Overview
Please join us for September’s installment of the Bloomberg Quant (BBQ) Seminar Series – in-person in New York City at our Bloomberg Park Avenue office.
In this seminar chaired by Bruno Dupire, Jerome Pesenti, former VP of Artificial Intelligence at Meta/Facebook, will present the keynote, followed by “lightning talks” of 5 minutes each in quick succession.
Because of COVID regulations, seating is limited and no walk-ins will be allowed. Please register early to reserve your seat.
Agenda
- 5:00 pm
Check-in:
Proof of COVID vaccination
Proof may take the form of the physical vaccine card, a photo of the card or an authorized application (e.g., NY Excelsior Pass).- 5:30 pm
Keynote: Jerome Pesenti, Former VP of Artificial Intelligence, Meta/Facebook
The State of AI: The Good, Bad, and Ugly
Progress in AI over the past few years has been faster than most experts predicted. Every week, new AI models are invented that seem able to surpass humans for tasks that were considered impossibly hard just a few months before. Yet, AI still has limited impact in our day-to-day life – our cars still don’t drive themselves, smart speakers don’t sound that smart, and we have yet to get any help at home from robots. We’ll discuss the drivers behind this unprecedented progress, as well as the technical and ethical challenges that make it hard to apply advances in AI.
- 6:30 pm
Lightning Talks
- Aakriti Mittal | Bloomberg
Wavenet & time-series modeling - Bruno G. Kamden, Ph.D. | New York University
Tradable carbon permits auctions - Philip Lasser | The Juilliard School
Organic construction in the music of Bach - Kevin Webster | Imperial College, London
Disentangling alpha from impact using trading experiments
- Aakriti Mittal | Bloomberg
- 7:00 pm
Reception: Wine, Beer & Pizza
Keynote Speaker
Jerome Pesenti
Jerome Pesenti was most recently VP of Artificial Intelligence at Meta/Facebook, heading up the company’s AI research and applied AI teams. Jerome has been working in AI for the past 25 years, including as CEO of BenevolentTech, the technology division of BenevolentAI, a British technology company using AI to accelerate scientific discovery. Prior to that role Jerome was VP at IBM Watson, where he led the creation and development of the IBM Watson Platform. Jerome joined IBM after its acquisition of Vivisimo, a tech firm specializing in text mining and enterprise search engines, which he co-founded in 2000.
Bruno Dupire
Bruno Dupire is the Global Head of Quantitative Research, CTO Office at Bloomberg, which he joined in 2004. Prior to this assignment in New York, he has headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Itô Calculus (framework for path dependency) in 2009. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine “Hall of Fame”. He is the recipient of the 2006 “Cutting edge research” award of Wilmott Magazine and of the Risk Magazine “Lifetime Achievement” award for 2008. He was also selected as the recipient of the 2025 Financial Engineer of the Year Award by the International Association for Quantitative Finance (IAQF) . He runs and organizes the Bloomberg Quant (BBQ) Seminar, the largest monthly event of this kind.
When & Where
Tuesday, September 27, 2022
5:00 pm – 8:00 pm EDT
NEW LOCATION
Bloomberg L.P.
Room: 22 MPR
120 Park Avenue
New York, NY 10165