Speakers

 

 

 

Alexandre Belloni

Alexandre Belloni is the Westgate Distinguished Professor of Decision Sciences at Duke University, and is an Amazon Scholar. He received his Ph.D. in Operations Research at MIT and a M.Sc. in Mathematical Economics from IMPA. 

Professor Belloni’s research interests are machine learning and statistics, mechanism design (e.g., contracts/auctions), optimization, and their applications. 

 

 

Yooson Chang

Dr. Chang is a Professor of Economics at Indiana University with a Ph.D. in Economics from Yale University. 

Dr. Chang's current research interests include applying various time series, panel data, and machine learning models to facilitate the implementation of frontier theories and methodologies for practically relevant inference in a broad range of macroeconomic and financial models.

 

 

Maryam Farboodi

Maryam Farboodi is the Jon D. Gruber Career Development Assistant Professor and an Assistant Professor of Finance at the MIT Sloan School of Management.

Her research focuses on the economics of big data. She studies how big data technologies have changed trading strategies and financial outcomes and the consequences of the emergence of big data for technological growth in the real economy. She also works on developing methodologies to estimate the value of data. 

 

 

Arminio Fraga

Arminio Fraga Neto  is a Brazilian economist,  former President of the Central Bank of Brazil and founding partner of Gávea Investimentos. He is one of the most influential economists in Brazil.

Fraga is, or has been, a member of various international organizations, including the Group of Thirty, the International Advisory Council of JP Morgan, the Advisory Council of the China Investment Corporation, the Council on Foreign Relations (CFR), the Advisory Board to the President of the Financial Stability Forum, the World Bank's Research Advisory Board, the Inter-American Dialogue, and the Board of Directors of Pro-Natura in the United States.

 

 

Silvia Gonçalves

Silvia Gonçalves is Professor in the Department of Economics at McGill University. She is also Co-Editor of the Journal of Financial Econometrics.

Holding a Ph.D. in Economics from the University of California, San Diego, her areas of specialization are financial econometrics, time-series analysis and econometric theory. She is a specialist in the bootstrap technique.

 

 

Raymond Kan

Raymond Kan is a Professor of Finance at Rotman School of Management at the University of Toronto.

His research interests include empirical asset pricing, portfolio management, and computational statistics. His research has been published in Journal of Finance, Review of Financial Studies, Journal of Financial Economics, and Journal of Econometrics. 

 

 

Stefan Nagel

Professor Nagel is the Fama Family Professor of Finance at the University of Chicago Booth School of Business. 

Professor Nagel’s research focuses on asset pricing, investor behavior, and the formation of investor expectations. His most recent work explores the role of personal experiences in shaping expectations about the macroeconomy and financial market returns, models of investor learning about long-run growth with decaying memory, and the application of machine learning techniques to understand the risk and return of investment strategies in the stock market. 

 

 

José Alexandre Scheinkman

José A. Scheinkman is the Charles and Lynn Zhang Professor of Economics at Columbia, Theodore Wells ‘29 Professor of Economics (emeritus) at Princeton, and Research Associate at NBER. 

Scheinkman’s current research is on Financial Economics with emphasis on Climate Finance and asset-price bubbles. He was born in Rio de Janeiro and participates actively on debates concerning economic and social policy in Brazil. 

 

 

Robert F. Stambaugh

Robert Stambaugh is the Miller Anderson & Sherrerd Professor of Finance at the Wharton School of the University of Pennsylvania.   

His research interests include return predictability, asset pricing tests, portfolio choice, parameter uncertainty, liquidity risk, volatility, performance evaluation, investor sentiment, active-versus-passive investing, and sustainable investing.