August 22: Program
| 08.30 - 09.00 | Coffee and Registration |
Session 1 |
Introduction: AI, Machine Learning, and Big Data in the Finance Sector |
| 09.00 - 09.05 | Opening remarks |
| Bo Becker, Stockholm School of Economics and SHoF | |
| 09.05 - 09.20 |
Possible breakthroughs in the next 5-10 years |
| Sara Öhrvall, Advisor and digital strategist, Axel Johnson | |
Session 2 |
Household Finance and the Role of AI |
| Chair: Marieke Bos, Stockholm School of Economics, SHoF | |
| 09.20 – 09.25 | Chair remarks |
| 09.25 - 09.55 | Algorithm Aversion: Theory and Evidence from Robo-Advice |
| Tarun Ramadorai, Professor of Financial Economics at Imperial College London | |
| 09.55 - 10.45 | Panel discussion: Tarun Ramadorai, Imperial College London, Erik Thedéen, Finansinspektionen, and Sara Öhrvall, Axel Johnson |
| 10.45 - 11.15 | Coffee break |
Session 3 |
The Ivory Tower Meets Wall Street – Using AI and Machine Learning To Improve Investment Decisions |
| Chair: Alexander Ljungqvist, Stockholm School of Economics and SHoF | |
| 11.15 - 11.20 | Chair remarks |
| 11.20 – 12.00 | The Virtue of Complexity in Financial Machine Learning |
| Bryan Kelly, Professor of Finance at Yale School of Management and Head of ML at AQR Capital Management | |
| 12.00 – 13.00 | Lunch |
Session 4 |
Stock Picking and Pricing Financial Assets in the Era of Big Data |
| Chair: Alexander Ljungqvist, Stockholm School of Economics and SHoF | |
| 13.00 - 13.05 | Chair remarks |
| 13.05 – 13.45 | Alternative Data and Forecasting Horizon: Does more data mean better forecasts? |
| Thierry Foucault, Professor of Finance at HEC, Paris | |
| 13.45 - 14.25 | Evaluating market efficiency in a high-dimensional world |
| Stefan Nagel, Professor of Finance at Chicago Booth School of Business | |
| 14.25 - 14.55 | Coffee break |
Session 5 |
Applications in the Financial Industry – Case Studies |
| Chair: Pehr Wissén, SHoF | |
| 14.55 - 15.00 | Chair remarks |
| 15.00 – 15.55 | Sven Törnkvist, Head of EQT Digital and CDO |
| Kathryn M. Kaminski, Chief Research Strategist at AlphaSimplex | |
| Svante Bergström, co-founder of Lynx Asset Management | |
| Bryan Kelly, Professor of Finance at Yale School of Management and Head of ML at AQR Capital Management | |
Session 6 |
End |
| 15.55 – 16.00 | Closing remarks |
| Niklas Ekvall, CEO AP4 and Chairman of the board, SHoF (TBC) | |
| We are grateful to the Swedish Securities Markets Association for financial support. |