2024 Industrial Affiliates Annual Conference

09:00 Welcome & Opening Remarks by Jacqueline Meulman

Session I: Jacqueline Meulman

09:05 Two Sigma – Maxime Cauchois and Fan Zhang "Forecasting financial returns using machine learning"

09:30 Aditya Ghosh "Practical bias-aware inference in regression discontinuity designs: An asymptotic view"

09:55 Google – Tong Geng and Fengshi Niu "Data science challenges in Ads measurement at Google"

10:20 James Yang "A fast and scalable pathwise-solver for group Lasso and elastic net penalized regression via block-coordinate descent

10:45 Morning Break

Session II: Guenther Walther

11:05 Munich Re – Michael Berger and Yuanyuan Li "Generative AI and copyright infringement risks"

11:30 Timothy Sudijono "Regression adjustments for experimental designs in two-sided marketplaces"

11:55 Alliance Innovation Labs - Silicon Valley – Vikram Krishnamurthy

12:20 Lunch

Session III: John Chambers

13:10 Harrison Li "Efficient estimation under structural restrictions on mean functions"

13:35 Citadel – James Johndrow "Some statistical challenges in Quant Finance"

14:00 Anav Sood "Selective inference is easier with p-values"

14:25 Afternoon Break

Session IV: Jacqueline Meulman

14:45 Zitong Yang "Synthetic continued pretraining"

15:10 BlackRock – Pierre Demartines and Li Yao

15:35 Xavier Gonzalez "Parallelizing nonlinear RNNs over their sequence length"

16:00 Closing Remarks