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Forecasting in the Face of Uncertainty and Risk

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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