UF Research Conference on Machine Learning in Finance Agenda

All times are US Eastern Time. Presentations are limited to 20 minutes, and discussions are limited to 10 minutes. Printable conference agenda PDF.

Day 1: September 10, 2022

  • 8:45-9:15 am – Brief Introductions and Welcome:
    • Introductions: Andy Naranjo, Chairman, Eugene F. Brigham Finance, Insurance & Real Estate Department
    • Welcome: Saby Mitra, Dean, Warrington College of Business, University of Florida
    • Program Organizer: Paul Borochin, Visiting Scholar, Eugene F. Brigham Finance, Insurance & Real Estate Department

Session 1: Corporate-related Topics; Chair: Nitish Kumar, University of Florida

Session 2: Disclosure-related Topics; Chair: Tao Li, University of Florida

  • 11:15-11:45 am – The Fast and the Circuitous: Semantic Progression as a Type of Disclosure Complexity
    Jiawen Yan, Cornell University; Nicholas Guest, Cornell University
    Discussant: Wendi Du, Georgia Institute of Technology
  • 11:45-noon – Break
  • Noon-1:00 pm – Keynote: Kay Giesecke
    Professor of Management Science & Engineering at Stanford University as well as Founder, Executive Chairman, and Chief Scientist of Infima Technologies (a capital markets technology company building transformative prediction systems for fixed-income market participants)
  • 1:00-1:15 pm – Break

Session 2 Continued: Disclosure-related Topics; Chair: Tao Li, University of Florida

  • 1:15-1:45 pm – Do Managers Walk the Talk on Environmental and Social Issues?
    Wendi Du, Georgia Institute of Technology; Sudheer Chava, Georgia Institute of Technology; Baridhi Malakar, Georgia Institute of Technology
    Discussant: Jiawen Yan, Cornell University
  • 1:45-2:15 pm – Measuring Firm-Level Inflation Exposure: A Deep Learning Approach
    Linghang Zeng, Babson College; Sudheer Chava, Georgia Institute of Technology; Wendi Du, Georgia Institute of Technology; Agam Shah, Georgia Institute of Technology
    Discussant: Da Li, University of Wisconsin Madison
  • 2:15-2:45 pm – Benchmarking Private Equity Performance When Fund Cash Flows are Missing
    Da Li, University of Wisconsin Madison; Timothy J. Riddiough, University of Wisconsin Madison
    Discussant: Linghang Zeng, Babson College
  • 2:45-3:00 pm – Break
  • 3:00-4:00 pm – Keynote: Alex Fleiss
    Co-Founder, Chairman, and CIO of Rebellion Research (a global machine learning think tank, artificial intelligence financial advisor & hedge fund)
  • 4:00-4:15 pm – Break

Session 3: Gender-related Topics; Chair: Sheila Jiang, University of Florida

  • 4:15-4:45 pm – Female Equity Analysts and Corporate Environmental and Social Performance
    Chelsea Yang, University of British Columbia; Kai Li, University of British Columbia; Feng Mai, Stevens Institute of Technology; Gabriel Wong, Cardiff University; and Tengfei Zhang, University of Cambridge
    Discussant: Kate Suslava, Bucknell University
  • 4:45-5:15 pm – Benefits of Having a Female CFO
    Kate Suslava, Bucknell University; Julia Klevak, PGIM Quantitative Solutions; Joshua Livnat, NYU and PGIM Quantitative Solutions
    Discussant: Douglas Xu, University of Florida

Day 2: September 11, 2022

Session 4: Analysts-related Topics; Chair: Sehoon Kim, University of Florida

Session 5: Asset Pricing-related Topics; Chair: Yuehua Tang, University of Florida

  • 10:15-10:45 am – Alpha Go Everywhere: Machine Learning and International Stock Returns
    Darwin Choi, CUHK Business School; Wenxi Jiang, CUHK Business School; Chao Zhang, University of Oxford
    Discussant: Arka Prava Bandyopadhyay, University of Colorado Boulder
  • 10:45-11:15 am – Asset Pricing with Panel Tree under Global Split Criteria
    Guanhao Feng, City University of Hong Kong; Lin William Cong, Cornell University; Jingyu He, City University of Hong Kong; Xin He, City University of Hong Kong
    Discussant: Sophia Zhengzi Li, Rutgers University
  • 11:15-11:45 am – Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha
    Javier Gil-Bazo, Universitat Pompeu Fabra; Victor DeMiguel, London Business School; Francisco J. Nogales, Universidad Carlos III de Madrid; Andre A. P. Santos, University of Edinburgh Business School and Universidade Federal de Santa Catarina
    Discussant: Zhen Qi, University of Manitoba
  • 11:45-noon – Break
  • Noon-1:00 pm – Industry Insights and Perspectives: Michael Kotarinos
    Chief Technology Officer at Oxyml, where he oversees the firm’s intellectual property pipeline and the design of new and innovative algorithms. Oxyml develops sophisticated artificial intelligence solutions for financial institutions across the globe.
  • 1:00-1:15 pm – Break

Session 6: Part 2 of Asset Pricing-related Topics; Chair: Yanbin Wu, University of Florida