All times in this Schedule are Pacific Time (PT)
Thursday, April 27, 2017
|
Morning Session
|
8:00 - 9:30
|
Check-In/Light Breakfast (Hosted by IPAM)
|
9:30 - 9:35
|
Welcome and Setting the Stage
|
9:35 - 10:00
|
Tanya Beder (SBCC Group)
The Here-to-Stay Roles of Big Data and Machine Learning
|
10:05 - 10:55
|
Karyn Williams (Two Sigma Investments)
Panel Discussion on Predictions for FinTech & Asset Management with Darcy Pauken and Anjun Zhou
|
11:05 - 11:55
|
Monique Miller (Wilshire Funds Management)
Panel Discussion on Predictions for Portfolios and the Role of Robo Advisors with Cleo Chang, Tina Singh, and Jia Ye
|
12:05 - 1:30
|
Luncheon (Hosted by IPAM); Peer-to-Peer Discussion and Networking
|
Afternoon Session
|
2:00 - 2:50
|
Rosemary Macedo (QS Investors)
Panel Discussion on The Outlook for Quantitative Investing with Cristina Polizu, Gita Rao, and Elizabeth Smith
|
3:00 - 3:50
|
Tanya Beder (SBCC Group)
Panel Discussion on New Directions in Financial Mathematics –Risk/Algorithmic Trading/ETFs and Beyond with Natalia Bandera, Lisa Borland, and Dinah Chowayou
|
3:55 - 4:20
|
Networking Break
|
4:25 - 4:45
|
Final Q & A
|
4:45 - 5:00
|
Concluding Remarks
|
5:00 - 6:30
|
Reception (Location: IPAM Lobby)
|
Friday, April 28, 2017
|
Morning Session
|
8:00 - 9:30
|
Breakfast (Hosted by IPAM) and Networking
|
9:30 - 10:30
|
Xin Guo (University of California, Berkeley (UC Berkeley))
General Research Directions in Financial Mathematics
|
10:30 - 11:00
|
Break
|
11:00 - 11:25
|
|
11:30 - 11:55
|
|
12:00 - 12:50
|
|
12:00 - 1:00
|
Lunch (Hosted by IPAM)
|
Afternoon Session
|
1:00 - 2:00
|
Poster Session
|
2:00 - 2:25
|
|
2:30 - 2:55
|
|
2:55 - 3:10
|
Break
|
3:10 - 3:35
|
|
3:40 - 4:05
|
|
4:05 - 4:30
|
Q & A with Conclusion
|