Brian Bruce, Hillcrest Asset Management
Brian Bruce is the CEO and Chief Investment Officer (CIO) of Hillcrest Asset Management. Before founding Hillcrest, Brian was the CIO at PanAgora Asset Management which was a subsidiary of Putnam Investments. Brian spent over a decade in academia as a professor and Director of the Alternative Asset Management Center at the Cox School of Business at Southern Methodist University, and has been an adjunct professor at Baylor University. Previously, Brian held senior investment roles at State Street Global Advisors and the Northern Trust Co.
Brian received his M.B.A. from the University of Chicago, M.S. from DePaul University, and B.S. from Illinois State University. He is a member of the Illinois State University College of Business Hall of Fame, is a recipient of the University of Chicago Graduate School of Business CEO Award, and was awarded the SMU Cox School of Business Media Expert of the Year Award.
Brian has published numerous scholarly articles and books including Analysts, Lies, and Statistics which he co-authored with former Harvard Business School Professor Mark Bradshaw. He co-authored the only textbook for student managed portfolios, Student- Managed Investment Funds. He is the Editor of Journal of Investing, the Journal of Index Investing, the Journal of Impact & ESG Investing and the Journal of Behavioral Finance.
Email: bbruce@hillcrestasset.com
Dhagash Mehta, Blackrock, Inc.:
Dr Dhagash Mehta is the Head of Applied Machine Learning Research at Blackrock, Inc., leading machine learning for trading, liquidity and ESG Investing. Previously he was a Senior Manager of Investment Strategies at The Vanguard Group leading a research group on machine learning and investment strategies. Prior to that, he was a Senior Research Scientist at United (now, Raytheon) Technologies Research Center; a research assistant professor of applied math at University of Notre Dame and North Carolina State University; a research fellow at Syracuse University, the University of Cambridge, Simons Center for Theory of Computing and National University of Ireland Maynooth. He possesses Part III Mathematical Tripos from the University of Cambridge, and a Ph.D. between the University of Adelaide, Australia, and Imperial College London in Applied Math/Theoretical Physics areas.
Dhagash has published 55 journal articles and 25+ conference proceedings, and his research expertise are in loss landscapes of deep learning, applications of algebraic geometry to machine learning, machine learning and non-convex methods for portfolio optimization, machine learning for economic forecasting, robo-advisory system, behavioural finance and ESG Investing. Dhagash is a member of the editorial advisory board of Journal of Financial Data Science as well as Journal of Impact and ESG Investing (both Portfolio Management Review journals).
Email: dhagashbmehta@gmail.com
Steven Reece, University of Oxford:
Dr Steven Reece is Head of Machine Learning Research and Data Science in the Oxford Sustainable Finance Group within the University’s SmithSchool for Enterprise and the Environment and is also leading the machine learning team within the Leverhulme Centre for Nature Recovery, both as part of Oxford University's School of Geography and the Environment. His current work is focussed on greening finance and the creation of asset level datasets of the world's most polluting industries using remote sensing and unstructured text reports. His work also involves the development of state-of-the-art machine learning methodologies and algorithms that identify effective ways of working with natural ecosystems within the published literature by tracking sentiment towards nature restoration initiatives. Steve is chairing the “ESG and controversy mapping: an application of machine learning” session at the forthcoming Oxford Sustainable Finance Summit (https://osfs2022.net).
Prior to joining Geography in November 2021, Steve was simultaneously a Departmental Research Fellow in machine learning in the Engineering Science Department, Oxford University, a Turing Fellow at the Alan Turing Institute and an EPSRC funded Researcher in Residence at the Satellite Applications Catapult. He led a research group in disaster response and environmental protection, working at the intersection of Bayesian and deep learning for scalable human-agent computation, intelligent crowd-sourced data labelling, interpretable machine learning, concept formation and heterogeneous data fusion.
Steve has over 30 years research and consultancy experience in machine learning, over 70 publications in the field and also patents in defense and commercial applications.
Email: steven.reece@smithschool.ox.ac.uk
Stefan Zohren, University of Oxford and Man Group (Primary Organizer):
Prof. Stefan Zohren is Associate Professor of Engineering Science and Deputy Director of the Oxford-Man Institute at the University of Oxford, as well as a Principal Quant at Man Group (UK). He is also an Associate at the Oxford Internet Institute and a Mentor in the FinTech stream at the Creative Destruction Lab at Said Business School, all at the University of Oxford. Stefan is a Fellow of the Turing Institute and a member of the European Laboratory for Learning and Intelligent Systems.
His research is focused on machine learning in finance and sustainable investing, including deep learning, reinforcement learning, network and NLP approaches, as well as early use cases of quantum computing.
Stefan is an Associate Editor of the Journal of Mathematical Finance. He is also a frequent speaker on AI in finance at academic conferences, as well as industry panels and corporate events. He has organised a number of workshops on related areas, including one on Agent-based Modelling and Simulation in Finance at the Turing Institute, Machine Learning in Computational Finance at the SIAM conference on Financial Mathematics and NLP and Networks in Finance at AI in Finance.
Email: stefan.zohren@eng.ox.ac.uk