23rd Annual Financial Markets Conference - Machines Learning Finance. Will They Change the Game? - May 6–8, 2018

Papers and Presentations

Keynotes

Dinner and Q&A with Randal Quarles
Randal Quarles, Vice Chairman of Supervision, Board of Governors of the Federal Reserve System

Dinner and keynote
John Havens, Executive Director, IEEE Global Initiative on Ethics of Autonomous and Intelligent Systems [Presentation Adobe PDF file format]

Keynote
Digitization of Money and Finance: Challenges and OpportunitiesOff-site link
Tao Zhang
, Deputy Managing Director, International Monetary Fund

Policy Sessions

Policy Session 1: How Do Machines Learn Finance?
Ryan Adams, Professor of Computer Science, Princeton University [Presentation Adobe PDF file format]
John P. Cunningham, Associate Professor, Department of Statistics, Columbia University [Presentation Adobe PDF file format]
Francis X. Diebold, Paul F. and Warren S. Miller Professor of Economics and Professor of Finance and Statistics, University of Pennsylvania
Gideon Mann, Head of Data Science, Bloomberg [Presentation Adobe PDF file format]

Policy Session 2: Machines Learning Regulation (and Vice Versa)
Scott Bauguess, Deputy Director, Division of Economic and Risk Analysis, Securities and Exchange Commission
William Lang, Managing Director, Promontory Financial Group [Presentation Adobe PDF file format]
John Schindler, Associate Director, Program Direction Section, Financial Stability, Board of Governors of the Federal Reserve System
Stacey Schreft, Deputy Director for Research and Analysis, Office of Financial Research, U.S. Department of the Treasury

Policy Session 3: Learning about an ML-Driven Economy
Carolyn Evans, Head Economist and Senior Data Scientist, Intel Corporation
Charles Evans, President and Chief Executive Officer, Federal Reserve Bank of Chicago [Presentation Adobe PDF file format]
Rob Kaplan, President and Chief Executive Officer, Federal Reserve Bank of Dallas
Vincent Reinhart, Chief Economist, Standish Mellon Asset Management LLC

Policy Session 4: Machines Learning Investments
Andrei Kirilenko, Director of the Centre for Global Finance and Technology, Imperial College London
Rishi Narang, Founding Principal, T2AM
Christina Qi, Partner, Domeyard
Chester Spatt, Pamela R. and Kenneth B. Dunn Professor of Finance, Tepper School of Business, Carnegie Mellon University

Research Papers

Research Session 1: Artificial Intelligence and the Modern Productivity Paradox: A Clash of Expectations and Statistics Adobe PDF file format
Presenter: Chad Syverson, Eli B. and Harriet B. Williams Professor of Economics, University of Chicago [Presentation Adobe PDF file format]
Discussant: Dave Altig, Executive Vice President and Research Director, Federal Reserve Bank of Atlanta
Moderator: Patrick Harker, President and Chief Executive Officer, Federal Reserve Bank of Philadelphia

Research Session 2: Regulating Artificial Intelligence Systems: Risks, Challenges, Competencies, and Strategies Adobe PDF file format
Presenter: Matt Scherer, Associate, Littler Mendelson [Presentation Adobe PDF file format]
Discussant: Greg Scopino, Special Counsel, Division of Swap Dealer and Intermediary Oversight, U.S. Commodity Futures Trading [Presentation Adobe PDF file format]
Moderator: Larry Wall, Director of the Center for Financial Innovation and Stability, Federal Reserve Bank of Atlanta