The Research Expo will feature keynote speaker, Dario Villani (Duality Group), followed by a panel discussion where Dario will be joined by distinguished guests Harvey Stein (Bloomberg), Steven Kou (Boston University), and Mark Kon (Boston University). Dario and the panel will discuss the pros and cons of using, and relying on, Machine Learning for trading, investing, and portfolio management. Paul Solman (PBS NewsHour) will be our moderator. Following the panel, Boston University MSMF students will conduct poster presentations of their research. Please join us!
Check out our agenda:
Dario Villani, Duality Group
Dr. Dario Villani is CEO and Co-Founder of Duality Group. Dario has managed multi-billion dollar portfolios within credit, interest rates, and commodities. Previously, he served as Global Head of Portfolio Strategy and Risk at Tudor Investment Corporation. He shared the 2016 Risk.net Buy-Side Quant of the Year Award, and has authored research papers in finance, theoretical physics, statistics and portfolio management. Dario holds a Ph.D. in Theoretical Physics from Salerno University and a Master in Finance from Princeton University where he also taught a popular course in trading and risk management.
Paul Solman, PBS
Paul has been the business and economics correspondent for the PBS NewsHour since 1985, with occasional forays into art reporting.
He began his career in business journalism as a Nieman Fellow, studying at the Harvard Business School. A graduate of Brandeis University (1966), he was the founding editor of the alternative Boston weekly The Real Paper in 1972. He was the East Coast Editor of Mother Jones magazine in the late 1970s. He has won eight Emmys, three Peabodys, and a Loeb award and, improbably, a James Beard award (though not for any cuisine art). Solman also taught at the Harvard Business School from 1985-1987. He joined the PBS NewsHour, then known as The MacNeil/Lehrer NewsHour, in 1985.
From 2007 to 2016, he was a faculty member at Yale University‘s International Security Studies program, teaching in its “Grand Strategy” course. He also lectured for years at the Yale Young Global Scholars program, the Warrior-Scholar program at Yale, has taught at West Point and was the Richman Distinguished Visiting Professor at Brandeis in 2011. He has also taught economics at Gateway Community College in New Haven, Connecticut, where he founded the Yale@Gateway speaker series. In 2016, he was Visiting Fellow at Mansfield College, Oxford University.
With Bob Burns, Paul co-produced and presented a series of companion videos to McGraw-Hill economics textbooks. In 1983, he co-authored, with PBS executive and writer Thomas Friedman, Life and Death on the Corporate Battlefield.
In 1994, with sociologist Morrie Schwartz, he helped create—and wrote the introduction to—the book Morrie: In His Own Words, which preceded “Tuesdays with Morrie” but failed to outsell it by several orders of magnitude. His latest book, a collaboration with economist Laurence Kotlikoff and author Philip Moeller, is a bona fide bestseller, Get What’s Yours: The Secrets to Maxing Out Your Social Security (Simon and Schuster, 2015).
Dario Villani, Duality Group
Dr. Dario Villani is CEO and Co-Founder of Duality Group. Dario has managed multi-billion-dollar portfolios within credit, interest rates, and commodities. Previously, he served as Global Head of Portfolio Strategy and Risk at Tudor Investment Corporation. He shared the 2016 Risk.net Buy-Side Quant of the Year Award, and has authored research papers in finance, theoretical physics, statistics and portfolio management. Dario holds a Ph.D. in Theoretical Physics from Salerno University and a Master’s in Finance from Princeton University where he also taught a popular course in trading and risk management.
Harvey Stein, Bloomberg
Dr. Harvey J. Stein is Head of the Quantitative Risk Analytics Group at Bloomberg, responsible for all quantitative aspects of Bloomberg’s risk analysis products. Dr. Stein is well known in the industry, having published and lectured on mortgage backed security valuation, CVA calculations, interest rate and FX modeling, credit risk modeling, financial regulation, and other subjects. Dr. Stein is on the board of directors of the IAQF, an adjunct professor at Columbia University, and organizer of the IAQF/Thalesians financial seminar series. He’s also worked as a quant researcher on the Bloomberg for President campaign, and on analyzing Covid-19 data. He received his BA in mathematics from WPI in 1982 and his PhD in mathematics from UC Berkeley in 1991.
Steven Kou, Boston University
Steven Kou is a Questrom Professor in Management and Professor of Finance at Boston University. Previously, he taught at National University of Singapore (from 2013 to 2018), Columbia University (from 1998 to 2014), University of Michigan (1996-1998), and Rutgers University (1995-1996). He teaches courses on FinTech and quantitative finance. Currently he is a co-area-editor for Operations Research and a co-editor for Digital Finance, and has served on editorial boards of many journals, such as Management Science, Mathematics of Operations Research, and Mathematical Finance. He is a fellow of the Institute of Mathematical Statistics and won the Erlang Prize from INFORMS in 2002. Some of his research results have been incorporated into standard MBA textbooks and have been implemented in commercial software applications, e.g. in Bloomberg Terminals.
Mark Kon, Boston University
Mark Kon is a professor of Mathematics and Statistics at Boston University where he is affiliated with the Bioinformatics Graduate Program. He works in quantum probability and information, bioinformatics, machine and statistical learning, mathematical physics, mathematical and computational neuroscience, complexity theory, and wavelets. Mark has published approximately 100 articles in mathematics and statistics, mathematical physics, computational biology, and computational neuroscience, including two books. His recent research and applications interests involve quantum probability and information, statistics, machine learning, computational biology, computational neuroscience, and complexity. He has recently pursued research in quantum computation and information, and his current work in machine learning has investigated complexities of designs for learning machines and neural networks which improve, sometimes significantly, on those for standard architectures. Application areas of the latter include bioinformatics and genetic transcription informatics. He is on the editorial board of Neural Networks, and has been on the organizing committee of the World Congress on Neural Networks twice. He has had research grants and contracts from the American Fulbright Commission, National Science Foundation, and the U.S. Air Force. He has given approximately 100 lectures in 15 countries.
Mark has served as departmental director of graduate studies at BU and he has held appointments at Columbia University as Assistant and Associate Professor (Computer Science, Mathematics), as well as at Harvard and at MIT. Mark holds a PhD in Mathematics from MIT, and Bachelor’s degrees in Mathematics, Physics, and Psychology from Cornell University.
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