Perm Winter School '18

is about digital financial markets:
open financial markets, scaling Blockchain, market modeling, regulation & compliance

The registration is closed. Videos and slides will be available after the conference.
About
PWS'18
  • JANUARY
  • 30-31
  • 9 SESSIONS
  • 1 RISK PARTY
ABOUT US

Perm Winter School is a community of bright students, forward-looking academicians, and innovative industry practitioners in the area of quantitative finance, risk management, and financial technologies. Every winter the school's comprehensive program covers the latest empirical researches, theoretical models, and industry best practices.

Past events
Program
Day 1
Day 2
January 30 Tuesday
09:00—10:00
Registration
10:00—10:15
Opening ceremony
10:15—11:45
Bitcoin Econometrics
Dean Fantazzini
Moscow School of Economics, Moscow State University

11:45—12:15
Tea break
12:15—13:00
Investing in Blockchain: Financial Instruments Showdown
Aleksei Antonov
SONM

13:00—13:45
Next Generation of Digital Marketplace
Richard Olsen
University of Zurich
13:45—14:45
Lunch
14:45—16:15
Digital Finance Regulation Session
Alexey Lobanov
Bank of Russia

Benedikt Schuppli
Lykke
Demetrios Zamboglou
King's College London

16:15—16:45
Tea break
16:45—18:05
Evening Session
Demetrios Zamboglou
King's College London

Moderator

Beta Arbitrage Trading in Crypto Market
Vyacheslav Arbuzov
Perm State University
Voting on the Blockchain
Arsen Gasparyan
Yarating
Institutional Crypto Economics
Dmitriy Gubanov
Perm State University
Legal Nature, Problems and Perspectives of Smart Contracts
Anastasia Krasilnikova, Sofya Mikova, Khapova Elizaveta, Ilya Kukarin
Higher School of Economics - Perm
How to crowdsource blockchain projects: Lykke Streams platform
Julia Anferova
Lykke
18:05
January 31 Wednesday Digital Port
10:15—11:45
Scaling Blockchain
Mikhail Nikulin
Lykke

Greg Meredith
RChain
11:45—12:15
Tea break
12:15—13:45
Content Delivery Network on Open Ledger
Alexey Klimenko
Teleport
Andrey Klimenko
Teleport
13:45—14:45
Lunch
14:45—15:30
Decentralized Escrow for Blockchain Projects
Vladislav Rutskiy
Siberian Federal University

15:30—16:15
Integration of algorithmic trading and blockchain in decentralized economy
Vlad Buchnev
Quantor

16:15—16:45
Tea break
16:45—18:15
Risk Management in the Era of DLT and Real-time Settlement
Matthias Spuehler
eleveneye

18:30—23:00
Risk Party
Speakers
Sergey Ivliev
Sergey Ivliev
Perm State University
Sergey Ivliev
Perm State University

Sergey's dream is to make financial market better, faster, and more inclusive. For 16 years, he has been an industry professional, lecturer, author, and event curator, and he has served on the editorial boards of academic journals and as a member of expert councils. His contributions throughout his career have promoted best practices in financial markets and risk management. He has executed and supervised more than 100 large-scale system implementation projects. He is currently regional director at PRMIA Russia and associate professor at Perm State University.

Richard Olsen
Richard Olsen
University of Zurich
Richard Olsen
University of Zurich

Richard Olsen is a pioneer in high-frequency finance. He has extensive entrepreneurial experience, and he is well known for his academic work. Richard is the founder of Lykke, Oanda, Olsen Associates. He oversees all portfolio investments as part of a comprehensive risk management process and is involved in the ongoing development of trading models. Richard has written and co-authored many scientific papers and published a book, numerous articles and opinion pieces on a variety of topics. Richard's unorthodox but compelling ideas have made him a very welcome speaker at conferences around the world. His goal is "to create tools of finance that are as slick and elegant as the most sophisticated tools of technology".

