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MIT Quant & Ai Conference 2022 Sponsored by Rebellion Research & MIT Quantitative Finance Club

MIT Quant & Ai Conference 2022 Sponsored by Rebellion Research & MIT Quantitative Finance Club

 Kresge Auditorium 183 Amherst St, Cambridge, MA 02139

December 15T 2022

08.30 – Registration

09.00 – Opening Address from the Chairs: Director, MIT Sloan Quant Finance Club, Samson Qian & Conference Host Rebellion Research CEO, Alexander Fleiss

09.05 PANEL DISCUSSION: Machine Learning vs. Optimal Control

Moderator: Amal Moussa, Managing Director, Head of US Single Stocks Exotic Derivatives Trading at Goldman Sachs, Adjunct Professor, Mathematics of Finance Masters Program at Columbia University

Peng Cheng, Head of Machine Learning Strategies, JPMorgan, Lisa Huang, Head of AI Investment Management and Planning, Fidelity, Dr. Ruchir Puri, Chief Scientist, IBM Research

09.50 PANEL DISCUSSION: The Data Investment Process

Moderator: Sahana Athreya, Forbes 30 Under 30, Data Scientist/QR – Investment Research, Millennium

Joseph Simonian, Senior Investment Strategist, Scientific Beta, Editor of Journal of Portfolio Management, Editor, Journal of Financial Data Science, Dr. Roberto Croce, Head of Liquid Alternatives, Partner, Senior Portfolio Manager, Newton Investment Management Group

10.35 – Break

11.00 PANEL DISCUSSION: Augmenting Quant Strategies with Fundamental Data

Moderator: Gilbert Haddad, Head of Investment Decision Science at Fidelity Investments

11.45 PANEL DISCUSSION: Changing Landscape of Quantitative Investing

Moderator: Kathryn Zhao, Global Head of Electronic Trading, Cantor Fitzgerald

Professor of Finance Jim Liew, Johns Hopkins University

12.30 Lunch

1.15 – Keynote Debate: Raphael Douady, Research Professor, Sorbonne 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

2.00Keynote Debate: 2022 Quant of the Year Dr. Matthew Dixon Vs. 2022 Quant of the Year Dr. Igor Halperin

2.45 PANEL DISCUSSION: Deep Learning vs Reinforcement Learning vs Causality in Finance

Moderator: Nancy Davis, Portfolio Manager for The Quadratic Interest Rate Volatility and Inflation Hedge ETF (ticker: IVOL) and The Quadratic Deflation ETF (ticker: BNDD)

3.30 PANEL DISCUSSION: Understanding Data in the 21st Century & Portable Alpha

Moderator: Yevgeniy Vahlis, Co-Founder & CEO of Shakudo, Fmr Head Quant, Bank of Montreal

4.15 Break

4:30 PANEL DISCUSSION: Future of Rates

Moderator: Mika Kastenholz Global Head Structured Macro Credit Suisse

5.15 PANEL DISCUSSION: Retail Trading, Meme Stocks & Brokerage

Moderator: Larry Tabb, Head of Market Structure Research, Bloomberg Intelligence

Daniel J. Rosengarten, CFA, Head of Treasury Quantitative Development, Barclays Investment Bank

6.00 – Networking Cocktails

7.00 – Conference Concludes

 

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