The workshop is organized by:

The Fu Foundation School of Engineering & Applied Science, The Data Science Institute (DSI) at Columbia University and Bloomberg are pleased to announce the 6th annual workshop on “Machine Learning in Finance.” The workshop is being held online via the auspices of the Financial and Business Analytics Center, one of the constituent centers in the DSI, and the Center for Financial Engineering.

On Friday, August 7th, materials including research abstracts, presentations, and videos were released to all registered attendees.

Participating Researchers/Practitioners

Zachary C. Lipton (Carnegie Mellon University)

Deep Learning Under Distribution Shift

Zhu (Drew) Zhang (Data Science Program, Iowa State University)

Forecasting Firm Material Event Sequences from SEC 8-K Reports
[slides]

Tugce Karatas (Columbia University) and
Satyan Malhotra (Flexstone Partners)

Machine Learning Applications in Asset Management
[slides]

Emily Diana (The Wharton School, University of Pennsylvania)

Optimal, Truthful, and Private Securities Lending
[slides]

Sharad Goel (Stanford Computational Policy Lab)

Designing Equitable Risk Models for Lending and Beyond
[slides]

Achintya Gopal (Bloomberg)

Applications of Deep Generative Modeling in Finance
[slides]

Magnus Wiese (University of Kaiserslautern)

Modelling Asset Returns with Quant GANs
[slides] [code]

David Zhang (MSCI)

Agency MBS Prepayment Model Using Neural Networks
[slides]

Please contact Professor Ali Hirsa with any questions.