Thursday Morning
In-depth interviews a la Terry Gross with panels of experts, both academic
finance researchers and federal regulators.
* Mark Flood and OFR researchers .. interviewed by Louiqa Raschid
* Joe Langsam and Andrei Kirilenko interviewed by H.V. Jagadish
* Nancy Wallace and Pete Kyle interviewed by Louiqa Raschid
Thursday Afternoon
The Dating Game
* What I would Like to Know
* What I Can Tell Others
Thursday Afternoon
A Date with a Regulator to Resolve a Research Challenge
Friday Morning
Fast paced tutorials (20 minutes each) on computational topics.
- Michael Wellman (Thursday)
Strategic Reasoning and Agent-Based Modeling
Financial scenarios are characterized by complex interactions among forward-looking
self-interested agents. I discuss an emerging methodology for strategic reasoning that
bridges the gap between computational modeling and economic analysis by combining
fine-grained simulation with game-theoretic solution concepts. These methods have
shed light on several scenarios in automated trading, and may be suitable for
understanding the implications of high-frequency trading in various market mechanisms.
* Phil Bernstein - Metamodels.
* IBM Almaden - Information extraction.
* David Newman and Mike Bennett - Semantic Web technologies.
* H.V. Jagadish - Data modeling and analysis.
* Leora Morgenstern and Benjamin Grosof - Reasoning.
* Ben Schneiderman and William Ribarsky - Visual analytics
Friday Morning
Fireside chat: Life of a Finance Faculty in this Brave New World of Data
Chester Spatt and Russ Wermers interviewed by H V Jagadish.
Friday Afternoon
More breakout sessions
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