Conference / Seminar, Fintech Thought Leadership Group, Virtual Events & Programming

8th Annual Data Science in Finance Conference

January 9, 2025 | 8:00 AM - 6:00 PM

Share Event

Wait! A Note on Registration:

We’ve launched Cvent—our new events platform!

Registration for any event with a start date after Sept. 28 now requires a CFA Institute account.

I don’t have a CFA Institute account

  • No problem! You’ll have the chance to create one prior to registration.

I already have a CFA Institute account

  • Great! Be sure to use your existing credentials at registration.
Cvent Transition Guide ⭢
Global Passport Icon
Global Passport Program Eligible

Overview

In recent years the topics of Data Science, Artificial Intelligence, Machine Learning, and Big Data have become increasingly popular. This growth has been fueled by the collection and availability of new data; increasing processing power and storage, and the open-source movement continue to make tools more widely available. As a result, we have already witnessed profound changes to how we work, rest, and play… and this trend will only continue. How has the world of finance, and investment managers in particular, been impacted by this trend? Join us to explore what Data Science means for finance professionals.

Presented in conjunction with The Society of Quantitative Analysts (SQA) and the Data Science & Quantitative Investing Group. 

Agenda

8:00 AM | REGISTRATION 

8:55 AM | WELCOME

9:00 AM | OPTIMAL DYNAMIC ASSET ALLOCATION WITH TRANSACTION COSTS: THE ROLE OF HEDGING DEMANDS

Kent Daniel, Jean-Marie Eveillard/First Eagle Investment Management Professor of Business in the Finance Division at the Graduate School of Business at Columbia University

10:00 AM | IDENTIFYING PATTERNS IN FINANCIAL MARKETS: EXTENDING THE STATISTICAL JUMP MODEL FOR REGIME IDENTIFICATION

Petter Kolm, Clinical Professor of Mathematics, Program Director MSMF, NYU Courant

11:00 AM | COFFEE BREAK

11:15 AM | MOVING TARGETS

Lauren Cohen, L.E. Simmons Professor in the Finance & Entrepreneurial Management Units at Harvard Business School, and a Research Associate at the National Bureau of Economic Research

12:15 PM | LUNCH

1:15 PM | CUT THE CHIT-CHAT: A NEW FRAMEWORK FOR THE APPLICATION OF GENERATIVE LANGUAGE MODELS FOR PORTFOLIO CONSTRUCTION

Francesco Fabozzi, Research Director, Yale School of Management’s International Center for Finance

2:15 PM | AN ARTIFICIAL INTELLIGENCE-BASED INDUSTRY PEER GROUPING SYSTEM

Andrew W. Lo, Charles E. and Susan T. Harris Professor, and the Director of the Laboratory for Financial Engineering at the MIT Sloan School of Management

3:15 PM | COFFEE BREAK

3:30 PM | FROM PREDICTIVE ALGORITHMS TO AUTOMATIC GENERATION OF ANOMALIES

Sendhil Mullainathan, Roman Family University Professor of Computation and Behavioral Science at Chicago Booth

4:30 PM | NETWORKING RECEPTION

Additional Details

Learning Outcomes

  • Gain an understanding of various big data techniques;
  • Learn new algorithms for investment analysis;
  • Review how data science is applied in various industries.

Who would be interested in this event:

Analysts, Portfolio Managers and other practitioners interested in how machine learning, artificial intelligence, and other data science techniques can be used in financial and other sectors.

This event is not open to the Press.

Sponsorship Overview

For over 80 years, CFA Society New York—formerly known as New York Society of Security Analysts (NYSSA)—has been a leading forum for the exchange of information among investment professionals. Our mission is to raise standards of practice in the industry for the ultimate benefit of society. Towards that goal, CFA Society New York content is curated by volunteer practitioner interest groups that strive to shape the future of the industry. A bold line exists between the financial support by organizations to maintain the quality of our programming and the selection of speakers who contribute to dialogue in our community. To that end, a ceaseless commitment to transparency is something we consider foundational to our cause.

Please be advised of the following information related to Society sponsorship and support:

Through financial support and other means of in-kind support, each event sponsor, event partner, event co-host and organizational partner of CFA Society New York plays a valuable role in the furtherance of the range of forward-thinking initiatives that underpin the Society’s values, and toward our mission to deliver Society content and programming of the highest quality and standard.

CFA Society New York thanks all of its sponsors, event-related affiliates and organizational partners for helping us continue to shape the conversation of the investment community.

Legal Notice and Disclaimer

CFA Society New York (including its employees and agents) assumes no responsibility for presenters or consequences resulting from the use of information or content of such information presented, including (but not limited to) errors or omissions, the accuracy or reasonableness of factual or scientific assumptions, studies or conclusions, the defamatory nature of statements, ownership of copyright or other intellectual property rights, and the violation of property, privacy, or personal rights of others. The CFA Society New York is not responsible for, and expressly disclaims all liability for, damages of any kind arising out of use, reference to, or reliance on such information. No guarantees or warranties, including (but not limited to) any express or implied warranties of merchantability or fitness for a particular use or purpose, are made by CFA Society New York with respect to such information. CFA Society New York does not endorse, approve, or certify such information, nor does it guarantee the accuracy, completeness, efficacy, timeliness, or correct sequencing of such information. All presentations represent the opinions of the presenters and do not represent the position or the opinion of CFA Society New York or its members. Reference by the presenters to any specific commercial product, process or service by trade name, trademark, service mark, manufacturer, and corporation or otherwise does not constitute or imply endorsement, recommendation, or favoring by CFA Society New York.

CFA Society New York strives to be a community for diverse opinions and differing perspectives, and the views and opinions expressed by speakers, presenters and/or organizers at events do not necessarily state or reflect those of CFA Society New York.

CFA Society New York expects all attendees to comply with CFA Society New York’s Code of Conduct while attending CFA Society New York events or meetings. CFA Society New York expressly reserves the right, in its sole discretion, to grant or deny access to any individual, or to expel any individual from any CFA Society New York event or meeting.

Inclement weather

CFANY reserves the right to cancel or reschedule all in-person events within 48 hours when inclement weather has been forecasted and travel is restricted by city officials.  The program may also be produced solely via livestream in such circumstances.  Please note the cancellation policy regarding refunds and substitutions.

Refunds, Cancellations, and Substitutions

  • 72 HOURS ADVANCED NOTICE OR MORE:
    • Full refund issued
  • WITHIN 48 HOURS OR AFTER EVENT HAS STARTED:
    • No refund

All requests for cancellation or refunds must be sent to cfanyevents@cfany.org.

More

CFA Society New York, Inc. (“CFA NY”) is not a Registered Investment Advisor, Broker/Dealer, Financial Analyst, Financial Bank, Securities Broker, or Financial Planner. While CFA NY seeks to present accurate and reliable information, CFA Society New York does not endorse, approve, or certify such information, nor does it warrant or guarantee the accuracy, completeness, efficacy, timeliness, or fitness of such information for any particular purpose. Information presented may or may not be current as of the date of the presentation, and CFA Society New York has no duty to update and maintain the information, reports, or statements made during events.

The information presented is provided for information purposes only, and is not intended to be and does not constitute financial advice, investment advice, trading advice, or any other advice, is general in nature, and is not specific to you.

None of the information presented is intended as an offer or solicitation of an offer to buy or sell, or as a recommendation, endorsement, or sponsorship of any security, company, or fund.