AI Era in Finance Symposium

The Friends of Women in Finance in Greater New York supports the research and networking of women supporters in finance academia. The AI Era in Finance Symposium will be held on June 6, 2024, at Pace University in New York City.

We are grateful to the Academic Female Finance Committee of the American Finance Association (AFFECT), Lubin School of Business at Pace University, and The Center for Applications of Artificial Intelligence and Machine Learning to Industry (AIMI) of the Institute of Computational and Data Science (ICDS) at Penn State University for financial support.

Agenda

• 1:00-1:15 Welcome
• 1:15-3:00 Main session
• 3.00-3.45 Panel
• 4:00-5:00 Breakout
• 5.00-6:00 Reception

Main session

• “The Time is Now: Advancing Fairness in Lending through Machine Learning” Vitaly Meursault
• “Does Democratized Information Access Demand Democratized AI? A Tale of the Rich, the Poor, and the AI (ChatGPT) in Earnings Calls” Anne Chang
• “Macroeconomic Content of Characteristics-Based Asset Pricing Models: A Machine Learning Analysis” Oleg Rytchkov

Panel
Chair Steven W. Poser, NYSE

• Sheedsa Ali, PineBridge Investments
• Suresh Koppisetti, NYSE
• Revant Nayar, Quantum Intelligence Systems
• Pawel Polak, Stony Brook University
• Nonna Sorokina, Penn State University

Breakout
Corporate Finance

• “Effects of Information Overload on Financial Markets: How Much Is Too Much?” Ilknur Zer
• “The Executive-Firm Match Using Machine Learning,” Jiaqi Wang
• “How Does Workforce Sexual Harassment Litigation Affect Board Gender Diversity?” Balbinder Singh Gill
• “Forecasting Realized Volatility of Shanghai Oil Futures with Mix-Frequency Uncertainty Factors,” Weijia Peng
• “Gender Disparity in Access to Credit and Business Bankruptcy,” Victoria Geyfman

Behavioral Finance

• “Are Memes a Sideshow: Evidence from WallStreetBets” Linmei Huang
• “Can Categorical Economic Policy Uncertainty Explain the US Banking Sector? An Investigation of Linkages” Carolyn Wang
• “Anomalies and Market Return Predictability Abroad” Yanran Li
• “Data-Driven Response to Opioid Abuse in Banking: Leveraging AI/ML to Identify Health, Social and Economic Determinants of High Impact Areas” Dusan Ramljak
• “The Benefits of Employing Computational Analysis (CA) and Artificial Intelligence (AI) to Understand the Impact of Tax Rate Changes on Actual Revenue Collected by The Government” Moyo Folorunsho
• “Changing Student Perception Through Use of Generative AI in Undergraduate Business Forecasting” Subhadra Ganguli

Investments

• “Expectile Risk Quadrangles and Applications” Anton Malandii
• “Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy” Pawel Polak
• “Interpreting Cross-Section Return of Machine Learning Models: Firm Characteristics and Moderation Effect through LIME” Zequn Li
• “Producing AI Innovation and Its Value Implications” Phuong-Anh Nguyen
• “AI/ML Methods in the Stock Market” Teja Vuppu