2020 Industrial Affiliates Annual Conference
Wed October 28th 2020, 10:00am - Thu October 29th 2020, 2:00pm
A Virtual Two-Day Conference
10am to 2pm (PDT) each day
Wednesday, October 28, 2020
10 - 10:05 am
Welcome: Art Owen
- Opening Remarks
10:05 am - 12 pm
Session I: Guenther Walther
- 10:05a Ping Li, Baidu Research
- 10:35a Kenneth Tay, 5th-year PhD student: "glmnet v4.0: Extending glmnet to all generalized linear models"
- 11:00a Morning Break
- 11:05a Sangho Yoon, Google
- 11:20a Elena Tuzhilina, 4th-year PhD student: "Canonical correlation analysis in high dimensions with structured regularization"
- 11:45a Meeyoung Park and Shyue-Ming Loh, Google
- 12:00p Midday Break
12:15 - 2 pm
Session II: John Chambers
- 12:15p Ryan Rogers, LinkedIn
- 12:45p Chenyang Zhong, 4th-year PhD student: "Generating random contingency tables via the Burnside process"
- 1:10p Afternoon Break
- 1:15p Burak Guner, Citadel
- 1:45p Breakout Rooms open
Thursday, October 29, 2020
10 - 11:55 am
Session III: Jacqueline Meulman
- 10:00a Yuming Kuang and Dai Shi, Two Sigma
- 10:30a Ismael Lemhadri, 4th-year PhD student: "Market impact in the latent order book"
- 10:55a Morning Break
- 11:00a Suyash Gupta, 4th-year PhD student: "Making reliable predictions even when distributions shift"
- 11:25a Olivia Liao, Stitch Fix
- 11:55a Midday Break
12:10 - 2 pm
Session IV: Guenther Walther
- 12:10p Dinah Shender, Google
- 12:25p Swarnadip Ghosh, 4th-year PhD student: "Backfitting for large-scale crossed random effects regressions"
- 12:50p Afternoon Break
- 12:55p Brad Betts, BlackRock
- 1:25p Guenther Walther, Closing Remarks
- 1:30p Breakout Rooms open