July 6-9, 2021, Online and Onsite in Shanghai, China

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FinTech and Machine Learning

Time:Friday, July 9, 2021 10:15 - 12:00Location:Stream 5Session Chair:Baozhong Yang, Georgia State University Zoom:

AlphaPortfolio: Direct Construction Through Reinforcement Learning and Interpretable AI

Lin Cong; Cornell University

Ke Tang; Tsinghua University

Jingyuan Wang; Beihang University

Yang Zhang; Beihang University

  Presenter: Will Cong, Cornell University

  Discussant: Andreas Neuhierl, Washington University in St. Louis

(Re-)Imag(in)ing Price Trends

Jingwen Jiang; University of Chicago

Bryan Kelly; Yale University

Dacheng Xiu; University of Chicago

  Presenter: Dacheng Xiu, University of Chicago

  Discussant: Christopher Neely, Federal Reserve Bank of St. Louis

Rise of the Machines: The Impact of Automated Underwriting

Mark Jansen; University of Utah

Hieu Nguyen; University of Utah

Amin Shams; The Ohio State University

  Presenter: Amin Shams, The Ohio State University

  Discussant: Alberto Rossi, Georgetown University

Open Banking: Credit Market Competition When Borrowers Own the Data

Zhiguo He; University of Chicago

Jing Huang; University of Chicago

Jidong Zhou; Yale University

  Presenter: Jing Huang, University of Chicago

  Discussant: Uday Rajan, University of Michigan

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