Charles-Albert Lehalle is currently Professor at Ecole Polytechnique in Paris teaching and researching on liquidity, price formation, and the use of AI on financial markets. Previously, he has been Global Head, Quantitative Research & Development, at ADIA during three years. He started his career being in charge of embedded AI solutions at the Renault research center and moved to the financial industry with the emergence of automated trading in 2005. He was Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure at Crédit Agricole Corporate Investment Bank, before joining to Capital Fund Management (CFM) for 7 years.

On the academic side, Pr. Lehalle received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and has published more than eighty academic papers and book chapters. He co-authored the books "Market Microstructure in Practice" (World Scientific Publisher, 2nd edition 2018), analyzing the main features of modern markets; and "Financial Markets in Practice" (World Scientific Publisher 2022), explaining how the connected network of intermediaries that makes the financial system is shaping prices formation; he co-edited with Pr Agostino Capponi the book "Machine Learning and Data Sciences for Financial Markets A Guide to Contemporary Practices" (Cambridge University Press, 2023).

Pr. Lehalle is also a member of the Scientific Directory of the Louis Bachelier Institute, Lecturer at UC Berkeley and Paris 6 Sorbonne Université and Ecole Polytechnique “Probability and Finance” Master.

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Lauren Stevens is a Quantitative Researcher & Developer in the Strategy & Planning Department of the Abu Dhabi Investment Authority (ADIA). Prior to joining ADIA, Mrs. Stevens was Senior Vice President, Senior Strategist for FactSet’s Content and Technology Solutions, responsible for analyzing market research and determining the direction of the FactSet content, cloud, alternative data and technology strategy. Mrs. Stevens holds a B.S. in Policy Analysis and Management from Cornell University.

Albert is an Assistant Professor of Accounting at HEC Paris, where he teaches the Financial Accounting course on the MBA program and conducts archival financial empirical research, investigating: (i) how firms' mandatory reporting and/or disclosure policies affect the decision-making behavior of capital market participants; (ii) how anti-corruption laws that seek to limit the influence of money in politics affect the behavior of firms and politicians; (iii) how capital market participants (e.g., investors [including asset managers], creditors, analysts, suppliers) are making use of alternative sources of financial data (e.g., big data) in their decision-making; (iv) how machine learning tools can help flag firms that are likely suspects of earnings manipulation; and (v) how discrimination in the mortgage lending market can be alleviated. Albert has almost two decades-long experience in financial and managerial accounting, both in the classroom (he has senior high school, bachelor, master and PhD degrees in accounting) and in the industry (he has previously taught undergraduate students and has also worked as an accounts officer, acting accountant and consultant). In addition, his current activities (as an entrepreneur and board member) are in the consumer electronics, Edtech and agriculture sectors in Africa and Hong Kong. He is a Certified Public Accountant (CPA), a Chartered Economist (Ch.E) and a Chartered Financial Economist (Ch.FE). Albert has been recently included on Poets&Quants' list of "Top 10 MBA Professors to Watch in 2022," as well as Poets&Quants' list of "2023 Best 40-Under-40 MBA Professors.

Barney joined Neudata's research team in 2021, where he is responsible for uncovering new datasets across a range of sectors including ESG, digital and consumer-oriented landscapes. Previously, Barney spent three years at an executive search firm executing mandates across ESG, distribution, investment roles.He holds an MA in History from the University of St Andrews.

Clara Hainsdorf is a Partner in the Intellectual Property and Information Technology department in Paris.

Her clients operating in various sectors include social media companies, global financial institutions, hotels, automotive, food & beverage and other industrial companies.

Clara has a thorough knowledge of legal issues related to Information and Communication Technologies (ICT) (technology licenses, e-commerce and social medias) as well as in relation with complex industrial and commercial contracts.

As a key member of the Firm's Global Data, Privacy and Cybersecurity practice, Clara focuses on delivering cutting-edge solutions enabling clients to make informed decisions in litigation and international contexts. She also assists her clients with their relationships with the CNIL and with other national or local Data Protection Authorities. She advises French and international clients on all legal aspects arising from personal data processing, notably in relation to international data transfers, discovery and investigation procedures, as well as compliance to GDPR. She supports international and domestic clients with both contentious and non-contentious matters.

