National Meeting of Women in Financial Mathematics - IPAM

National Meeting of Women in Financial Mathematics

April 27 - 28, 2017

Schedule

All times in this Schedule are Pacific Time (PT)

Thursday, April 27, 2017

Morning Session

08:00-09:30
Check-In/Light Breakfast (Hosted by IPAM)
09:30-09:35
Welcome and Setting the Stage
09:35-10:00
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

Afternoon Session

12:05-13:30
Luncheon (Hosted by IPAM); Peer-to-Peer Discussion and Networking
14:00-14:50
Rosemary Macedo (QS Investors)
Panel Discussion on The Outlook for Quantitative Investing with Cristina Polizu, Gita Rao, and Elizabeth Smith
15:00-15:50
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
15:55-16:20
Networking Break
16:25-16:45
Final Q & A
16:45-17:00
Concluding Remarks
17:00-18:30
Reception (Location: IPAM Lobby)

Friday, April 28, 2017

Morning Session

08:00-09:30
Breakfast (Hosted by IPAM) and Networking
09:30-10:30
Xin Guo (University of California, Berkeley (UC Berkeley))
General Research Directions in Financial Mathematics
10:30-11:00
Break
11:00-11:25
Andreea Minca (Cornell University)
Systemic Risk and Central Clearing Counterparty Design
11:30-11:55
Alexandra Chronopoulou (University of Illinois at Urbana-Champaign)
Recent Advances in Factional Stochastic Volatility Models

Afternoon Session

12:00-12:50
Linda Kreitzman (University of California, Berkeley (UC Berkeley))
The Impact of Fintech and Data Science on Financial Institutions: The Need for New Skill sets.
12:00-13:00
Lunch (Hosted by IPAM)
13:00-14:00
Poster Session
14:00-14:25
Kim Weston (University of Texas at Austin)
Equilibrium with Transaction Costs
14:30-14:55
Rohini Kumar (Wayne State University)
Portfolio optimization in a short time horizon
14:55-15:10
Break
15:10-15:35
Deniz Sezer (University of Calgary)
Illiquidity, Credit risk and Merton's model
15:40-16:05
Yuchong Zhang (Columbia University)
Optimal Reward and Mean Field Game of Racing
16:05-16:30
Q & A with Conclusion
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