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Machine Learning, Complexity and Market Behavior Agenda

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SFI ACtioN Topical Meeting


August 8, 2019
UBS
1285 6th Avenue (Enter on 51st Street)
New York, New York 10019


Agenda: Machine Learning, Complexity and Market Behavior

8:15 am Breakfast and Registration
8:45 am Welcome and Introduction

Juan-Luis Perez, UBS, and William Tracy, Santa Fe Institute

9:00 am Concepts to Advance Collective Intelligence (with a Brief Introduction to Collective Computation)

Jessica Flack, Santa Fe Institute

9:50 am Hybrid Collective Intelligence

David Krakauer, Santa Fe Institute

10:40 am Break
10:55 am Panel: Market Behavior, Machine Learning and Other New Technologies Through the Lens of Collective Intelligence

Chris Concannon, MarketAxess, Mani Mahjouri, Blueshift Asset Management, Dario Villani, Duality Group, Haimera Workie, FINRA

Moderator: Katherine Collins, Putnam Investments and Santa Fe Institute

12:05 pm Lunch
1:05 pm Machine Learning and Quantitative Investing

Ciamac Moallemi, Columbia University

1:55 pm Computational Models, Heterogeneity, and Market Behavior

Blake LeBaron, Brandeis University

2:45 pm Break
3:00 pm Machine Learning vs. Human Learning and Financial Market Dynamics

Andrew Lo, MIT and Santa Fe Institute

3:50 pm Panel: Homogeneity of Market Strategies Against the Backdrop of a Rapidly Changing Technology Landscape

Jonathan Kellner, Members Exchange, Gordon Ritter, RitterAlpha, Ari Rubenstein, GTS, Jeffrey Young, DeepMacro

Moderator: Katherine Collins, Putnam Investments and Santa Fe Institute

5:00 pm Adjourn