HKUST Research Conference 2022: Investment in the Era of AI

8:50am - 1:30pm
Online via Zoom

About the Event

For more information, please refer to the program website at https://acct.hkust.edu.hk/2022-research-conference/rundown.

Rundown, Presentation Topics and Speakers:

Hong Kong Time

Program
08:50 - 09:00am Welcome Remarks and Introduction of Keynote Speaker
Mingyi Hung, Head of Department of Accounting, HKUST
09:00 - 09:45am

Keynote Speech

Influence of Technology and AI on the Art of Investing 
S.P. Kothari, Gordon Y. Billard Professor, MIT’s Sloan School of Management

09:45 - 10:20am

Paper 1:

The Art and AI of Stock Analyses 
by Sean Cao, Junbo Wang, Wei Jiang and Baozhong Yang
Presenter: Sean Cao, University of Maryland

10:20 - 10:55am

Paper 2:

Mutual Fund Ratings by Analysts vs. Machine Learning Technique 
by Si Cheng, Ruichang Lu and Xiaojun Zhang
Presenter: Si Cheng, Syracuse University

10:55 - 11:30am

Paper 3:

When Markowitz Meets Machine: Optimization of Large Portfolios with High-Dimensional Stock Characteristics 
by Can Yang, Haifeng You, Fa Zhang, Xinghua Zheng
Presenter: Haifeng You, HKUST

11:30 - 12:05pm

Paper 4:

The Fast and the Circuitous: Semantic Progression as a Type of Disclosure Complexity 
by Jiawen Yan and Nicholas Guest
Presenter: Jiawen Yan, Cornell University

12:05 - 12:40pm

Paper 5:

Neural Network Translated into Bag-of-Words Using Attentions 
by Hitoshi Iwasaki, Ying Chen, Allen H. Huang and Hui Wang
Presenter: Allen H. Huang, HKUST

12:40 - 13:15pm

Paper 6:

Machine Learning-Based Financial Statement Analysis 
by Amir Amel-Zadeh, Jan-Peter Calliess, Daniel Kaiser and Stephen Roberts
Presenter: Amir Amel-Zadeh, University of Oxford

13:15 - 13:25pm Concluding Remarks
Robert Smith, Head of Asia Pacific Quant Strategy, Equity Research, J.P. Morgan

 

About the Keynote Speaker

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S.P. Kothari is Gordon Y Billard Professor of Accounting and Finance at MIT’s Sloan School of Management. Professor Kothari has senior executive experience in government, academia, and industry with expertise in strategic and policy issues, securities regulation, auditing, and corporate governance. Most recently, he served as Chief Economist and Director of the Division of Economic and Risk Analysis at the US Securities and Exchange Commission from 2019 to 2021. In academia, Kothari was deputy dean of MIT Sloan School of Management (2010-15), and previously he headed the Department of Economics, Finance and Accounting at MIT. In addition, he Co-Chaired the Board of Governors of Asia School of Business, Kuala Lumpur, served as faculty director of the MIT-India Program, and edited the world-renowned academic publication Journal of Accounting & Economics.

 

About the Organizer

The Center for Securities Analysis with Financial Technology of HKUST is established as a platform for researchers from academia, financial institutions and regulatory bodies to collaborate on research related to security analysis and capital markets. The center aims to promote research with significant business and social impact, with an emphasis on the role of emerging technologies, such as machine learning and big data technology in security analysis and valuation. The center also strives to develop new insights and solutions that can immediately inform the best business practice. By actively disseminating such insights and engaging with the business community, we will contribute to the development of financial sectors of Hong Kong.

Language
English
Recommended For
Alumni
Faculty and staff
General public
HKUST Family
PG students
Organizer
Department of Accounting
Center for Securities Analysis with Financial Technology
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