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AI & BIG DATA IN FINANCE
RESEARCH FORUM

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MARCH 31, 2022 | 12-1 PM ET
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JIANQING FAN
Princeton University
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STRUCTURAL DEEP LEARNING IN CONDITIONAL ASSET PRICING
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Discussant: Andrew Patton (Duke)
Host: Svetlana Bryzgalova (LBS)
APRIL 28, 2022 | 12-1 PM ET
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SVETLANA BRYZGALOVA
London Business School
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MISSING FINANCIAL DATA
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Discussant: Guofu Zhou (Washing U. in St. Louis)
Host: Lin William Cong (Cornell)

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JUNE 30, 2022 | 12-1 PM ET
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LIN WILLIAM CONG
Cornell University
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ANTITRUST, REGULATION, AND USER UNION IN THE ERA OF DIGITAL PLATFORMS AND BIG DATA
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Discussant: Michael Sockin (UT Austin)
Host: Markus Pelger (Stanford)

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MAY 26, 2022 | 12-1 PM ET
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LEA STERN
University of Washington in Seattle
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VENTURE CAPITAL (MIS)ALLOCATION IN THE AGE OF AI
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Discussant: Arthur Korteweg (USC Marshall)
Host: Svetlana Bryzgalova (LBS)

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AUGUST 25, 2022 | 12-1 PM ET
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MARKUS PELGER
Stanford University
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DEEP LEARNING STATISTICAL ARBITRAGE
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Discussant: Amit Goyal (University of Lausanne and SFI)
Host: Serhiy Kozak (University of Maryland)
SEPTEMBER 29, 2022 | 12-1 PM ET
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MARYAM FARBOODI
MIT
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VALUING FINANCIAL DATA
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Discussant: Asaf Manela
Host: Svetlana Bryzgalova (LBS)

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OCTOBER 27, 2022 | 12-1 PM ET
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OLIVIER SCAILLET
Université de Genève and SFI
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A PENALIZED TWO-PASS REGRESSION TO PREDICT STOCK RETURNS WITH TIME-VARYING RISK PREMIA
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Discussant: Marcelo C. Medeiros
(Pontifical Catholic University of Rio de Janeiro)
Host: Serhiy Kozak (University of Maryland)
DECEMBER 1, 2022 | 12-1 PM ET
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ALBERTO ROSSI
Georgetown University
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CROWDSOURCING PEER INFORMATION TO CHANGE SPENDING BEHAVIOR
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Discussant: David Hirshleifer (USC)
Host: Lea Stern (University of Washington in Seattle)

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