Join us for the second DSF-R Conference!

The International Conference on Data Science in Finance with R
Demystifying the buzz around Artificial Intelligence in Finance

September 19-20, 2019 in Vienna

DSF-R Conference

The DSF-R (International Conference of Data Science in Finance with R) is the annual conference hosted by the Academy of Data Science in Finance in cooperation with WU Vienna. The conference aims to bring academics and finance professionals together to discuss all applications of contemporary Data Science approaches to the area of Finance. These topics include Machine Learning, Deep Learning, Artificial Intelligence, Sentiment Analysis and Prescriptive Analytics.

Click here to find out more about our exciting first DSF-R in 2018!

Mission Statement

This conference has been created to demystify the buzz around Artificial Intelligence (AI) and to focus on reality instead of hype. The collaboration of academic practicioners and practical academics will show how everyone in the Finance Industry can benefit from the unprecedented progress in Data Science technologies.

Program Overview

Please find the first draft of our 2019 program below - subject to slight changes until the final program will be announced:

Quantitative Asset Management and Machine Learning I (Thursday, Session 1)

  • Bernhard Pfaff, Invesco - A cat is a cat and a Euro is a Euro, not (?) - an assessment of AI/ML methods applied to Asset Allocation
  • Ulrich Bodenhofer, Quomatic.AI - Advanced Machine Learning in Algorithmic Trading: Lessons Learned in the Real World

Time Series Analysis (Thursday, Session 2)

  • Ekaterina Edelstein & Thomas Kremser, Zalando SE - Data-driven modeling and prediction algorithms at Zalando Payments
  • Christoph Bodner, REWE - Operative Forecasting based on ML
  • Michael Pfarrhofer, Salzburg Centre of European Union Studies - Introducing shrinkage in heavy-tailed state space models to predict equity excess returns

Blockchain & Cryptoeconomics (Thursday, Session 3)

  • Thomas Zörner, WU Wien - Predicting crypto-currencies using sparse non-Gaussian state space models
  • Rainer Stütz, AIT - Cross-Ledger Cryptoasset Analytics with GraphSense

Quantitative Asset Management and Machine Learning II (Thursday, Session 4)

  • Maximilian Stroh, Invesco — The Promises and Pitfalls of Machine Learning for Predicting Cross-Sectional Stock Returns
  • Muzafer Cela, Vrije Universiteit Brussel - In Search of Return Predictability: Application of Machine Learning Algorithms in Tactical Allocation
  • Markus Auer, Erste Group Asset Management - Visual Pattern Recognition with ML in Quantitative Asset Management

Quantitative Risk Management & FinTech (Friday, Session 1)

  • Peter Blasko, Erste Group Credit Risk Management - Regulatory Credit Risk Modelling
  • Jos Gheeradyn, - Managing model risk of AI
  • Johannes Moosbrugger, GraWe & Security KAG - The beauty of using GAMs for claim prediction

Quantitative Asset Management and Optimization (Friday, Session 2)

  • Felix Fernandez und Tobias Setz, - Using optimization to find synthetic equity universes that minimize survivorship and selection biases
  • Eyal Kenig, Global Bond IT, Universal Mean-Variance Portfolios
  • Ronald Hochreiter, - On the effectiveness of Portfolio Composition techniques to build stable and sound Robo-Advisory Portfolios

Technical Advances in Data Science (Friday, Session 3)

  • Mario Annau, Quantargo - Serverless Data Science
  • Thomas Laber, Österreichische Post AG - Serverless Computing for R at Austrian Post AG

[Day 1]
Applied Talks

Day One is focused on talks by industry experts and academics on Finance related applications of Data Science. The whole spectrum of possible applications will be covered.

WHAT can be done!

[Day 2]
Technical Sessions

Day Two is meant to provide in-depth discussion on new and cutting edge technologies, including all contemporary AI for Finance methods like Deep Learning and Sentiment Analysis.

HOW it can be done!

Social Events

The conference will be accompanied by networking events in the beautiful city of Vienna. Be sure to be able to spend the weekend after the conference in Vienna too!

ENJOY Vienna!


Please click here to register!

Fees (Early Bird until September 1st, 2019)

All fees include:

Welcome Reception on Wednesday in the evening
Lunch on Thursday and Friday
Farewell-Beer on Friday in the evening
All Coffee-Breaks
One year full membership at the Academy of Data Science in Finance

IndustryEUR 500
Academics (Universities, Non-Profits, ...)EUR 350
Students (registered and born after 1989) EUR 150
Add On: Conference DinnerEUR 50

Please click here to register!

Organizing Committee


Alexander Eisl

Ronald Hochreiter

Ronald Hochreiter


Christian Ochs

Program Committee

Bettina Gruen

Bettina Grün


Alexander Eisl


Christian Ochs


Stefan Theußl


The conference will take place at the new campus of the WU Vienna University of Economics and Business (WU Vienna).

Contact us

Academy of Data Science in Finance e.V.
Scheimpfluggasse 1/15
1190 Wien, Österreich