“Machines and Data in Future Quant Investing”
Radisson Collection, Grand Place, Brussels, Belgium
23 – 25 March 2025
Sunday, 23 March 2025
| 19:00-22:00 | Registration, reception and dinner Hotel Radisson Collection, Grand Place, Brussels, Belgium |
Monday, 24 March 2025
| 7:30-8:45 | Breakfast |
| 8:45-9:00 | Welcome |
| 9:00-10:00 | The Statistical Limit of Arbitrage Keynote: Dacheng Xiu (University of Chicago) |
| 10:00-11:00 | Hidden Alpha** Stephan Heller* (University of St. Gallen), Lauren Cohen (Harvard Business School), Manuel Ammann (University of St. Gallen), Alexander Cochardt (Harvard Business School), S |
| 11:00–11:30 | Coffee break |
| 11:30–12:30 | The Labor Impact of Generative AI on Firm Values Gregor Schubert (UCLA)*, Andrea L. Eisfeldt (UCLA), Bledi Taska (SkyHive), Miao Ben Zhang (USC Marshall School of Business) |
| 12:30–14:00 | Lunch |
| 14:00–15:00 | Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models Alejandro Lopez Lira* and and Yuehua Tang (University of Florida) |
| 15:00–16:00 | In Search of the True Greenium Markus Ibert*, Lasse Heje Pedersen, Marc Eskildsen ((Copenhagen Business School), Theis Ingerslev Jensen (Yale School of Management) |
| 16:00-16:30 | Refreshment break |
| 16:30–17:30 | The Co-Pricing Factor Zoo ** Christian Julliard* (London School of Economics), Philippe Mueller (Warwick Business School), Alexander Dickerson (The University of New South Wales) |
| 18:15–22:00 | Social program Visit to and dinner at the Institute Natural Science Brussels |
Tuesday, 25 March 2025
| 8:00-9:00 | Breakfast |
| 9:00-10:00 | Retail Investors in the Age of Big Data and Zero-Commission Trading Keynote: Svetlana Bryzgalova (London Business School) |
| 10:00-11:00 | Scenario-based Machine Learning for Portfolio Optimization Afrasiab Kadhum* and Marc Francke (Ortec Finance) |
| 11:00–11:30 | Coffee break |
| 11:30–12:30 | Machine Learning and the Implementable Efficient Frontier** Theis Ingerslev Jensen* (Copenhagen Business School), Bryan Kelly (Yale School of Management), Semyon Malamud (Swiss Finance Institute), and Lasse Heje Pedersen (AQR Capital Management) |
| 12:30–13:30 | Lunch and closing of the seminar |
| 13:45 | Departure of the coach from the hotel to the airport |
* speaker at the seminar
** research sponsored by Inquire Europe