Data Science in Finance: From Theory to Practice

Thursday, January 16 | 8:30 AM - 5:30 PM

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Overview

Hear from academics and practitioners on how data science techniques can be used in your investment process. Topics include: using machine learning for stock selection and for risk forecasting, machine learning explainability, predicting returns using textual analysis of news articles, measuring the state of the economy by analyzing business news, using loan applications to predict loan defaults.

Agenda

8:30 AM | REGISTRATION & CHECK-IN

9:00 AM | MACHINE LEARNING FOR STOCK SELECTION

Keywan Rasekhschaffe, Gresham Investment Management

10:00 AM | MACHINE LEARNING FOR RISK FORECASTING

Yuriy Bodjov, CFA, TD Asset Management

11:00 AM | BREAK

11:15 AM | THE INTUITIVE APPEAL OF EXPLAINABLE MACHINES

Solon Barocas, Cornell University, Microsoft Research

12:15 PM | LUNCH

1:15 PM |  WHEN WORDS SWEAT: IDENTIFYING SIGNALS FOR LOAN DEFAULT IN THE TEXT OF LOAN APPLICATIONS

Oded Netzer, Columbia Business School

2:15 PM | BREAK

2:30 PM | PREDICTING RETURNS WITH TEXT DATA

Zheng (Tracey) Ke, Harvard University

3:30 PM | THE STRUCTURE OF ECONOMIC NEWS

Bryan Kelly, Ph.D., Yale School of Management, AQR

4:30 PM | NETWORKING & CATERED RECEPTION

Sponsorship Overview

For over 80 years, CFA Society New York—formerly known as New York Society of Security Analysts (NYSSA)—has been a leading forum for the exchange of information among investment professionals. Our mission is to raise standards of practice in the industry for the ultimate benefit of society. Towards that goal, CFA Society New York content is curated by volunteer practitioner interest groups that strive to shape the future of the industry. A bold line exists between the financial support by organizations to maintain the quality of our programming and the selection of speakers who contribute to dialogue in our community. To that end, a ceaseless commitment to transparency is something we consider foundational to our cause.
Please be advised of the following information related to Society sponsorship and support:
Through financial support and other means of in-kind support, each event sponsor, event partner, event co-host and Key Alliance Program participant of CFA Society New York plays a valuable role in the furtherance of the range of forward-thinking initiatives that underpin the Society’s values, and toward our mission to deliver Society content and programming of the highest quality and standard.
CFA Society New York thanks all of its sponsors, event-related affiliates and Key Alliance Program participants for helping us continue to shape the conversation of the investment community.
 

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CFA Society New York expects all attendees to comply with CFA Society New York's Code of Conduct while attending CFA Society New York events or meetings. CFA Society New York expressly reserves the right, in its sole discretion, to grant or deny access to any individual, or to expel any individual from any CFA Society New York event or meeting.
 

Refunds, Cancellations, and Substitutions

24 HOURS ADVANCED NOTICE OR MORE: Credit to be issued (to be used within 6 months)
LESS THAN 24 HOURS OR AFTER EVENT HAS STARTED: No refund
All requests for cancellation or refunds must be sent to [email protected]
 

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