech"

Workshop summary
Deep learning is a technique for automatically finding hierarchical patterns in large sets of data, and has been used to achieve breakthrough advances in computer vision, machine translation, speech recognition, game playing, robotics, and other applications in recent years. The recent progress and future potential of deep learning has led to immense interest and to its adoption by all large technology companies. In this workshop, we’ll introduce deep learning and demonstrate how it can be used in the above areas, with a focus on practical applications. We will explain the technological and algorithmic advances that have made it possible, describe the tools you can use to get started, and talk about the challenges to deploying deep learning systems in production.

What you will learn 
In this workshop, you will learn the core techniques used in Deep Learning. Through examples in Keras, Tensorflow and Apache Spark,you will learn:
  • Basics of Neural Networks
  • Core Deep Learning Techniques including CNNs,RNNs, AutoEncoders
  • Limitations and challenges of using DNNs
  • Fine tuning and considerations when working with Deep Neural Networks
  • Deep Learning and Apache Spark
  • Practical Case studies with fully functional code

Day 1

On day one, we will review the core techniques in Deep learning neural networks. Through examples we will understand the different deep learning techniques and frameworks.

  • Introduction to deep neural networks
  • Hands on with Keras and TensorFlow
  • Statistical techniques in Anomaly Detection
  • Convolutional neural networks for computer vision
  • Recurrent neural networks for translation, sentiment detection, and other text applications
  • Case study 1: Classifying images using fully connected neural networks and convolutional networks
  • Case study 2: Monitoring network learning and status using ad-hoc plots and TensorBoard
  • Case study 3: Comparing performance of GPU and CPU network training
  • Case study 4: Using pre-trained models for identifying objects in photos.

Day 2
On day two, we will discuss more advanced techniques in deep learning. We will also discuss best practices in scaling and using deep learning techniques including using Apache Spark with Deep learning. Deep neural nets for reinforcement learning--games, robots, and self-driving cars

  • Hands on: tuning parameters, initial values, optimizers, and other practical issues
  • Recurrent Neural Networks, AutoEncoders and Reinforcement Learning
  • Apache Spark and Deep Learning
  • Frontiers of deep learning: what’s coming in the next few years
  • Case study 5: Understanding the word2vec text embedding
  • Case study 6: Using recurrent neural networks to caption images
  • Case study 7: Using an auto-encoder to de-noise images
  • Case study 8: Using neural-network-based reinforcement learning to play breakout

We thank IBM for hosting and supporting this workshop!

Victor Shnayder, PHD leads the Deep Learning practice at Quant University. He has taught machine learning at Harvard, and helped design and teach many other courses in computer science, including distributed systems, sensor networks, economics and computation, systems, and theory of computation. He loves education, and was an early engineer at online education startup edX, later becoming the product manager for analytics and research. His team helped partner institutions process detailed traces of student activity, and created edX Insights, a tool to help course teams understand and better support their students’ learning. Previously, he worked on crowdsourcing and computer vision for document processing at Virtual Solutions. He has PhD and MS degrees in computer science from Harvard University, and a BSE in computer science from Princeton University.

 Sri Krishnamurthy,CFA, CAP is the founder of, a data and quantitative analysis company and the creator of the Analytics Certificate program ( He has more than 15 years experience in analytics, quantitative analysis, statistical modeling and software development and has worked at Citigroup, Endeca, Mathworks and with more than 50 customers in the financial services and energy industries.He has trained more than 1000 students in quantitative methods, analytics and big data in the industry and at Babson College,Northeastern University and Hult International Business school.




The New York Society of Security Analysts, Inc.
Livestream Event

Fireside Chat: An Evening with the Chief of Staff of the US Air Force

Speaker: General David Goldfein, CSAF

May 31, 2017, 6:00–8:00 pm

 Free for all CFA Institute members 

General David Goldfein, the highest-ranking member of the United States Air Force, has agreed to a rare public engagement opportunity directly from the Pentagon to the investment industry. With a $166 billion-dollar budget under his command, he will be sharing his insights about how the increased commitment to defense spending by the White House will impact the investment industry, and both the domestic and global economy at large. Due to its reputation on Wall Street and neutral status as a non-profit organization, NYSSA was chosen as the forum for General Goldfein to speak on these topics, amongst others, and take questions from the audience.

The moderator will be Darin Goodwiler, managing director, Compliance, Ethics, and Risk, CFA Institute. 

Learn more


CFA Institute
Two Live Audio Webinars
May 31 and June 1

These programs are free and open to everyone regardless of membership status.

Registered individuals who are unable to join in the live presentation
will receive information via email about how to access the archived recording of the webinar.


Planning and Organizing a Job Search Campaign

May 31, 2017, 12:00—1:00 p.m. EDT
Presenter: Robert Hellmann

In this webinar, you will learn the key elements of a job search strategy, and a step-by-step approach to landing the job you want. We’ll take the guesswork out of the job search, so you will always know what to do next. Plus, you will learn how to diagnose, treat and jump-start an ailing job search so that you begin seeing interviews and offers. We’ll also cover how to:

  • Structure and prioritize your search across 2-5 “job-targets”
  • Use a job-search Marketing Plan to speed up your search
  • Position yourself in your resume, cover letters, and pitch so that you will get interviews and offers
  • Prioritize job-search channels, including ads, headhunters, networking, and “direct contact”
Presenter Robert Hellmann is president of Hellmann Career Consulting, a certified Five O’Clock Club senior career and executive coach, and a LinkedIn professional certified recruiter. In addition to his private coaching practice, he has served as an adjunct instructor at New York University teaching career management and as the Five O’Clock Club’s vice president and associate director of its guild of career coaches. Mr. Hellmann’s background includes experience working for top-tier clients and employers, including American Express, JP Morgan Chase, the Federal Reserve Bank of New York, and the Audubon Society. He is a regular contributor to Forbes, and his insights have also appeared in media outlets such as the New York Times, the Wall Street Journal, the Washington Post, the Chicago Tribune, CBS News, CNN Money, ABC News, NBC News, WPIX News, Consumer Reports,, and many others. Mr. Hellmann authored the books Advanced LinkedIn: For Your Job Search, Business and Career, Peak Presentations, and The Social Media Boost. He has contributed three chapters to the Five O’Clock Club’s book Work Smarts on leadership, performance management, and mentoring. Mr. Hellmann holds a BS in economics/math from Binghamton University and an MBA in finance from Fordham University.

