Friday, July 12

7:00 pm

Dinner at Bambara Restaurant (across the street from the Royal Sonesta Hotel)
25 Edwin H. Land Blvd.
Cambridge, MA

Saturday, July 13

FORMAT: Each presenter has 20 minutes; 10 minutes for general discussion.

8:00 am

Coffee and Pastries

8:30 am

Bill Gropp, Director and Chief Scientist, National Center for Supercomputing Applications

Experts from Extreme Science and Engineering Discovery Environment
Introduction to high-performance computing resources

9:30 am

S. P. Kothari, Chief Economist, SEC
Policy Challenges and Research Opportunities in the Era of Big Data

10:30 am

Break

11:00 am

Machine Learning for Dynamic Incentive Problems

Philipp Renner, University of Lancaster
Simon Scheidegger, University of Lausanne

11:30 am

An Econometric View of Algorithmic Subsampling (slides)

Serena Ng, Columbia University and NBER
Simon Lee, Columbia University

12:00 pm

Lunch - Somerset Room

1:00 pm

The Daily Trading of Mutual Funds

Stephen Boyd, Stanford University
Veronika K. Pool, Vanderbilt University
Noah Stoffman, Indiana University
Scott E. Yonker, Cornell University

1:30 pm

Trading Algorithms

Tyler Beason, Virginia Tech
Sunil Wahal, Arizona State University

2:00 pm

Dynamic Trade Informativeness

Bart Zhou Yueshen, SMU LKCSB
Jinyuan Zhang, University of California, Los Angeles

2:30 pm

Break

2:45 pm

Twitter Bots, Corporations, and Financial Markets.

Juhani T. Linnainmaa, Dartmouth College and NBER
Alessandro Previtero, Indiana University and NBER
Wei Wang, Chinese University of Hong Kong (Shenzhen)

3:15 pm

A Textual-Factor Approach to Measuring Corporate Governance

William Cong, Cornell University and NBER
Nadya Malenko, Boston College and NBER

3:45 pm

Search in Real Estate Markets: Research Proposal

Arpit Gupta, New York University
Theresa Kuchler, New York University and NBER
Venky Venkateswaran, New York University and NBER

4:15 pm

Adjourn