2022 Hong Kong Conference for Fintech, AI, and Big Data in Business

Conference dates

27 May 2022 - 28 May 2022


City University of Hong Kong, HKSAR (Hybrid)


We invite interested scholars to join the inaugural 2022 Hong Kong Conference for Fintech, AI, and Big Data in Business. The two-day meeting will be held in hybrid mode.

Date & Time
The conference will be held on Friday, 5/27 from 8:50 am to 5:00 pm, and on Saturday, 5/28 from 8:50 am to 3:45 pm, in Hong Kong time (UTC+8).

Keynote Speakers:
Lin William Cong, Rudd Family Professor of Management and Associate Professor of Finance (Cornell University)
Kay Giesecke, Professor of Management Science and Engineering (Stanford University)
Stefan Nagel, Fama Family Distinguished Service Professor of Finance (University of Chicago)

Best Paper Awards: Two best papers will be selected and awarded $1000 USD each.

Registration & Location
The registration is free. The conference will be held at the City University of Hong Kong, in Room 7208, Lau Ming Wai Academic Building. For online participants, online registration is available on the conference website <https://cityuhkfintech.com/>, and the Zoom information will be sent to registered participants.

Presentation Format
45 minutes per talk: 30 minutes for presentation; 10 minutes for discussion; remaining time for Q&As.

Day 1 – Friday, May 27, 2022

8:50am – 9:00am Opening Remark – Houmin Yan (Chair Professor of Management Sciences and former Dean of College of Business at City University of Hong Kong, and Director at LAB for AI-Powered Fintech)

9:00am – 10:00am Keynote Talk: Evaluating market efficiency in a high-dimensional world
Stefan Nagel (Fama Family Distinguished Service Professor of Finance, University of Chicago)

10:00am – 11:00am Keynote Talk: Deep Learning for MBS Prepayments
Kay Giesecke (Professor of Management Science & Engineering, Stanford University)

11:00am – 11:45am Investor Experience Matters: Evidence from Generative Art Collections on the Blockchain
Sebeom Oh (Temple University), Samuel Rosen (Temple University), and Anthony Zhang (University of Chicago)
Discussant: Simon Trimborn (City University of Hong Kong)

11:45am – 12:30pm Technology and Cryptocurrency Valuation
Yukun Liu (University of Rochester), Jinfei Sheng (University of California, Irvine), and Wanyi Wang (University of California, Irvine)
Discussant: Ben Charoenwong (National University of Singapore)

12:30pm – 1:30pm BREAK

1:30pm – 2:15pm Alpha Go Everywhere: Machine Learning and International Stock Returns
Darwin Choi (Chinese University of Hong Kong), Wenxi Jiang (Chinese University of Hong Kong), and Chao Zhang (University of Oxford)
Discussant: Gavin Feng (City University of Hong Kong)

2:15pm – 3:00pm Trust in DeFi: An Empirical Study of the Decentralized Exchange
Jianlei Han (Macquarie University), Shiyang Huang (University of Hong Kong), and Zhuo Zhong (University of Melbourne)
Discussant: Sean Foley (Macquarie University)

3:00pm – 3:30pm BREAK

3:30pm – 4:15pm An Economic Model of Consensus on Distributed Ledgers
Hanna Halaburda (New York University), Zhiguo He (University of Chicago), and Jiasun Li (George Mason University)
Discussant: Matthieu Bouvard (Toulouse School of Economics)

4:15pm – 5:00pm Stripping the Discount Curve—a Robust Machine Learning Approach
Damir Filipović (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), Markus Pelger (Stanford University), and Ye Ye (Stanford University)
Discussant: Liyuan Cui (City University of Hong Kong)

Day 2 - Saturday, May 28, 2022

8:50am – 9:00am Opening Remark – S. Joe Qin (Chair Professor of Data Science, Dean of School of Data Science at City University of Hong Kong, and Director of Hong Kong Institute of Data Science)

9:00am – 10:00am Keynote Talk: Tokenomics: Classification, Pricing, Staking, and Monetary Policy
Will Cong (Rudd Family Professor of Management and Associate Professor of Finance, Cornell University)

10:00am – 10:45am The Changing Economics of Knowledge Production
Simona Abis (Columbia University) and Laura Veldkamp (Columbia University)
Discussant: Yiyao Wang (Shanghai Jiao Tong University)

10:45am – 11:30am Hidden Alpha
Manuel Ammann (University of St. Gallen), Alexander Cochardt (University of St. Gallen), Lauren Cohen (Harvard University), and Stephan Heller (Harvard University)
Discussant: Xiao Qiao (City University of Hong Kong)

11:30am – 12:15pm The Virtue of Complexity in Machine Learning Portfolios
Bryan Kelly (Yale University), Semyon Malamud (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), and Kangying Zhou (Yale University)
Discussant: Andy Neuhierl (Washington University in St. Louis)

12:15pm – 1:30pm BREAK

1:30pm – 2:15 pm Why Does News Coverage Predict Returns? Evidence from the Underlying Editor Preferences for Risky Stocks
Gustavo Schwenkler (Santa Clara University) and Hannan Zheng (Fidelity Investment)
Discussant: Fuwei Jiang (Central University of Finance and Economics)

2:15pm – 3:00pm Coexisting Exchange Platforms: Limit Order Books and Automated Market Makers
Jun Aoyagi (Hong Kong University of Science and Technology) and Yuki Ito (University of California, Berkeley)
Discussant: Shiyang Huang (University of Hong Kong)

3:00pm – 3:45pm RegTech
Ben Charoenwong (National University of Singapore), Zach Kowaleski (University of Notre Dame), Alan Kwan (University of Hong Kong), and Andrew Sutherland (Massachusetts Institute of Technology)
Discussant: Willem van Vliet (Chinese University of Hong Kong)