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