Machine Learning, Complexity and Market Behavior Speakers

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SFI ACtioN Topical Meeting

August 8, 2019
New York, New York

Please check back as speaker bios will be updated periodically.

Speakers Include:

Jessica Flack
Santa Fe Institute

Jessica Flack is a professor at SFI where she runs the Collective Computation Group. They work on fundamental problems in evolutionary theory concerning collective behavior, collective computation, and collective intelligence—at all levels of biological organization—from societies of cells to societies of individuals to machine-human hybrid societies. Her particular interests are in the role of collective computation/intelligence in the origin of space and time scales and in the emergence of robust structure and function in nature and society. She is fascinated with the idea that components in adaptive systems construct their macroscopic worlds through collective coarse-graining in evolutionary and/or learning time.

Blake LeBaron
Brandeis University

Blake LeBaron is the Abram L. and Thelma Sachar Chair of International Economics at the International Business School, Brandeis University. LeBaron was at the University of Wisconsin from 1988-1998, and also served as director of the Economics Program at The Santa Fe Institute in 1993. He was a Sloan Fellow, and is a recent recipient of the Market Technician’s Association Mike Epstein award. He recently spent two years as a visiting researcher with the Office of Financial Research in the U.S. Treasury Department. He currently directs the Masters of Science in Business Analytics program at Brandeis, and is part of a Brandeis interdisciplinary research and teaching group interested in modeling dynamics in a wide range of fields. LeBaron’s research has concentrated on the issue of nonlinear behavior of financial and macroeconomic time series. He has been influential both in the statistical detection of nonlinearities and in describing their qualitative behavior in many series. LeBaron’s current interests are in understanding the quantitative dynamics of interacting systems of adaptive agents and how these systems replicate observed real world phenomenon. Also, LeBaron is interested in understanding some of the observed behavioral characteristics of traders in financial markets.

Andrew Lo
MIT and Santa Fe Institute

Andrew Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management, the director of MIT’s Laboratory for Financial Engineering, a principal investigator at MIT’s Computer Science and Artificial Intelligence Lab, and an external professor at the Santa Fe Institute. He received a B.A. in economics from Yale University in 1980, and an A.M. and Ph.D. in economics from Harvard University in 1984.

Lo is also a research associate of the National Bureau of Economic Research, a member of the Board of Overseers at Beth Israel Deaconess Medical Center and the Board on Mathematical Sciences and Their Applications at the National Academy of Sciences, a board member of Roivant Sciences and the Whitehead Institute for Biomedical Research, and a member of advisory committees at the Federal Reserve Bank of New York and FINRA.