On August 7, 2020, Bloomberg, The Fu Foundation School of Engineering & Applied Science, and The Data Science Institute (DSI) at Columbia University presented a virtual edition of Machine Learning in Finance. Pre-recorded videos, research abstracts, and slide presentations were released via email to over 600 attendees. The event is produced in collaboration with The Center for Financial Engineering (SEAS) and The Financial & Business Analytics Center (DSI).

Links to Presentations

WATCH PLAYLIST

Zhu (Drew) Zhang, Data Science Program, Iowa State University
Mining Micro-Economic Narratives: Forecasting Firm Material Event Sequences (Video)

David Zhang, MSCI
Agency MBS Prepayment Model Using Neural Networks (Slide Presentation)

Tugce Karatas, Columbia University; and Satyan Malhotra, Flexstone Partners
Machine Learning Applications in Asset Management (Video)

Emily Diana, The Wharton School, University of Pennsylvania
Optimal, Truthful, and Private Securities Lending (Video)

Sharad Goel, Stanford University
Designing Equitable Risk Models for Lending and Beyond (Video)

Achintya Gopal, Bloomberg
Applications of Deep Generative Modeling in Finance (Video)

Zachary Lipton, Carnegie Mellon University
Deep Learning Under Distribution Shift (Video)

Magnus Wiese, University of Kaiserslautern
Modelling Asset Returns with Quant GANs (Slide Presentation & Code)

Host Information

Thank you to Bloomberg hosting and support.

The Center for Financial Engineering (SEAS) is an interdisciplinary research center established in 2007 to encourage research on financial engineering and mathematical modeling in finance. It aims at fostering research collaboration among Columbia faculty, graduate students and affiliates, facilitating their contacts with financial institutions and corporations and enhancing the visibility of Columbia as a center for research and innovation in financial engineering. The Center’s research activities deal with the pricing and hedging of derivative securities, the statistical modeling of financial markets, computational methods in finance, risk management, asset allocation and portfolio optimization.

The Financial Analytics Center (DSI) is one of the key centers at the Data Science Institute at Columbia University. It brings together expertise in finance theory, machine learning, statistics, signal processing, operations, and natural language processing, and supports collaborations with an appropriately trained student body as well as with the financial industry.