Swedish House of Finance Conference on: Machine Learning and AI in Finance

Conference dates

22 Aug 2022 - 23 Aug 2022


Stockholm, Sweden


Conference and call for papers: Machine Learning and AI in Finance

Conference at the Swedish House of Finance in Stockholm on 22-23 August 2022

Bryan Kelly, Yale University and AQR Capital Management
Stefan Nagel, University of Chicago
Tarun Ramadorai, Imperial College
Thierry Foucault, HEC

The conference will consist of one day with academic keynote speakers and an industry panel, and a second day with eight academic papers.

We invite authors to submit high-quality research on financial and economic issues relating to Machine Learning and AI in finance, including (but not limited to) such topics as:

• Human + Machine interactions (e.g., analysts, portfolio managers)
• Asset price forecasting models
• Algorithmic/High frequency trading
• Portfolio construction and analysis
• Cyber risks and cybersecurity
• Behavioral economics and AI
• New Data (structured and unstructured datasets)
• Crowdsourcing and dynamic investment strategies
• Big Data
• Credit risk evaluation and lending
• Payment systems
• Financial fraud detection

Both empirical and theoretical papers are welcome. The conference organizers will provide accommodation as well as reimbursement for reasonable travel expenses for presenting authors and discussants.

Please submit your paper by email to hedvig.mattsson@hhs.se no later than 31 March 2022, 23:59 PST. Authors of selected papers will be notified by the end of March. There is no submission fee.

Alexander Ljungqvist, Riccardo Sabbatucci and Ye Zhang, Swedish House of Finance at Stockholm School of Economics

Please send your queries to Riccardo Sabbatucci and Ye Zhang
The program and organizational information will be successively published on the conference website: https://www.hhs.se/en/houseoffinance/outreach/conferences/annual-conferences/ai--machine-learning-in-finance/

We are aiming for a primarily in-person meeting. Should the COVID-19 situation deteriorate, we are prepared to host the conference fully online or with speakers, discussants and session chairs in particular attending on site and giving other participants the option to attend remotely, doing our best to provide them with an interactive experience.

The Swedish House of Finance at the Stockholm School of Economics is Sweden’s national research center for financial economics. It hosts internationally distinguished researchers and enables financial research and development of the highest quality.