Industrial Affiliates Conference 2015

―2015 Conference Program―

9:00am   Welcome & Opening Remarks: Trevor Hastie

          Session 1: Art Owen

9:10am   Chaojun Wang, 4th-year doctoral student: "Settlement Fails, Liquidity Race and Security Lending"

9:35am   Su Chen, Jeremy Shen, Two Sigma Investments

10:00am  Xiaoying Tian, 3rd-year doctoral student: "Selective Inference with Unknown Noise via Square-Root Lasso"

10:25am  Morning Break

          Session 2: Guenther Walther

10:45am  Eric Colson, Brad Klingenberg, Stitch Fix

11:10am  Charles Yang Zheng, 3rd-year doctoral student: "Human Brain Mapping via MRI"

11:35am  Jean Bolot, Technicolor

12:00pm  Lunch

          Session 3: John Chambers

1:00pm   Hera He, 4th-year doctoral student: "Optimal Mixture Weights in Multiple Importance Sampling"

1:25pm   Carrie Grimes, Google

1:50pm   Kinjal Basu, 3rd-year doctoral student: "Quasi-Monte Carlo on Simplices"

2:15pm   Sid Dalal, AIG

2:40pm   Afternoon Break

          Session 4: Jacqueline Meulman

3:05pm   Yuval Peres, Harold Javid, Parikshit Gopalan, Lihong Li, Microsoft

3:30pm   Murat Erdogdu, 4th-year doctoral student: "Privacy-Utility Trade Off Under Continual Observation"

3:55pm   Lee Wilkinson, Tableau

4:20pm   Closing Remarks: Trevor Hastie