Organizers
Organizers
Senthil Kumar
Head of Emerging Research, AI Foundations, Capital One
Senthil Kumar is the Head of Emerging Research in AI Foundations at Capital One where he applies Machine Learning and AI to various business problems. Prior to joining Capital One, he was at Bell Laboratories where he developed new technologies and managed several successful products that have been licensed around the world. Recently, he co-organized the 2023 KDD Workshop on Machine Learning in Finance, and co-chaired the 2022 ACM International Conference on AI in Finance.
Naftali Cohen
Senior Data Scientist at Schonfeld and Lecturer at Columbia University
Dr. Naftali Cohen is a Senior Data Scientist at Schonfeld Strategic Advisors and an Adjunct Professor at the Tandon School of New York University. Prior to joining Schonfeld, he was a Vice President and Research Lead of AI Research at JP Morgan, where he established and led teams working on both the applied and research priorities of using advanced analytics and machine learning to solve complex financial problems. He also served as an academic researcher at the Lamont-Doherty Earth Observatory of Columbia University and the Department of Geology and Geophysics at Yale University, focusing on mathematical modeling of extreme-weather and data mining of climate change simulations.
Naftali completed his PhD at the Courant Institute of Mathematical Sciences at New York University, where he developed novel models to disentangle the complex dynamics of the climatological system.
Eren Kurshan
Head of Research and Methodology, Morgn Stanley
Eren Kurshan currently leads Research and Methodology efforts at Morgan Stanley, building emerging AI/ML tools and techniques towards serving the firm’s strategic initiatives. Prior to this role, she was the Executive Head of AI and Machine Learning for Client Protection at Bank of America Corporation, where she was responsible for leading the development of custom Machine Learning and Deep Learning solutions for fraud detection, prevention and operational improvement. Dr. Kurshan and her team built the first generation of in-house AI and Machine Learning models for Bank of America’s payment systems portfolio (including Credit Card, Debit Card, ATM, Wires, ACH, P2P Payments, Checks, Deposits, Online/Bill Pay transactions, Alert Processing and Prioritization etc). Dr. Kurshan has served as the technical lead for various AI and Data Science programs at Columbia University, J.P. Morgan Corporate and Investment Bank, and IBM. She was a Visiting Fellow at Princeton University Center for Information Technology Policy during 2015-2016 and served as an Adjunct Professor of Computer Science at Columbia University since 2014. Dr. Kurshan received her Ph.D. in Applied Algorithms and Theoretical Computer Science from the University of California. She has over 80 peer reviewed technical conference and journal publications and over 100 patents. She was the recipient of 2 Best Paper Awards from IEEE and ACM Conferences, Outstanding Research and Corporate Accomplishment Awards from IBM.
Ani Calinescu
Professor, Oxford University
Anisoara Calinescu is Professor of Computer Science and Deputy Head of Department (Teaching), in the Department of Computer Science of the University of Oxford. She has a 5-year (MSc equivalent) Computer Science degree from the Technical University of Iasi, Romania, and a DPhil in Engineering Science from the University of Oxford. Ani's main research area is Modeling and Reasoning about Complex Systems. Her research interests are fundamentally interdisciplinary, and include: complex systems and complexity metrics; supply chains and financial systems; agent-based modeling; IoT-based Digital Twins; systemic risk. Her recent work includes applying Machine Learning techniques to identify behavioral patterns in supply chain and financial market data; and building, validating and calibrating large-scale agent-based models of complex systems. Ani is currently a Principal Investigator on "A demonstrator and reference framework IoT-based Supply Chain Digital Twin" Pitch-In project, in collaboration with Cambridge University and Schlumberger, and a Co-investigator on two projects funded by JP Morgan Chase AI Faculty Research Awards.
Paul Burchard
Managing Director, Goldman Sachs
Paul Burchard is a Managing Director and Head of Research & Development for Goldman Sachs. He focuses on the conception and development of creative mathematical ideas that advance leading-edge areas of technology and finance, Paul also designs and develops software to implement those ideas. Prior to Goldman Sachs, at the University of California Paul invented algorithms for the manufacture of integrated circuits with features smaller than the wavelength of light used to illuminate the lithographic masks. One conceptual advance was to show that the wavelength of light doesn’t actually limit the size of patterns that can be imaged, if we can have multiple exposures. When the desired pattern is smaller than the wavelength. The mask does not look like the pattern, but must instead become discovered by solving an inverse problem. To solve inverse problems efficiently, invented an algorithm for fast incremental convolution, based on the concept of fractal space-filling curves. This algorithm is as fundamental as the famous FFT, which allows fast convolution. As a visiting Assistant Professor at UC Paul invented the correct equation for processing vector data with features; for example, removing noise from color images containing edges. This equation is known as “Color TV” and has many applications.
Yu Yu
Director of Data Science at BlackRock
Yu Yu leads a team of data scientists to generate sales alpha for ~1000 salespeople across the Americas and EMEA, covering wealth and institutional clients. The charter for her team is to develop data science foundations in new domains, driving early-stage research and commercial value from high-potential areas for which data science has only begun to be applied.
Prior to joining BlackRock, Yu Yu was a Director of Data Science at Bank of New York Mellon, where she built AI solutions that can help improve business outcomes for the bank as well as for its clients. Her project on liquidity forecasting won the 2020 Gartner Eye on Innovation Award in Americas Financial Services. Before BNYM, Yu also worked at Point72 and AIG. Yu was a tenure-track professor of marketing at Georgia State University for nearly five years prior to her industry careers.
Yu Yu grew up in China and received her BA in finance from NanKai University. She has a MA in Economics from Indiana University-Bloomington and a PhD in Quantitative Marketing from Cornell University.
Christopher Policastro
Industry Assistant Professor, NYU
Christopher is an Industry Assistant Professor at NYU in the Tandon School of Engineering. Previously he held a position at NYU in the Center for Data Science. He has worked as a data scientist at Royal Bank of Canada and a machine learning engineer at Bank of New York Mellon. Christopher has a Ph.D. in Mathematics from the University of California Berkeley. Most recently, he has co-organized the ICAIF 2023 workshop in AI Safety and Robustness in Finance.