Frontiers in Investment Data Science: 5th Annual Data Science in Finance Conference 2022 | CFA Society New York | 19 January 2022 | Virtual

Attendees will enjoy three leading-edge paper presentations. The conference will kick off with an introduction of a custom algorithm for better extracting meaning from financial text, then transition into a broad exploration of the potential and challenges surrounding the use of artificial intelligence in robo-advising. The morning will conclude with research considering the disproportionate impact of big data on the price informativeness of large versus small firms, as well as its effect on large firms’ lower cost of capital.

Our Keynote Lecture on an emerging topic in data science: causality, or causal inference. The day will begin with an overview of the concept, then move on to cover examples of how investors currently apply causality. Finally, there will be a panel conversation on implementing data science in investment management.

Learning Outcomes

• Discuss opportunities and challenges associated with the use of alternative data in investing
• Explore the impact of data science on financial markets and robo-investing
• Hear about examples applying knowledge from an emerging field in machine learning to improve decision making
• Highlight best practices when implementing data science in investment management

2022 Speakers

Allen Huang
Associate Dean, Associate Professor, Hong Kong University of Science and Technology

Marie Brière, Ph.D.
Head of Investor Research Center, Amundi, Université Libre de Bruxelles

Maksim Sipos, Ph.D.
CTO, CaualLens

Emre Kiciman
Senior Principal Researcher, Microsoft Research, Redmond

Jeff Meli
Global Head of Research, Barclays

MODERATOR:

Lilian Quah, CFA, MD, PM
Head of Quantitative Research, Epoch Investment Partners, Inc.