Big Data and High-Performance Computing for Financial Economics
Toni Whited and Mao Ye, Organizers
July 13, 2019
Supported by National Science Foundation
Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA
| 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
Parkview Room
|
Philipp Renner, University of Lancaster Simon Scheidegger, University of Lausanne Machine Learning for Dynamic Incentive Problems |
|
|
11:30 am
Parkview Room
|
Serena Ng, Columbia University and NBER Simon Lee, Columbia University An Econometric View of Algorithmic Subsampling |
|
| 12:00 pm | Lunch - Somerset Room | |
|
1:00 pm
Parkview Room
|
Stephen Boyd, Stanford University Veronika K. Pool, Vanderbilt University Noah Stoffman, Indiana University Scott E. Yonker, Cornell University The Daily Trading of Mutual Funds |
|
|
1:30 pm
Parkview Room
|
Tyler Beason, Virginia Tech Sunil Wahal, Arizona State University Trading Algorithms |
|
|
2:00 pm
Parkview Room
|
Bart Zhou Yueshen, SMU LKCSB Jinyuan Zhang, University of California, Los Angeles Dynamic Trade Informativeness |
|
| 2:30 pm | Break | |
|
2:45 pm
Parkview Room
|
Juhani T. Linnainmaa, Dartmouth College and NBER Alessandro Previtero, Indiana University and NBER Wei Wang, Chinese University of Hong Kong (Shenzhen) Twitter Bots, Corporations, and Financial Markets. |
|
|
3:15 pm
Parkview Room
|
William Cong, Cornell University and NBER Nadya Malenko, Boston College and NBER A Textual-Factor Approach to Measuring Corporate Governance |
|
|
3:45 pm
Parkview Room
|
Arpit Gupta, New York University Theresa Kuchler, New York University and NBER Venky Venkateswaran, New York University and NBER Search in Real Estate Markets: Research Proposal |
|
| 4:15 pm | Adjourn | |