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Verizon Center at Cornell Tech (2 West Loop Road is the same address for the Bloomberg Center) Roosevelt Island, NYC
SEPTEMBER 22 2023
08.30 – Registration
08.55 – Opening Address from the Chairs: Director, Cornell Financial Engineering Manhattan, Professor Victoria Averbukh & Conference Host Rebellion Research CEO, Alexander Fleiss
09.00 – PANEL DISCUSSION: Chat-GPT & The Future of Ai in Finance!
Moderator: Judith Gu, Head Quantitative Equities Strategies, ScotiaBank
09.35 – PANEL DISCUSSION: The Quantitative Investment Process
Moderator: Andrew Chin, Head of Quantitative Research and Chief Data Scientist, Alliance Bernstein, Adjunct Professor, Cornell Financial Engineering Manhattan
Nancy Davis Founder & Portfolio Manager Quadratic Capital Management LLC, Tony Berkman, Managing Director, Two Sigma, Joseph Simonian, Senior Investment Strategist, Scientific Beta, Editor of Journal of Portfolio Management, Editor of Journal of Financial Data Science, Dr. Amal Moussa, Managing Director at Goldman Sachs, Dr. Harvey Stein, Two Sigma
10.10 – PANEL DISCUSSION: Changing Landscape of Investing
Moderator: Kathryn Zhao, Global Head of Electronic Trading, Cantor Fitzgerald
Christina Qi, CEO Databento & Founder Domeyard LP, Danny Newman, Systematic Investor, Bridgewater Associates, Perry Boyle, fmr Senior Partner, Point72, Andrei Kirilenko, Professor of Finance, Director of the PhD Programme, Founding Director, Centre for Finance, Technology and Regulation at Cambridge University Judge Business School, Jess Stauth, Chief Investment Officer – Systematic Equity, Fidelity
10.45 – Break
11:05 – Keynote Debate : Future of Data Science & Machine Learning
Claudia Perlich, Two Sigma Vs. Lisa Huang, Head of AI Investment Management and Planning, Fidelity
11.40 – PANEL DISCUSSION: Encountering Real World Data Sets
Moderator: Ingrid Tierens, Head of Data Strategy, Goldman Sachs Investment Research
Sameer Gupta, Head of Data, Point72, Arik Ben Dor, Barclays, Head of Quantitative Equity Research, Journal of Financial Data Science, Sahana Athreya, Forbes 30 Under 30, Data Scientist/QR – Investment Research, Millennium, Ethan Geismar, Head of US Data Strategy – Equity Research, Jefferies
12.15 – Lunch
1.00 – PANEL DISCUSSION: Understanding The Future of Natural Language Processing in the 21st Century
Moderator: Sasha Stoikov, Head of Research, Cornell Financial Engineering Manhattan
Dr. Igor Halperin, Quant of the Year 2022, Petter Kolm, NYU MFE Director, Francesco Fabozzi, Research Director” of Yale’s International Center of Finance, Raphael Douady, Research Professor, Sorbonne
1.35 – Keynote Debate: Portable Alpha Vs Intelligent Beta
2022 Quant of the Year Dr. Matthew Dixon Vs. Gordon Ritter, Quant of the Year 2019, Adjunct Professor, Cornell Financial Engineering Manhattan, Adjunct Professor, Baruch College, NYU Courant Institute, Columbia Mathematics of Finance, Booth UChicago
2.10 – Break
2.30 – PANEL DISCUSSION : Capturing Alpha in 2022 Quantitative Strategies & Global Outlook
Moderator: Dr. Gil Haddad, Head of Investment Decision Science, Fidelity
Sudip Gupta, Professor, Johns Hopkins University, Mika Kastenholz Global Head Structured Macro Credit Suisse
3.05 – PANEL DISCUSSION: Deep Learning vs Reinforcement Learning vs Causality in Finance
Moderator: Giuseppe Paleologo, Head Of Risk Management at Hudson River Trading
Professor Andreea Minca, Cornell University, Jae Ho Kim, Head of Risk Research at Point72, Peng Cheng, Head of Machine Learning Strategies, JPMorgan, Alejandro Rodriguez Dominguez, Head of Quantitative Research & Analysis at Miraltabank, Aziz Lookman, Two Sigma
3.40 – PANEL DISCUSSION: Future of Due Diligence in Data & Investing
Moderator: Sharon Asaf, Director of Global Climate Risk, Citibank
Professor of Finance Jim Liew, Professor, Johns Hopkins University, Andrea Rafael, Director of Investment Analytics & Risk Management at Yeshiva University Office of Investment Management, Samantha Mait, Manager, Equity Data Management, Balyasny Asset Management L.P.
4.15 – Closing Panel: Near Term Future of Finance & ChatGPT
Moderator: Ruchir Puri, IBM Research Chief Scientist
4.50 – Conference Concludes!