Greg Meredith
Greg Meredith
RChain
Greg Meredith
RChain

Greg is the President of The RChain Cooperative. Previously he has worked as Principal Architect of Microsoft's BizTalk Process Orchestration, Principal Architect of Microsoft's Highwire offering as well as Principal Architect of ATM Network management solution for ATT/NCR and Co-designer and developer of MCC's Rosette/ESS technology.

Richard Olsen
Matthias Spuehler
eleveneye
Matthias Spuehler
eleveneye

Matthias is Swiss-based, married and has three kids, Managing Partner at eleveneye, Future Astronaut at Virgin Galactic and interims Group Chief Risk Officer (CRO) at Lykke. He strongly believes in the vision "create prosperity, not just wealth" to implement a sustainable future of finance. His personal contribution to this vision, inter alia, was an assignment of the international development aid, when he took the whole family to southern Africa (Namibia) and supported a health care provider for more than 2 years, offering his broad know-how and expertise. With this background, Matthias brings in a different perspective and a firsthand experience what it means to have or not to have access to a financial system. He has more than 25 years of expertise in entrepreneurship, project- and line management and organizational development, in the field of finance and IT in Switzerland, Germany, China, USA and Namibia within several industries. He holds swiss federal diplomas in electronics, technical telecommunication, computer- and business economics. Besides his MBA-degree, he is also certified Director for Board Effectiveness (HSG), in Corporate Governance of Enterprise IT (CGEIT), Managing Successful Programs (MSP) and enjoyed a Basic Space Training from NASTAR.

Vlad Buchnev
Vlad Buchnev
Quantor
Vlad Buchnev
Quantor

Vlad is co-founder of Quantor, an educational platform, and the marketplace of quantitative investment strategies. He was also a founder of Consentus Capital Management, Inc, a registered member of the CFTC as a Commodity Trading Adviser (CTA) in the USA. Vlad was responsible for managing separately managed accounts by using and developing trading algorithms. He is actively involved in applying online educational tools and solutions to the Quantor platform as a form of the continuous conveyor know-how for developing algorithmic trading strategies.

Mikhail Nikulin
Mikhail Nikulin
Lykke
Mikhail Nikulin
Lykke

Mihail is Lykke co-founder and CTO. He is an architect, designer, and developer with 10 years of experience in creating market solutions for financial institutions. His contributions include anti-money laundering, fraud detection, and compliance solutions for the financial market. He combines deep knowledge of financial architecture with blockchain settlement mechanisms.

Alexey Lobanov
Alexey Lobanov
Bank of Russia
Alexey Lobanov
Bank of Russia

Alexey Lobanov is the Director of Banking Regulation Department at the Bank of Russia. Alexey graduated from the National Research University of Electronic Technology in Moscow and has a doctoral degree in finance awarded by the Russian Academy of Sciences. He has been a member of GARP since 1999 and member of the Steering Committee of PRMIA Russian Chapter since 2002. He is a Financial Risk Manager – certified by the Global Association of Risk Professionals and has 18 years of professional experience in finance.

Alexey has over 20 papers and articles to his credit, edited and co-authored several books. He is a lecturer in technical and fundamental analysis and risk management. His research interests include financial intermediation theory, regulation of bank risks, risk analysis of large-scale investment projects, risk management of sovereign debt and reserves, and financial market analysis.

Demetrios Zamboglou
Demetrios Zamboglou
King's College London
Demetrios Zamboglou
King's College London

Demetrios Zamboglou serves on the Postgraduate and Research Committee at King's College London. Demetrios is a multi-award winning executive and academic financial market specialist, holding a Fellow Charter Membership from the Chartered Institute of Securities and Investments (CISI) and he is the recipient of the Microsoft Research Grant (2016), the Amazon Web Services Award (2014) and the 30 under 30 prize by Square Mile Magazine in 2011. Mr. Zamboglou is the Chief Business Developer Officer of Lykke, a financial technology company, responsible for the Firm's International Business.

