Conference Agenda


Program and access to virtual conference

  • All times refer to Brussels/Milan (CEST/UTC+2).
  • Zoom links are visible to registered participants who are logged into the system.
  • Zoom links will be made available 5 min before a session starts. You may have to reload the page to view the links.
  • Check the time zones map.

Please note that all times are shown in the time zone of the conference. The current conference time is: 17th Sept 2021, 11:43:41pm CEST

Zoom links will be made available 5 min before a session starts. You may have to reload the page to view the links.

 
 
Session Overview
Session
APE 08: Man vs. Machine in Financial Markets
Time:
Friday, 27/Aug/2021:
1:30pm - 3:00pm

Session Chair: Kelly Shue, Yale University
Location: Stream 01

Show help for 'Increase or decrease the abstract text size'
Presentations
ID: 475

Market Efficiency in the Age of Machine Learning

Leonidas Barbopoulos1, Rui Dai2, Talis Putnins3, Anthony Saunders4

1University of Edinburgh, UK; 2University of Pennsylvania, USA; 3University of Technology Sydney, Australia; 4New York University, USA

Discussant: Simona Abis (Columbia Business School)

475-APE-EFA2021-Market Efficiency in the Age of Machine Learning.pdf


ID: 518

Automation and the Displacement of Labor by Capital: Asset Pricing Theory and Empirical Evidence

Jiri Knesl

University of Oxford, Said Business School, United Kingdom

Discussant: Anastassia Fedyk (University of California at Berkeley)

518-APE-EFA2021-Automation and the Displacement of Labor by Capital.pdf


ID: 922

Diverging roads: Theory-based vs. machine learning-implied stock risk premia

Joachim Grammig1,4, Constantin Hanenberg1, Christian Schlag2,3, Jantje Sönksen1

1Eberhard Karls University Tübingen, Germany; 2Center for Financial Studies, Frankfurt, Germany; 3University of Frankfurt and Leibniz Institute for Financial Research SAFE, Germany; 4Centre for Financial Research, Cologne, Germany

Discussant: Svetlana Bryzgalova (London Business School)

922-APE-EFA2021-Diverging roads.pdf


 
Contact and Legal Notice · Contact Address:
Privacy Statement · Conference: EFA 2021
Conference Software - ConfTool Pro 2.6.141+TC
© 2001 - 2021 by Dr. H. Weinreich, Hamburg, Germany