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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.
Presenter
Discussant
Presenter
OCTOBER 31, 2024 | 12-1 PM ET
SEMYON MALAMUD
SWISS FINANCE INSTITUTE at EPFL
APT or "AIPT"? THE SURPRISING DOMINANCE OF LARGE FACTOR MODELS
Discussant: Paul Schneider (USI Lugano and SFI)
Host: Serhiy Kozak (University of Maryland)
Zoom meeting ID:
975 9956 5536
Passcode:
676284
MARCH 28, 2024 | 12-1 PM ET
MARKUS K. BRUNNERMEIER
Princeton University
STRATEGIC MONEY AND CREDIT LEDGERS
Discussant: Péter Kondor (LSE)
Host: Maryam Farboodi (MIT)
Peter Kondor
Discussant
Markus Brunnermeier
Presenter
Peter Kondor
Discussant
Will Cong
Presenter
Wei Jiang
Discussant
Will Cong
Presenter
APRIL 25, 2024 | 12-1 PM ET
LIN WILLIAM CONG
Cornell University
ALPHA-MANAGER:
A DATA-DRIVEN-ROBUST-CONTROL APPROACH TO CORPORATE FINANCE
Discussant: Wei Jiang (Emory University)
Host: Léa H. Stern (University of Washington)
MAY 30, 2024 | 12-1 PM ET
ANDREA EISFELDT
UCLA
GENERATIVE AI AND FIRM VALUES
Discussant: Anastassia Fedyk (UC Berkeley)
Host: Markus Pelger (Stanford University)
Andrea Eisfeldt
Presenter
Anastassia Fedyk
Discussant
Andrea Eisfeldt
Presenter
Jules H. van Binsbergen
Presenter
Baozhong Yang
Discussant
Jules H. van Binsbergen
Presenter
JUNE 20, 2024 | 12-1 PM ET
JULES VAN BINSBERGEN
University of Pennsylvania
(ALMOST) 200 YEARS OF NEWS-BASED ECONOMIC SENTIMENT
Discussant: Baozhong Yang (Georgia State University)
Host: Andreas Neuhierl (Washington University in St. Louis)
SEPTEMBER 26, 2024 | 12-1 PM ET
ROBERT RICHMOND
NYU
ASSET EMBEDDINGS
Discussant: Yinan Su (John Hopkins University)
Host: Lin William Cong (Cornell University)
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Discussant
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