Clara has a detailed knowledge of the EU's General Data Protection Regulation, and contributed to White & Case's GDPR Handbook which provides in-depth guidance on the impact of that legislation, and White & Case's GDPR National Implementation Guide, which analyses national GDPR implementing laws in all 30 EEA jurisdictions and the UK. She is a regular contributor to different key publications such as the ICLG Data Protection Laws & Regulation Guide, Lexology GTDT Technology Disputes, Lexology GTDT Technology M&A and Chambers TMT Global Guide. She also co-author several c co-authored the White & Case’s AI Legal News Summer Roundup. She possesses in-depth knowledge of the EU AI Act and comparable international legislation, and contributed as a co-author to the White & Case's global AI regulatory tracker, AI Watch. Clara is also a conference speaker at conferences, on privacy, technology and FinTech issues including Viva Technology where she was a speaker in 2023 on the panel 'Does Privacy Still Exist', White & Case’s GDPR and AI Act Countdown series of seminars, Lexology Masterclasses around the NIS2 Directive as well as at White & Case's IP/IT monthly client seminar series, White & Case Tech Lab roundtable events, in relation to data governance, Cybersecurity, AI, e-commerce, etc.

Felix is the API go-to-market lead at the financial services and data provider Quartr. Before joining Quartr, he studied business at Stockholm University.

Frantz Moudoute was most recently the Quantamental Portfolio Manager at Maso Capital Partners, based in Hong Kong. His investment approach blends fundamental and quantitative strategies to drive portfolio performance. His areas of expertise include data integration, backtesting, rules generation, portfolio management, risk management, and the development of real-time reporting tools to improve decision-making and performance tracking.

Frantz has held roles at Matchpoint Investment Management (Hong Kong), MCM Partners (Hong Kong), J.P. Morgan (Japan), and BNP Paribas (Japan). He is also the founder of irostors.com, a data-driven investor relations platform that enhances corporate access and investor engagement through advanced technology.

Frantz holds a Bachelor of Science, an MBA, and a postgraduate degree in Applied Artificial Intelligence and Machine Learning. He is a Certified Data Scientist with expertise in big data, machine learning, and digital transformation, and has spearheaded strategic initiatives in investment management across Hong Kong, China, Japan, and Australia.

Gregory leads data sourcing at Pictet Asset Management. He works with investment teams to find, assess and procure data from various data sources.

Gregory holds a MSc in Information Systems from the Faculty of Business and Economics (HEC Lausanne), University of Lausanne. He is also a certified FRM.

Ian is the Chief Revenue Officer at Neudata, where he heads the Client Engagement group, as well as its busy programme of events. He has spent the last seven years helping asset managers, investment banks and retailers to get value out of traditional and alternative data.

Prior to that, Ian's experience encompassed analytical and commercial roles at Vodafone, Bank of Scotland and Liberty Mutual. Ian holds an MA in Mathematics from the University of Oxford, and a Saltire Fellowship in Entrepreneurship from Babson College, Massachusetts.

Josephine is a data scientist at Revelio Labs, the market-leading workforce data provider. As a member of both the Modeling and Client Success teams, Josephine acts as a liaison between Revelio's model-enhanced global datasets and the insights and solutions impacting today's labor markets.

With an eclectic professional background in mathematics, community advocacy, and the performing arts, Josephine believes that the combined power of creativity and analysis is key to innovation and effective problem-solving. She values the story behind the data and empowers clients to transform analysis into action toward positive change.

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Kristina Ūsaitė is Researcher at Robeco’s Quant Equity Research team. Her areas of expertise include bottom-up stock selection research and empirical asset pricing, with a focus on alternative data. Kristina joined Robeco in 2017. Kristina holds a Master’s (cum laude) in Econometrics and Mathematical Economics from Tilburg University and a Bachelor’s (cum laude) in Economics from Vilnius University. She is a CFA® charterholder.

Laurent Bilke is the founder and CEO of Alternative Macro Signals. He has an established track record in Macro research across the financial industry, and led research teams in investment banks and hedge funds. In Alternative Macro Signals, which is based in France, he combines state-of-the-art Natural Language Processing with analysts’ expertise to extract relevant investment signals from text data. The ambition is to help discretionary and quantitative investors incorporate relevant text macro signals systematically. Under Laurent’s leadership, Alternative Macro Signals has developed a unique set of inflation indicators, by scanning through hundreds of thousands of news sources in multiple languages. Alternative Macro Signals relies on a unique blend of technology (data science) and field expertise (macroeconomics) to deliver innovative solutions targeted to the business needs. Laurent has a broad international trajectory in the financial industry. His trademark is a combination of innovation, robust fundamentals background and market-oriented mindset. He has worked in companies such as Citadel and the European Central Bank. He holds a Master of Advanced Studies (DEA) in Microeconomics and Econometrics and studied Economics and Law at The Institut d’Etudes Politiques, Lille. He speaks French, English and German.