April 1, 2022 Conference Sessions
Agenda
8:50-9:00am | Introductory remarks |
9:00-9:35am | Multi-Modal ML With Financial Text and Tabular Data presented by: Sanjiv Das, Amazon Scholar and Janice Terry Professor of Finance and Business Analytics, Leavey School of Business, Santa Clara University |
9:35-10:15am | Corporate Disclosure: Facts or Opinions? presented by: Shimon Kogan, Associate Professor of Finance, Wharton School of Business, University of Pennsylvania |
10:15-11:15am | Panel: Inflation News and Financial Markets Moderator: Charles Calomiris, Henry Kaufman Professor of Financial Institutions, Columbia Business School Panelists: |
11:15-11:30am | Break
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11:30am-12:10pm | Race-related Events and Stock Prices presented by: Duane J. Seppi, BNY Mellon Professor of Finance; Head, M.S. in Computational Finance Program, Tepper School of Business, Carnegie Mellon |
12:10-12:50pm | Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text presented by: Bryan Kelly, Professor of Finance, Yale School of Business |
12:50-1:00pm | Concluding Remarks |