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Forecasting in the Face of Uncertainty and Risk: Difference between revisions

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'''Meeting Organizers:'''
'''Meeting Organizers:'''


Michael Mauboussin, Legg Mason Capital Management and SFI  
'''Michael Mauboussin''', Legg Mason Capital Management and SFI  


John Rundle, UC Davis and SFI
'''John Rundle''', UC Davis and SFI


Juan-Luis Perez, Morgan Stanley
'''Juan-Luis Perez''', Morgan Stanley


Chris Wood, Santa Fe Institute
'''Chris Wood''', Santa Fe Institute
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'''Forecasting in the Face of Uncertainty and Risk'''
'''Forecasting in the Face of Uncertainty and Risk'''


Forecasting in the face of uncertainty and risk is a deep and challenging problem, both theoretically and practically. This meeting will explore the challenges of forecasting across a wide range of applications, from sports and politics, to major catastrophes, to climate change. A concluding panel discussion will address implications for financial markets.
Forecasting in the face of uncertainty and risk is a deep and challenging problem, both theoretically and practically. This meeting will explore the challenges of forecasting across a wide range of applications, from sports and politics, to major catastrophes, to climate change. A concluding panel discussion will address implications for financial markets.
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'''Speakers:'''
'''Speakers:'''


'''Nate Silver''', Statistician and New York Times columnist
'''Nate Silver''', Statistician and New York Times columnist<BR />
'''John Seo''', Physicist and Investment Manager, Fermat Capital Management
'''John Seo''', Physicist and Investment Manager, Fermat Capital Management<BR />
'''Marcia McNutt''', Geophysicist and Director, US Geological Survey
'''Marcia McNutt''', Geophysicist and Director, US Geological Survey<BR />
'''Ole Peters''', Physicist, Department of Mathematics, University College, London
'''Ole Peters''', Physicist, Department of Mathematics, University College, London<BR />
'''Susan Avery''', Atmospheric Physicist, President, Woods Hole Oceanographic Institution
'''Susan Avery''', Atmospheric Physicist, President, Woods Hole Oceanographic Institution<BR />


'''Concluding Panel Discussion:'''
'''Concluding Panel Discussion:'''<BR />
'''Rick Bookstaber''', Senior Policy Advisor, Financial Stability Oversight Council, SEC
'''Rick Bookstaber''', Senior Policy Advisor, Financial Stability Oversight Council, SEC<BR />
'''Henry Kaufman''', President, Henry Kaufman & Company
'''Henry Kaufman''', President, Henry Kaufman & Company<BR />
'''Bill Miller''', Chairman and Chief Investment Officer, Legg Mason Capital Management, and Chairman Emeritus, SFI Board of Trustees
'''Bill Miller''', Chairman and Chief Investment Officer, Legg Mason Capital Management, and Chairman Emeritus, SFI Board of Trustees<BR />
Moderator: '''Marty Leibowitz''', Managing Director, US Equity Strategy, Morgan Stanley
Moderator: '''Marty Leibowitz''', Managing Director, US Equity Strategy, Morgan Stanley<BR />

Revision as of 21:01, 22 September 2011

Topical Meeting Navigation

Held at Morgan Stanley World Headquarters, 1585 Broadway, New York, NY

Webcast Available Here on the day of the meeting.

Meeting Organizers:

Michael Mauboussin, Legg Mason Capital Management and SFI

John Rundle, UC Davis and SFI

Juan-Luis Perez, Morgan Stanley

Chris Wood, Santa Fe Institute


Forecasting in the Face of Uncertainty and Risk

Forecasting in the face of uncertainty and risk is a deep and challenging problem, both theoretically and practically. This meeting will explore the challenges of forecasting across a wide range of applications, from sports and politics, to major catastrophes, to climate change. A concluding panel discussion will address implications for financial markets.

Speakers:

Nate Silver, Statistician and New York Times columnist
John Seo, Physicist and Investment Manager, Fermat Capital Management
Marcia McNutt, Geophysicist and Director, US Geological Survey
Ole Peters, Physicist, Department of Mathematics, University College, London
Susan Avery, Atmospheric Physicist, President, Woods Hole Oceanographic Institution

Concluding Panel Discussion:
Rick Bookstaber, Senior Policy Advisor, Financial Stability Oversight Council, SEC
Henry Kaufman, President, Henry Kaufman & Company
Bill Miller, Chairman and Chief Investment Officer, Legg Mason Capital Management, and Chairman Emeritus, SFI Board of Trustees
Moderator: Marty Leibowitz, Managing Director, US Equity Strategy, Morgan Stanley