Overview
Thank you for your interest in the Bloomberg Quant (BBQ) seminar series. Event registration is closed at this time.
If you have any questions please email quantseminar@bloomberg.net or visit our event page at www.bloomberg.com/bbq.
The seminar takes place every month and covers a wide range of topics in quantitative finance.
In this session, chaired by Bruno Dupire, Professor Andrew W. Lo will present his current research, followed by several “lightning talks” of 5 minutes each in quick succession. This format gives the audience the opportunity to be exposed to a wider variety of topics.
NOTE: this event will take place at our 120 PARK AVENUE LOCATION next to Grand Central Station.
Agenda
- 5:00pm
Check-in
- 5:30pm
Keynote: Professor Andrew W. Lo, MIT
Artificial Stupidity: The New AI and the Future of Fintech
Financial AI seems so close, yet so far. We have automated trading algorithms, machine-learning models of credit risk, electronic exchanges, robo advisors, and cryptocurrencies, but machines still haven’t replaced portfolio managers, financial advisors, and bankers. So what’s missing? Not artificial intelligence. We have yet to develop an algorithmic understanding of human behavior as it is, rather than as it should be. We need a theory of artificial stupidity.
- 6:15pm
Lightning talks
A lightning talk is a very short presentation lasting only 5 minutes. Several ones will be delivered in a single session by different speakers in quick succession.
- Julien Guyon (Bloomberg L.P.) – “Does LVM maximize VIX Futures prices? ”
- Amal Moussa (Citigroup) – “Spot-vol dynamics in equity markets”
- Frederic Siboulet (Deloitte) – “After Libor”
- Raphael Douady (University Paris 1 Sorbonne ) – “The Whys of LOIS”
- Daniel Caporaletti (Bloomberg L.P.) – “Real-time volatilities”
- Ulrike Hoffmann-Burchardi (Tudor Investment Corp) – “The Alternative Data Disruption ”
- 7:00pm
Cocktail Reception
Keynote Speaker
Andrew W. Lo
Andrew W. Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management, director of the MIT Laboratory for Financial Engineering, a principal investigator at the MIT Computer Science and Artificial Intelligence Laboratory, and an affiliated faculty member of the MIT Department of Electrical Engineering and Computer Science. His current research interests include: applications of machine learning to credit risk management, drug discovery, cancer therapeutics, and real-time psychophysiological data from financial traders; interpretability of machine-learning models; and evolutionary models of financial market dynamics. He has published numerous articles in finance and economics journals (see http://alo.mit.edu), and his most recent book is Adaptive Markets: Financial Evolution at the Speed of Thought. He is currently co-editor of the Annual Review of Financial Economics. He received a B.A. from Yale and an M.A. and Ph.D. from Harvard, all in economics.
When & Where
Tuesday, January 29, 2019
5:00 pm – 8:00 pm ET
Bloomberg L.P.
120 Park Avenue
22MPR Room
New York, NY 10017