| 08:30 - 09:00 |
Registration (2nd floor) & Continental Breakfast (3rd floor) |
| 09:00 - 09:05 |
Kickoff + Thank UIC, Sponsors |
| 09:05 - 09:25 | Mark Bennet
Capital Markets Use Cases for Retrieval Augmented Generation Chatbots
(pdf) |
| 09:25 - 09:45 | Jawahar Panchal
Placeholder: Quantum Computing + R
(pdf) |
| 09:45 - 10:05 | Kent Russell
R ∪ Finance ∪ Web
(pdf) |
| 10:05 - 10:25 | Loan Robinson
The Impact of R and R Shiny in Finance
(pptx) |
| 10:25 - 10:35 |
Break |
| 10:35 - 10:55 | Tyson Barrett
Using and Contributing to the data.table Package for Efficient Big Data Analysis
(pdf) |
| 10:55 - 11:15 | Kent Hoxsey
Simple R for Trading Systems
(pdf) |
| 11:15 - 11:35 | Thomas Harte
A Cunning Plan: The Lambda Calculus, Lisp, Scheme, and R
(pdf) |
| 11:35 - 11:42 | Jeffrey Ryan
Extending Open Finance: A Shared Symbology
(pdf) |
| 11:42 - 12:02 | Marc Wildi
Forecasting vs. Looking-Ahead: Instilling Effective Leads into Classic Forecast Designs
(pdf) |
| 12:02 - 13:00 |
Lunch |
| 13:00 - 13:20 | Julia Ferreira
Transmuting Unequally-Spaced Data: A MIDAS Touch to Forecast Real GDP Growth
(pdf) |
| 13:20 - 13:40 | Jason Foster
Time-Series of Implied Shocks Using Principal Component Analysis
(pdf) |
| 13:40 - 14:00 | Ryan Brown
Estimating Betas
(pdf) |
| 14:00 - 14:20 | Tengjia Shu
Evaluating Hedge Funds with Machine Learning-Based Benchmarks
(pdf) |
| 14:20 - 14:30 |
Break |
| 14:30 - 14:50 | Cam Raughtigan
Vol Targeting is Trendy
(pdf) |
| 14:50 - 15:10 | Michael Kane
Valuing Post-Revenue Biopharmaceutical Assets: Pfizer's Current Portfolio Case Study
(pdf) |
| 15:10 - 15:17 | Nuo Wen Lei
Better Incentives for Participants in Crowd-Sourced Hedge Funds
(pdf) |
| 15:17 - 15:24 | Grant Cavanaugh
Portfolio Returns to Biotech Investment
(pdf) |
| 15:24 - 15:31 | Ilya Kipnis
Constant Maturity Treasury Alpha with ETF Bond Rotation Strategy
(pptx) |
| 15:31 - 15:51 | Giles Heywood
Factor Drivers of the UK Residential Property Cycle
(pptx) |
| 15:51 - 16:11 | Paul Laux
A Dynamic Bayesian Network Approach to Interbank Market
(pdf) |
| 16:11 - 16:20 |
Break |
| 16:20 - 16:40 | Dale Rosenthal
Liquid Foreign Exchange Factors
(pdf) |
| 16:40 - 17:00 | Oleg Bondarenko
FX Futures Invariance
(pdf) |
| 17:00 - 17:20 | Chris Thomas
Commodities and Rowdy Chatter |
| 17:20 - 17:40 |
Thanks + Feedback URL + Tell Friends and Coworkers |
| 17:30 - 20:50 |
Conference Reception at East Terrace |
