Agenda, October 5 – 7 2020
Applications of Data Science in Investment Management
COVID-19 Investment Implications
Virtual Conference
We will be using BlueJean Video Conferencing for this event.
Monday, October 5th
8:00am – 9:00am (PST) / 11:00am – 12:00pm (ET)
Vasant Dhar, New York University
The Stability of Machine Learning Models in Finance
Discussant: Wendy Harrington, Nuveen
10:00am – 11:00am (PST) /1:00pm – 2:00pm (ET)
Panel Discussion I – COVID-19 Investment Implications
Robert Merton, MIT; Campbell Harvey, Duke University
Moderator: Sanjiv Das, Santa Clara University
11:30am – 12:30am (PST) / 2:30pm – 3:00pm (ET)
Chair: Daniel Weagley, Georgia Tech
Sudheer Chava, Georgia Tech
Doing Well by Doing Good: Corporate Social Responsibility and Downside Risk
Discussant: Margaret Stumpp, QMA
Tuesday, October 6th
8:00am – 9:00am (PST) / 11:00am – 12:00pm (ET)
Chair: Alex Hsu, Georgia Tech
Alessio de Longis, Invesco
Time-Series Variation in Factor Premia: the Influence of the Business Cycle
Discussant: Alex Hsu, Georgia Tech
10:00am – 11:00am (PST) / 1:00pm – 2:00pm (ET)
Moderator: Andrew Lo, MIT
Panel Discussion II – Epidemiology of the Pandemic
Xiao-Li Meng, Harvard University; Peter Hale, Vaccine Foundation; Tomas Philipson, University of Chicago
11:30am – 12:30am (PST) / 2:30pm – 3:00pm (ET)
Chair: Satyajeet Karnik, Georgia Tech
Ananth Madhavan, BlackRock
What Happens with More Funds than Stocks?
Discussant: Sharon Hill, Vanguard
Wednesday, October 7th
8:00am – 9:00am (PST) / 11:00am – 12:00pm (ET)
Chair: Suzanne Lee, Georgia Tech
Bryan Kelly, Yale University and AQR Capital Management
Text Data in Asset Management
Discussant: Tarun Gupta, Invesco
10:00am – 11:00am (PST) / 1:00pm – 2:00pm (ET)
Chair: Jonathan Clarke, Georgia Tech
Deep Srivastav & Jennifer Ball, Franklin Templeton
Data Science in Retirement
Discussant: Seoyoung Kim, Santa Clara University
11:30am – 12:30am (PST) / 2:30pm – 3:00pm (ET)
Chair: Sudheer Chava, Georgia Tech
Tucker Balch, JP Morgan
AI Research at J.P. Morgan
Discussant: Lisa Huang, Fidelity
