NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Big Data and High-Performance Computing for Financial Economics

Authors Please upload your paper and slides here. Discussants Please upload your slides here.

Toni Whited and Mao Ye, Organizers

July 13, 2019


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

Conference Code of Conduct

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, Indiana University
Noah Stoffman, Indiana University
Scott E. Yonker, Cornell University
The Daily Trading of Mutual Funds
1:30 pm
Parkview Room
Tyler Beason, Arizona State University
Sunil Wahal, Arizona State University
Trading Algorithms
2:00 pm
Parkview Room
Bart Zhou Yueshen, INSEAD
Jinyuan Zhang, INSEAD
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
Nadya Malenko, Boston College
A Textual-Factor Approach to Measuring Corporate Governance
3:45 pm
Parkview Room
Arpit Gupta, New York University
Theresa Kuchler, New York University
Venky Venkateswaran, New York University and NBER
Search in Real Estate Markets: Research Proposal
4:15 pm
Adjourn
 
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