Agenda
JOIM Conference – AI in Finance II
Santa Clara University campus
500 El Camino Real
Santa Clara, CA 95053
Monday, April 21st – Reception/Dinner
Forbes Family Conference Room
5:00pm – 5:30pm Reception
5:30pm – 7:00pm Dinner
6:00pm Bratin Saha, Digital Ocean, Keynote
Tuesday April 22nd – General Sessions
Forbes Family Conference Room
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
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
2:15pm – 2:45pm – break
2:45pm -4:00pm – Mihail Velikov, Penn State University
AI-Powered (Finance) Scholarship
Discussant: Seoyoung Kim, Santa Clara University
4:00pm – 5:30pm – Reception
Wednesday, April 23rd – General Sessions
Forbes Family Conference Room
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: