Big Data and High-Performance Computing for Financial Economics

Toni Whited and Mao Ye, Organizers

July 13, 2019

Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA

Summer Institute 2019 master schedule

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 (slides)
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 at 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, Indiana University 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