Scientific Engine for Market Analytics (SEMA) 2026
CERN
This invitation-only workshop at CERN brings together selected market participants to explore the application of particle physics methodologies to financial market data. The program combines conceptual insights, real-world applications, and an interactive session. The agenda is subject to change.
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09:00
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09:15
Meet at CERN Service Desk 15m
Get entrance passes
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09:15
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09:30
Go to meeting room 15m
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09:30
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10:00
Informal welcome and networking opportunity prior to the workshop.
Speaker: Danilo Piparo -
10:00
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11:00
Project HighLO: from particle physics to financial markets 1h 160/1-009
Introduction to the HighLO collaboration: its origins at CERN, key research developments, and applications in financial markets to date.
Speaker: Marjolein Verhulst -
11:00
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11:45
Overview of CERN’s ROOT framework, focusing on its capabilities for storing, retrieving, and analyzing large-scale, high-frequency datasets.
Speaker: Jonas Rembser (CERN) -
11:45
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12:00
Go to lunch location 15m
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12:00
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13:30
Lunch break 1h 30m R1
R1
CERN
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13:30
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13:45
Walk to tour location 15m
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13:45
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14:45
Tour at the Atlas experiment 1h
https://atlas.cern/
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14:45
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15:00
Walk to room location 15m
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15:00
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16:00
Introduction to SEMA and its core components, including market statistics, visualization, impact profile and the analytical engine.
Speaker: Philippe Debie -
16:00
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16:20
Coffee break 20m
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16:20
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16:50
Practical discussion of how SEMA operates with ROOT, deployment, and how trading firms can integrate the framework within existing infrastructures.
Speaker: Koen van Walstijn (CERN) -
16:50
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17:30
Interactive hands-on session where participants engage with pre-defined scenarios and analytical questions, illustrating how SEMA can be used to explore trading behavior and market dynamics.
Speaker: Philippe Debie -
17:30
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18:15
Speakers: Axel Naumann (CERN), Jozef Pennings
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18:15
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19:15
Go to dinner location 1h
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19:15
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22:15
Dinner 3h
Location TBD.
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09:00
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09:15