Conference / Seminar, Data Science and Quantitative Investment Group, Global Passport, Quantitative Investing

8th Annual Data Science in Finance Conference

Thursday, January 9 | 8:30 AM - 6:00 PM

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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

8:30 AM | REGISTRATION & LIGHT BREAKFAST 

8:55 AM | WELCOME

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

Speaker

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

Discussant

Juhani Linnainmaa, George J. Records 1956 Professor of Investments, Tuck School of Business, Dartmouth

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

Speaker

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

Discussant

Judith Gu, Managing Director, Head of Equities & eFX Quant Strategist, Bank of Nova Scotia

11:00 AM | COFFEE BREAK

11:15 AM | MOVING TARGETS

Speaker

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

Discussant

Samuel Hartzmark, Professor, Seidner Department of Finance, Carroll School of Management, Boston College

12:15 PM | LUNCH

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

Speaker

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

Discussant

Laura Serban, Managing Director, AQR Capital Management

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

Speaker

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

Discussant

Alex Chinco, Assistant Professor, Bert W. Wasserman Department of Economics and Finance, Baruch College

3:15 PM | COFFEE BREAK

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

Speaker

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

Discussant

Ray Iwanowski, Founding Principal, Secor Asset Management

4:30 PM | NETWORKING RECEPTION

Co-hosted by:

Sponsors:

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.

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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.

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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.