More about HKUST
University News Academic Departments A-Z Life@HKUST Library
Map & Directions Jobs@HKUST Faculty Profiles About HKUST
HKUST Business School
 
Close
  1. Home
  2. 2022 HKUST Research Conference
  3. Program Rundown

Program Rundown

Introduction

This multidisciplinary Conference provides a valuable platform for all research postgraduate students, academics and finance industry for cross-disciplinary and international research interaction. Details are as follow:

Date September 16, 2022 (Friday)
Time: 8:50am
Format: via Zoom
Medium: English
Registration: https://ust.az1.qualtrics.com/jfe/form/SV_cMeZGaA59OQq0tM

Program Rundown

Hong Kong Time

September 16, 2022
Program

Opening Session

Moderator: Haifeng You, HKUST
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

Session 1

Moderator: Robert Smith, J.P. Morgan
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

Session 2

Moderator: Wilbur Chen, 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

Time Conversion

HK / SG Time US Eastern Time US Central Time Pacific Time
Fri, Sep 16
8:50am		 Thu, Sep 15
8:50pm		 Thu, Sep 15
7:50pm		 Thu, Sep 15
5:50pm