Agenda

October 5 – 6, 2020
Scheller College of Business, Georgia Tech
Applications of Data Science in Investment Management

Monday, October 5th
8:00am – 9:00am – breakfast
9:00am- 10:15am
Sanjiv Das, Santa Clara University
Dynamic Goals-Based Wealth Management Using Reinforcement Learning

10:15am – 10:45 – break

10:45am – 12:00pm
Bryan Kelly, Yale University and AQR Capital Management
Text Data in Asset Management

12:30pm – 1:30pm – Lunch Talk
Marty Flannagan, Invesco

1:30pm – 2:00pm – break

2:00pm – 3:15pm
Sudheer Chava, Georgia Tech

3:15pm – 3:45pm – break

3:45pm – 5:00pm
Alessio de Longis, Invesco
Time-Series Variation in Factor Premia: the Influence of the Business Cycle

5:00pm – Reception

Tuesday, October  6th
7:00am – 8:00am – breakfast
8:00am – 8:45am
Tucker Balch, JP Morgan

8:45am – 9:15am – break

9:15am -10:30am
Ananth Madhavan, BlackRock
Model Follower Identification Using Modern Machine Learning

10:30am – 10:45am – break

10:45am – 12:00pm
Deep Srivastav and Jennifer Ball, Franklin Templeton
Data Science in Retirement

12:30pm – 1:30pm – Lunch Talk
Vasant Dhar, New York University
The Stability of Machine Learning Models in Finance