The Jacobs Levy Center at Wharton will hold its 2024 Frontiers in Quantitative Finance Conference on Friday, September 20 in Jon M. Huntsman Hall on the University of Pennsylvania’s campus in Philadelphia. The program will include paper presentations, a panel discussion, and recognition of the 2024 winners of the Jacobs Levy Center Research Paper Prizes.
We are pleased to announce that the program will include a keynote session with Jeremy Siegel, the Russell E. Palmer Professor Emeritus of Finance at Wharton.
This year’s program will focus on the rise of AI and its potential impacts on the study and practice of quantitative finance. Featured papers will include:
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
Presenter: Alejandro Lopez-Lira, Warrington College of Business, University of Florida
Discussant: Winston Wei Dou, The Wharton School of the University of Pennsylvania
Expected Returns and Large Language Models
Presenter: Bryan Kelly, Yale School of Management and AQR Capital Management
Discussant: Zhengzi (Sophia) Li, Rutgers Business School
Moving Targets
Presenter: Lauren Cohen, Harvard Business School
Discussant: Bradford Levy, University of Chicago Booth School of Business
If you’re interested in registering, please email us at jacobs-levy-center@wharton.upenn.edu.