PRMIA and Columbia University are offering a joint event that brings practitioners and academics together to discuss how modern data science methods can be applied to quantify macroeconomic and political risk for investment management.
Hosted by: Program for Financial Studies at Columbia Business School and the Columbia University Data Science Institute
Date: January 19th, 2018
Time: 12:30PM - 6:30PM
Venue: Columbia University, Morningside Campus
12:30pm - 1:00pm: Registration
1:00pm - 2:30pm: Speaker Presentations
2:30pm - 2:45pm: Coffee Break
2:45pm - 4:00pm: Speaker Presentations
4:00pm - 4:10pm: Coffee Break
4:10pm - 5:15pm: Panel Discussions
5:30pm - 6:30pm: Reception
Paul Glasserman, Columbia School of Business
- Harry Mamaysky and Charles Calomiris, Columbia School of Business - “How News and Its Context Drive Risk and Returns Around the World”
- Tsveta Petrova, Eurasia, Practice Head, EG Labs - "Quantifying Political Risk"
- Eugene Neduv, Data Scientist, State Street Bank & Columbia University - "Network Approach to Interconnected Economies"
- Sharyn O’Halloran, Columbia University, SIPA, “Data Science for Systemic Financial Risk”
- Michelle Tuveson, Executive Director, Cambridge Centre for Risk Studies
- Gideon Magnus, Economist, State Street GX
- Ron D'Vari, Chairman, New Oak
- Mark Abbott, Head of Quantitative Risk Management, Guardian Life
- Mansour Haroun, Economist, State Street
- Ben Phillips, CIO, EventShares
This event is currently full. Please email email@example.com to be added to the waitlist.
Sustaining Member - FREE
Contributing Member - FREE
Non-member - $20.00
**Columbia University Affiliates (staff, students, alumni) - FREE**
**Contact firstname.lastname@example.org to redeem your special discount registration rate.