Agenda

JOIM Conference – AI in Finance II
Santa Clara University campus
Leavy School of Business
Lucas Hall, Forbes Family Conference Room 126
500 El Camino Real, Santa Clara, CA 95053

Monday, April 21st  – Reception/Dinner 
Lucas Hall, Forbes Family Conference Room 126
5:00pm – 5:30pm        Reception
5:30pm – 7:00pm        Dinner
6:00pm                              Bratin Saha, Digital Ocean, Keynote

Tuesday April 22^nd   – General Sessions                                                    
Lucas Hall, Forbes Family Conference Room 126
8:00am – 9:00am  – Breakfast

Sanjiv Das, Santa Clara University, Moderator
9:00am  – Opening Remarks

9:15am -10:15am – Brian Granger, Jupyter open source team, CalPoly San Luis Obispo & AWS
Open Source and AI
Discussant:  Deep Srivastav, Franklin Templeton

10:15am – 10:45am  – break

10:45am – 12:00am – Markus Pelger, Stanford University
Do AI-Algorithmic Traders Lead to Market Instability? A Multi-Agent Reinforcement Learning Approach
Discussant: Iro Tasitsiomi, T.RowePrice

12:00pm – 1:00pm  – Lunch

1:00pm – 2:15pm – Gustavo Schwenkler, Santa Clara University
The Different Networks Of Firms Implied By The News
Discussant: Alex “Sandy” Pentland,  Stanford Digital Economy Lab  and MIT

2:15pm – 2:45pm  – break

2:45pm -4:00pm – Mihail Velikov, Penn State University
AI-Powered (Finance) Scholarship
Discussant: Seoyoung Kim, Santa Clara University

Harry Markowitz Award Ceremony

4:00pm – 5:30pm  – Reception – Lucas Hall Lawn

Wednesday, April 23rd  – General Sessions
Lucas Hall, Forbes Family Conference Room 126
7:00am – 8:00am  – breakfast

8:00am -9:15am –  Roger Ibbotson, Yale
The CAPM, APT, and PAPM

9:15am – 9:30am  – break

9:30am – 10:45am –  presentation

10:45am – 11:00am  – break

11:00am – 12:00pm –  Jose Menchero, Bloomberg
Why Traditional Risk Models Overstate Factor Risk
Discussant:  Weijian Liang, PGIM

A very special thanks to the Advisory Council: