Presenter’s Bios
Vasant Dhar, New York University, Keynote speaker
Vasant Dhar is an Artificial Intelligence researcher and data scientist and host of the podcast, “Brave New World,” which explores how technology and virtualization in the post-COVID era is transforming humanity. He brought Machine Learning to Wall Street in the 90s, and subsequently founded the Machine-Learning-Based hedge-fund SCT Capital Management. He publishes fortnightly at vasantdhar.substack.com .
Dhar’s research focuses on how risk influences our trust in AI systems. It shows the existence of an “automation frontier” that expresses a tradeoff between how often the machine will be wrong and the consequences of its errors. Trust, and hence our willingness to cede control of decision making to the machine, rises with decreasing error rates and lower error costs. The automation frontier provides a natural way to think about the division of responsibility between humans and machines and future of work.
More broadly, Dhar’s research examines how innovations such as Artificial Intelligence impact our lives, and how we can create technology and policy for a better future in a world of increasingly intelligent machines. Dhar writes regularly in the media on Artificial Intelligence, societal risks of AI platforms, data governance, privacy, ethics, and trust. He is a frequent speaker in academic and industrial forums. Professor Dhar teaches courses on Systematic Investing, Data Science, Prediction, and Tech Innovation. He has written over 100 research articles, funded by grants from industry and government agencies such as the National Science Foundation.
Professor Dhar received his Bachelor of Technology from the Indian Institute of Technology in Delhi, and his Master of Philosophy and Doctor of Philosophy from the University of Pittsburgh.
Sanjiv Das, Santa Clara University
Sanjiv Das is the William and Janice Terry Professor of Finance at Santa Clara University’s Leavey School of Business.
He previously held faculty appointments as Associate Professor at Harvard Business School and UC Berkeley. He holds post-graduate degrees in Finance (M.Phil and Ph.D. from New York University), Computer Science (M.S. from UC Berkeley), an MBA from the Indian Institute of Management, Ahmedabad, B.Com in Accounting and Economics (University of Bombay, Sydenham College), and is also a qualified Cost and Works Accountant. He is a senior editor of The Journal of Investment Management, co-editor of The Journal of Derivatives, and Associate Editor of other academic journals.
Prior to being an academic, he worked in the derivatives business in the Asia-Pacific region as a Vice-President at Citibank. His current research interests include: the modeling of default risk, machine learning, social networks, derivatives pricing models, portfolio theory, and venture capital. He has published over eighty articles in academic journals, and has won numerous awards for research and teaching. His recent book “Derivatives: Principles and Practice” was published in May 2010. He currently also serves as a Senior Fellow at the FDIC Center for Financial Research.
Read Professor Das’ expanded bio here »
Brain Granger, Jupyter open source team (founder), CalPoly San Luis Obispo and AWS
Brian is a Professor of Physics on leave from Cal Poly State University in San Luis Obispo, CA, where he has taught Physics and Data Science and has done research in interactive computing. He is a leader of the Python project, co-founder of Project Jupyter and is an active contributor to a number of other open source projects focused on data science in Python. In 2016, he co-created the Altair package for statistical visualization in Python. While on leave, he is serving as Senior Principal Technologist at Amazon Web Services (AWS).
Simon Johnson, MIT Sloan School of Management
Simon Johnson is the Ronald A. Kurtz (1954) Professor of Entrepreneurship at the MIT Sloan School of Management, where he is head of the Global Economics and Management group. In 2007-08 he was chief economist at the International Monetary Fund, and he currently co-chairs the CFA Institute Systemic Risk Council. In February 2021, Johnson joined the board of directors of Fannie Mae.
Johnson’s most recent book, with Daron Acemoglu, Power and Progress: Our 1000-Year Struggle Over Technology and Prosperity, explores the history and economics of major technological transformations up to and including the latest developments in Artificial Intelligence.
His previous book, with Jonathan Gruber, Jump-Starting America: How Breakthrough Science Can Revive Economic Growth and the American Dream, explained how to create millions of good new jobs around the U.S., through renewed public investment in research and development. This proposal attracted bipartisan support.
Johnson was previously a senior fellow at the Peterson Institute for International Economics in Washington, D.C., a cofounder of BaselineScenario.com, a member of the Congressional Budget Office’s Panel of Economic Advisors, and a member of the Federal Deposit Insurance Corporation’s Systemic Resolution Advisory Committee. From July 2014 to early 2017, Johnson was a member of the Financial Research Advisory Committee of the U.S. Treasury’s Office of Financial Research (OFR), within which he chaired the Global Vulnerabilities Working Group.
Mark Kritzman, Windham Capital Management, LLC
Mark Kritzman, CFA is a Founding Partner and CEO of Windham Capital Management, LLC and the Chairman of Windham’s investment committee. He is responsible for managing research activities and investment advisory services.
Mark is also a Founding Partner of State Street Associates, and he teaches a graduate finance course at the Massachusetts Institute of Technology. He served as a Founding Director of the International Securities Exchange and as a Commissioner on the Group Insurance Commission of the Commonwealth of Massachusetts. He has also served on the Advisory Board of the Government Investment Corporation of Singapore (GIC) and the boards of the Institute for Quantitative Research in Finance, The Investment Fund for Foundations, and State Street Associates. He is currently a member of the Board of Directors of Protego Trust Company, the Advisory Board of the MIT Sloan Finance Group, the Board of Governors of St. John’s University, the Emerging Markets Review, the Journal of Alternative Investments, the Journal of Derivatives, the Journal of Investment Management, where he is Book Review Editor, and The Journal of Portfolio Management.
He has written 90 articles for peer-reviewed journals and is the author or co-author of seven books including A Practitioner’s Guide to Asset Allocation, Puzzles of Finance, and The Portable Financial Analyst. Mark won Graham and Dodd scrolls in 1993 and 2002, the Research Prize from the Institute for Quantitative Investment Research in 1997, the Bernstein Fabozzi/Jacobs Levy Award nine times, the Roger F. Murray Prize from the Q-Group in 2012, and the Peter L. Bernstein Award in 2013 for Best Paper in an Institutional Investor Journal. In 2004, Mark was elected a Batten Fellow at the Darden Graduate School of Business Administration, University of Virginia.
Andrew W. Lo, MIT Sloan School of Management
Andrew W. Lo is the Charles E. and Susan T. Harris Professor, a Professor of Finance, and the Director of the Laboratory for Financial Engineering at the MIT Sloan School of Management.
Lo’s current research spans three areas: evolutionary models of investor behavior and adaptive markets, artificial intelligence and financial technology, and healthcare finance. Recent projects include: an evolutionary explanation for bias and discrimination and how to reduce their effects; a new analytical framework for measuring the impact of impact investing; the potential for large language models to provide trustworthy financial advice to retail investors; and new statistical tools for predicting clinical trial outcomes, incorporating patient preferences into the drug approval process, and accelerating biomedical innovation via novel business, financing, and payment models.
Lo has published extensively in academic journals (see http://alo.mit.edu) and his most recent book is Adaptive Markets: Financial Evolution at the Speed of Thought. His awards include Batterymarch, Guggenheim, and Sloan Fellowships; the Paul A. Samuelson Award; the Eugene Fama Prize; the IAFE-SunGard Financial Engineer of the Year; the Global Association of Risk Professionals Risk Manager of the Year; the Harry M. Markowitz Award; the Managed Futures Pinnacle Achievement Award; one of TIME’s “100 most influential people in the world”; and awards for teaching excellence from both Wharton and MIT. His book Adaptive Markets has also received a number of awards, listed here. He is a Fellow of Academia Sinica; the American Academy of Arts and Sciences; the Econometric Society; and the Society of Financial Econometrics.
Lo is also a principal investigator at the MIT Computer Science and Artificial Intelligence Laboratory, an affiliated faculty member of the MIT Department of Electrical Engineering and Computer Science, an external faculty member of the Santa Fe Institute, and a research associate of the National Bureau of Economic Research. He is a member of the New York Federal Reserve Board’s Financial Advisory Roundtable, FINRA’s Economic Advisory Committee, the National Academy of Sciences Board on Mathematical Sciences and Their Applications, Beth Israel Deaconess Medical Center’s Board of Overseers, and the boards of Roivant Sciences and the Whitehead Institute for Biomedical Research.
Lo holds a BA in economics from Yale University and an AM and PhD in economics from Harvard University.