AI & BIG DATA IN FINANCE
RESEARCH FORUM
ABFR events are held as Zoom webinars and are open to all. If you would like to receive updates about these events, please join our mailing list. We will send out the Zoom links to access the webinar over our mailing lists. A Zoom link will also be available on this website one hour prior to the presentation. Recordings of past events will be available on the ABFR YouTube channel. Please direct any inquiries related to the forum to abfrforum@gmail.com.
DECEMBER 1, 2022 | 12-1 PM ET
ALBERTO ROSSI
Georgetown University
CROWDSOURCING PEER INFORMATION TO CHANGE SPENDING BEHAVIOR
Discussant: David Hirshleifer (USC)
Host: Lea Stern (University of Washington in Seattle)
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MARCH 31, 2022 | 12-1 PM ET
JIANQING FAN
Princeton University
STRUCTURAL DEEP LEARNING IN CONDITIONAL ASSET PRICING
Discussant: Andrew Patton (Duke)
Host: Svetlana Bryzgalova (LBS)
APRIL 28, 2022 | 12-1 PM ET
SVETLANA BRYZGALOVA
London Business School
MISSING FINANCIAL DATA
Discussant: Guofu Zhou (Washing U. in St. Louis)
Host: Lin William Cong (Cornell)
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JUNE 30, 2022 | 12-1 PM ET
LIN WILLIAM CONG
Cornell University
ANTITRUST, REGULATION, AND USER UNION IN THE ERA OF DIGITAL PLATFORMS AND BIG DATA
Discussant: Michael Sockin (UT Austin)
Host: Markus Pelger (Stanford)
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MAY 26, 2022 | 12-1 PM ET
LEA STERN
University of Washington in Seattle
VENTURE CAPITAL (MIS)ALLOCATION IN THE AGE OF AI
Discussant: Arthur Korteweg (USC Marshall)
Host: Svetlana Bryzgalova (LBS)
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AUGUST 25, 2022 | 12-1 PM ET
MARKUS PELGER
Stanford University
DEEP LEARNING STATISTICAL ARBITRAGE
Discussant: Amit Goyal (University of Lausanne and SFI)
Host: Serhiy Kozak (University of Maryland)
SEPTEMBER 29, 2022 | 12-1 PM ET
MARYAM FARBOODI
MIT
VALUING FINANCIAL DATA
Discussant: Asaf Manela
Host: Svetlana Bryzgalova (LBS)
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OCTOBER 27, 2022 | 12-1 PM ET
OLIVIER SCAILLET
Université de Genève and SFI
A PENALIZED TWO-PASS REGRESSION TO PREDICT STOCK RETURNS WITH TIME-VARYING RISK PREMIA
Discussant: Marcelo C. Medeiros
(Pontifical Catholic University of Rio de Janeiro)
Host: Serhiy Kozak (University of Maryland)