Agenda – October 5 – 7 2020

Applications of Data Science in Investment Management
&
COVID-19 Investment Implications
Virtual Conference

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

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)
Sudheer Chava, Georgia Tech

Tuesday, October 6th
8:00am – 9:00am (PST) / 11:00am – 12:00pm (ET)
Alessio de Longis, Invesco
Time-Series Variation in Factor Premia: the Influence of the Business Cycle

10:00am – 11:00am (PST) / 1:00pm – 2:00pm (ET)
Moderator:  Andrew Lo, MIT
Panel Discussion II – Epidemiology of the Pandemic

11:30am – 12:30am (PST) / 2:30pm – 3:00pm (ET)
Ananth Madhavan, BlackRock
Model Follower Identification Using Modern Machine Learning

Wednesday, October 7th
8:00am – 9:00am (PST) / 11:00am – 12:00pm (ET)
Bryan Kelly, Yale
Text Data in Asset Management

10:00am – 11:00am (PST) / 1:00pm – 2:00pm (ET)
Deep Srivastav & Jennifer Ball, Franklin Templeton
Data Science in Retirement

11:30am – 12:30am (PST) / 2:30pm – 3:00pm (ET)
Tucker Balch, JP Morgan