Aleksei Antonov
Aleksei Antonov
SONM
Aleksei Antonov
SONM

Aleksei Antonov is CFO of SONM. Aleksei has been focusing on bitcoin and digital assets since 2013. He has a university degree in Computer Security. After discovering blockchain technology he founded the first blockchain oriented educational foundation in Russia and a blockchain oriented investment company Suicide.ventures based in Singapore. He has invested in 20 different ICO and successfully managed several ICO projects (including SONM.io). He is a well known speaker on the subjects of blockchain and ICO and has authored several publications including some critical comments on questionable ICO projects. Aleksei has been actively involved in crypto currencies trading, making over 2000 trades on various crypto exchanges. He is based in Moscow and London.

Dean Fantazzini
Dean Fantazzini
Moscow School of Economics, Moscow State University
Dean Fantazzini
Moscow School of Economics, Moscow State University

Dmitriy Gubanov
Dmitriy Gubanov
Perm State University
Dmitriy Gubanov
Perm State University

Benedikt Schuppli
Benedikt Schuppli
Lykke
Benedikt Schuppli
Lykke

Benedikt is an attorney-at-law and works as legal counsel for Lykke He obtained his law degree from the University of Zurich and went on to work for organizations in the private and public sectors, including a Swiss bank and several law firms. A resident of Basel, Switzerland, he has a lifelong love of learning. For several years, his professional interests have included cryptocurrencies and equity. In his spare time, he enjoys sports such as running, hiking, and tennis. He is also a passionate musician and multi-instrumentalist.

Alexey Klimenko
Alexey Klimenko
Teleport
Alexey Klimenko
Teleport

Viacheslav Arbuzov
Vyacheslav Arbuzov
Perm State University
Viacheslav Arbuzov
Perm State University

Vyacheslav Arbuzov, Ph.D. in Econimics, is an assistant professor at Perm State University and an author of over 20 articles on financial markets modeling and risk management. He is a quantitative analyst in Olympia Capital hedge fund and a co-founder of Rusquant.

Andrey Klimenko
Andrey Klimenko
Teleport
Andrey Klimenko
Teleport

Vladislav Rutskiy
Vladislav Rutskiy
Siberian Federal University
Vladislav Rutskiy
Siberian Federal University

Julia Anfereova
Julia Anferova
Lykke
Julia Anferova
Lykke

Project manager of a crowdsourcing initiative that reimagines how projects of all kinds can be staffed and completed.

PWS 2018 Materials

Bitcoin Econometrics

Dean Fantazzini
Moscow School of Economics, Moscow State University
PDF VIDEO

Investing in Blockchain: Financial Instruments Showdown

Aleksei Antonov
SONM
PDF VIDEO

Next Generation of Digital Marketplace

Richard Olsen
University of Zurich
PDF VIDEO

Digital Finance Regulation Session

Alexey Lobanov
Bank of Russia
Benedikt Schuppli
Lykke
Demetrios Zamboglou
King's College London
PDF VIDEO

Beta Arbitrage Trading in Crypto Market

Vyacheslav Arbuzov
Perm State University
PDF VIDEO

Voting on the Blockchain

Arsen Gasparyan
Yarating
PDF VIDEO

Institutional Crypto Economics

Dmitriy Gubanov
Perm State University
PDF VIDEO

Legal Nature, Problems and Perspectives of Smart Contracts

Anastasia Krasilnikova, Sofya Mikova, Khapova Elizaveta, Ilya Kukarin
Higher School of Economics - Perm
PDF VIDEO

How to crowdsource blockchain projects: Lykke Streams platform

Julia Anferova
Lykke
PDF VIDEO

Scaling Blockchain

Mikhail Nikulin
Lykke
PDF VIDEO

Scaling Blockchain

Greg Meredith
RChain
PDF VIDEO

Content Delivery Network on Open Ledger

Alexey Klimenko
Teleport
Andrey Klimenko
Teleport
PDF VIDEO

Decentralized Escrow for Blockchain Projects

Vladislav Rutskiy
Siberian Federal University
VIDEO

Integration of algorithmic trading and blockchain in decentralized economy

Vlad Buchnev
Quantor
VIDEO

Risk Management in the Era of DLT and Real-time Settlement

Matthias Spuehler
eleveneye
PDF VIDEO
Partners
Organizers Perm State University Lykke
School venue Digital Port
Endorsed by Prmia
Information partners