Temple University’s Fox School of Business and Wells Fargo Equity Finance hosted the inaugural Data Science Conference in November 2020. Faculty from leading universities participated in a series of panels exploring technical issues relevant to today’s unprecedented environment. The conference explored aspects of statistical machine learning, deep learning and AI with an emphasis on tools and ideas that are relevant to systematic investing methodologies.
Thursday, November 19, 2020 Agenda
11:00 am – 12:30 pm EDT
In these unprecedented times quantitative investors are asking what data are available for tracking the spread and impact of COVID-19, from different sources, issues about data curation and reliability, and issues that arise when developing meta-analysis of data from different sources for the purposes of forecasting and of identifying causal relations.
12:30 pm – 2:00 pm EDT
In Tech, Finance, and Big Pharma alike, techniques from machine learning, to artificial intelligence, to data science, promise to revolutionize how operations are run, forecasts are made, and vaccines discovered. Several CEOs have been warning the public about AI taking over the world. Despite all the hype, real results have been lagging. This panel will discuss a realistic role for techniques from machine learning to data science, and what we can expect they will bring in the near and distant future.
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- Nick Altieri, Rebecca L. Barter, James Duncan, Raaz Dwivedi, Karl Kumbier, Xiao Li, Robert Netzorg, Briton Park, Chandan Singh, Yan Shuo Tan, Tiffany Tang, Yu Wang, Chao Zhang, and Bin Yu. Curating a COVID-19 data repository and forecasting county-level death counts in the United States. Harvard Data Science Review, Special Issue on COVID-19, 2020.
- Raaz Dwivedi, Yan Shuo Tan, Briton Park, Mian Wei, Kevin Horgan, David Madigan, and Bin Yu. Stable discovery of interpretable subgroups via calibration in causal studies. arXiv no. 2008.10109, 2020.
- Martijn J Schuemie, Patrick B Ryan, Nicole Pratt, RuiJun Chen, Seng Chan You, Harlan M Krumholz, David Madigan, George Hripcsak, and Marc A Suchard. Principles of Large-scale Evidence Generation and Evaluation across a Network of Databases (LEGEND). Journal of the American Medical Informatics Association, vol. 27, pp. 1331–1337, 2020.
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- Yaniv Romano, Evan Patterson, and Emmanuel J. Candès. Conformalized Quantile Regression. Proceedings of the 33rd Conference on Neural Information Processing Systems (NeurIPS), Vancouver, Canada, 2019. (Code: https://sites.google.com/view/cqr)
- Yaniv Romano, Matteo Sesia, and Emmanuel J. Candès. Classification with Valid and Adaptive Coverage. arXiv no. 2006.02544, 2020.
- Azeem Shaikh and Panos Toulis. Randomization Tests in Observational Studies with Staggered Adoption of Treatment. arXiv no. 1912.10610, 2019.
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- Bin Yu and Karl Kumbier. Veridical data science. Proceedings of the National Academy of Sciences, vol. 117, pp. 3920-3929, 2020.
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Fox School of Business, Temple University
Wells Fargo Equity Finance
Edoardo M. Airoldi
Fox School of Business, Temple University
Professor of Statistics
Professor of Mathematics and Statistics, and The Barnum-Simons Chair in Mathematics and Statistics
Provost and Professor of Statistics
Sterling Professor of Social and Natural Science, Internal Medicine & Biomedical Engineering
Temple University and Harvard University
Professor of Statistics, Temple University, and Emeritus Professor of Statistics at Harvard University
Professor of Statistics, and Anne T. and Robert M. Bass Professor of Humanities and Sciences
University of Chicago Booth
Assistant Professor of Statistics
Professor of Statistics and Computer Science, and Pehong Chen Distinguished Professor
Professor of Statistics and Chancellor’s Distinguished Professor
Technical University of Darmstadt
Professor at the Department of Mathematics