Register now


Active Share and the Three Pillars of Active Management: Skill, Conviction, and Opportunity

June 1, 2017, 11:00 a.m.—12:00 p.m. EDT.
Speaker: Martijn Cremers
CE Credit: 1 CE credit

In his article “Active Share and the Three Pillars of Active Management: Skill, Conviction, and Opportunity” published in the Second Quarter issue of the CFA Institute Financial Analysts Journal, Martijn Cremers proposes a three-pillar framework that investors can use to evaluate the potential performance of actively managed funds. He investigates to what extent Active Share and fund performance are related through the lens of the three pillars of investment performance—skill, conviction, and opportunity.

Join the free webinar with Martijn Cremers to learn more about his research and the implications for investors and investment practitioners. Presenter
Martijn Cremers is the Bernard J. Hank Professor of Finance at the Mendoza College of Business of the University of Notre Dame, where he has been a faculty since 2012. Prior to that, he was a faculty at Yale School of Management for ten years, from 2002–2012. He obtained his PhD in finance from the Stern School of Business at New York University in 2002 and hails from the Netherlands.

His co-authored paper “How active is your fund manager? A new measure that predicts performance” (published in 2009 in the Review of Financial Studies) introduced ‘Active Share’, which measures how different fund holdings are from the benchmark holdings.
Continuing Education for CFA Institute Members: Provide your CFA Institute ID number upon registration to facilitate the automatic entry of CE credit into your record at the close of the live webinar.

  Register now

Wednesday, June 7, 2017
5:30 PM–6:30 PM: Presentation
6:30 PM–7:00 PM: Networking Reception

The University of Massachusetts Club
One Beacon Street, 32nd Floor
Boston, MA 02108

RSVP by Thursday, June 1

Featured Speakers

Matthew Moran
Vice President,
Chicago Board Options Exchange
Accessing VIX and Volatility

Can long volatility strategies add value from a “total portfolio” perspective? Can short volatility strategies help enhance risk-adjusted returns? Matt Moran, vice president of the Chicago Board Options Exchange, will discuss recent VIX behavior and speak to how features such as contango, backwardation, convexity and seasonality impact volatility-based investing.  

Krag (Buzz) Gregory
Managing Director
Global Investment Research
Goldman Sachs
Navigating the Volatility Cycle

Why is the VIX so low? Buzz Gregory, managing director, Global Investment Research at Goldman Sachs and Wall Street volatility consultant, will highlight links between equity volatility and macroeconomic drivers—who the players are and how volatility supply and demand works. He'll also cover what products are trading and what drives their performance.

For More Information Contact:

Andrea Murray, ProShares Relationship Manager
240.497.6417 |

2017 ETFs Trading and Market Structure Conference
Organized by Kreab and ETFGI
June 7
New York City

A limited number of complimentary passes to heads of desks/others associated with the trading desk at buy side firms are available.

The 2017 ETFs Trading and Market Structure Conference organized by Ari Burstein, Kreab and Deborah Fuhr, ETFGI will be held on June 7, 2017 in New York City. The conference will focus on regulatory and technological developments in the markets impacting the trading of ETFs.

Keynote Speakers include:
Adena T. Friedman, President and Chief Executive Officer, Nasdaq; a “fireside chat” with Chris Concannon, President and Chief Operating Officer, CBOE Holdings and Jim Ross, Executive Vice President, State Street Global Advisors (SSGA); and Tom Farley, President, NYSE Group. Panelists include senior representatives from all of the exchanges, major broker-dealers and market makers, ETF issuers, law firms, as well as staff from the US Securities and Exchange Commission and FINRA.
Panel discussions will cover the following topics:

  • Impact of Regulatory Developments on ETFs
  • Exchange Roundtable - Competition for ETF listings
  • Creating Better Trading Systems and Trading Tools for ETFs
  • Understanding ETF Liquidity and the Active/Passive Debate New ETF Product Approvals and Bringing
  • New ETFs to Market

View Agenda

This event is designed for institutional investors who are increasingly using or considering using ETFs, as well as other market participants involved in ETFs. ETFGI’s analysis has found that the use of ETFs and ETPs by institutional investors continues to grow. There are over 4,100 institutional investors in 57 countries and over 7,200 mutual funds in 52 countries reported owning at least one ETF or ETP listed around the world (source ETFGI and ThomsonReuters/Lipper). Reported institutional holdings accounted for 58% of the assets invested in ETFs and ETPs listed in the United States.

In Q1 2017 ETFs/ETPs listed globally gathered record inflows of US$197 billion and assets reached a new high of US$3.913 trillion according to ETFGI’s Q1 ETF/ETP Global Insights report. There were 6,771 ETFs/ETPs, with 12,750 listings, from 306 providers listed on 67 exchanges in 55 countries. In the United States there were 2,000 ETFs/ETPs with a record level of US$2.798 trillion in assets, from 110 providers listed on 3 exchanges. 

A limited number of complimentary passes to heads of desks/others associated with the trading desk at buy side firms are available.