FinsureTech Talks
Upcoming: May 23, 2024 16.15 - 18.00, ETH Zurich Main Building F7
Speaker: Gavin Wood, Developer. Architect. Inventor. Founder. Visionary.
Title: Core Jam
Agenda:
16.15 Welcome - Prof. Roger Wattenhofer, ETH Zurich
16.20 Talk by Gavin Wood
17.15 Q&A Session (all)
18.00 Closing
About Gavin: Gavin is known as co-founder of two leading blockchain ecosystems, Polkadot and Ethereum. As co-founder and original CTO of Ethereum, he created the Ethereum Virtual Machine (EVM) and conceived the Solidity Smart Contract language, which plays a pivotal role in the growth and innovation of blockchain technology by enabling the creation of programmable and trustless applications.
Registration:(use this link)
Registration is free of charge. Spaces are limited, so be sure to register early to secure your spot.
Past Talks
December 1, 2023 14.15 - 15.45, ETH Zurich, IFW Buidling Room A36 or ONLINE
Speaker: Mathias Studach, Head of Risk, Finance, and Organizational Development, Swiss Digital Exchange
Title: Revolutionizing Finance: The Transformative Power of Blockchain Technology
Abstract: Mathias provides insights into the transformative potential of blockchain technology in the financial sector and highlights the challenges ahead. He stresses the revolutionary impact that blockchain could have on financial operations, resulting in substantial cost reductions and increased efficiency. Furthermore, Mathias investigates the obstacles that traditional financial institutions face while adopting blockchain and emphasizes the significance of global regulations and standards.
About Mathias: Mathias joined SIX Digital Exchange in July 2018 as Head Finance, Risk, and Organizational Development. He has a wealth of experience in financial markets, especially in the management and implementation of enabling-technologies, strategy and controlling. In his previous role as Head Technology at a Swiss private bank in Zurich, he was responsible for the digital transformation of the company and the technological implementation of their Blockchain Asset Management Solution.
Past Talks
October 27, 2023 14.15 - 15.45
Speaker: Marcos López De Prado, ADIA & Cornell University, USA
Title: Causal Factor Investing – Can Factor Investing Become Scientific?
external pageLink to Recording
Abstract: Virtually all journal articles in the factor investing literature make associational claims, instead of causal claims. Authors do not identify the causal graph consistent with the observed phenomenon, they justify their chosen model specification in terms of correlations, and they do not propose experiments for falsifying causal mechanisms. Absent a causal theory, their findings are likely false, due to rampant backtest overfitting and incorrect specification choices. I differentiate between type-A and type-B spurious claims, and explain how both types prevent factor investing from advancing beyond its current phenomenological stage. This monograph analyzes the current state of causal confusion in the factor investing literature, and proposes solutions with the potential to transform factor investing into a truly scientific discipline.
external pageLink to Abstract (Cambridge University Press)
About Marcos: Marcos López de Prado is a hedge fund manager, entrepreneur, inventor, and professor. Marcos serves currently as global head of quantitative research and development at the Abu Dhabi Investment Authority (ADIA). Marcos earned a PhD in financial econometrics (2003), and a second PhD in mathematical finance (2011) from Universidad Complutense de Madrid. He completed his post-doctoral research at Harvard University and Cornell University, where he is a professor. Marcos has received various scientific and industry awards, including the National Award for Academic Excellence (1999) by the Kingdom of Spain, the Quant Researcher of the Year Award (2019) by The Journal of Portfolio Management, and the Buy-Side Quant of the Year Award (2021) by Risk.net. For five consecutive years, SSRN has ranked him as the most-read author in Economics. Marcos is the author of several popular graduate textbooks, including Advances in Financial Machine Learning (Wiley, 2018) and Machine Learning for Asset Managers (Cambridge University Press, 2020).
Past: September 18, 17.15 - 18.15, HG D3.2
Speaker: DACHENG XIU
Professor of Econometrics and Statistics
Booth School of Business, University of Chicago
Title: The Statistical Limit of Arbitrage
Abstract:
Biography:
Dacheng Xiu is Professor of Econometrics and Statistics at the University of Chicago Booth School of Business. His current research focuses on developing machine learning solutions to big-data problems in empirical finance. Xiu’s work has appeared in the Journal of Finance, Review of Financial Studies, Econometrica, Journal of Political Economy, the Journal of the American Statistical Association, and the Annals of Statistics. He has served as Co-Editor for the Journal of Financial Econometrics and has been on the editorial board as an Associate Editor for many prestigious journals, including the Review of Financial Studies, Journal of the American Statistical Association, Journal of Econometrics, and Management Science. He has received several recognitions for his research, including the Fellow of the Society for Financial Econometrics, Fellow of the Journal of Econometrics, AQR Insight Award, EFA Best Paper Prize, and Swiss Finance Institute Outstanding Paper Award. At Booth, he teaches a variety of courses related to FinTech, Big Data, and Statistical Inference to MBA, college, and PhD students. Xiu earned his PhD and MA in applied mathematics from Princeton University.