2026 Midwest Finance Annual Meeting

March 12-14, 2026

Radisson Blu Aqua Hotel, Chicago, IL

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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Please note that all times are shown in the time zone of the conference. The current conference time is: 6th Mar 2026, 07:47:20pm PST

Only Sessions at Date / Time

Session Overview

Session

Forecasting with Machine Learning

Time:

Friday, 13/Mar/2026:

1:30pm - 3:15pm

Session Chair: Fahiz Baba-Yara, Indiana University

Location: Pacific 3

Presentations

Market Risk Premium: A Single Optimal Predictive Factor in High Dimension

Fuwei Jiang¹, Kunpeng Li², Guoshi Tong³, Guofu Zhou⁴

¹Xiamen University; ²Capital University of Economics and Business; ³Fudan University; ⁴Washington University in St. Louis

Discussant: Adam Zhang (University of Minnesota)

Jiang-174-Market Risk Premium.pdf

Improving Hedge Fund Return Prediction: Dealing with Missing Data via Deep Learning

Ilias Filippou¹, Ioannis Psaradellis², David Rapach³, Lazaros Zografopoulos⁴

¹Florida State University; ²University of Edinburgh; ³Federal Reserve Bank of Atlanta; ⁴University of St. Andrews

Discussant: Norman Guo (Saint Louis University)

Filippou-519-Improving Hedge Fund Return Prediction.pdf

Will AI Replace or Enhance Human Intelligence in Asset Management?

George Aragon¹, Hugh Kim², Vikram Nanda³

¹Arizona State University; ²Wilfrid Laurier University; ³University of Texas at Dallas

Discussant: Pietro Bini (Boston University)

Aragon-1119-Will AI Replace or Enhance Human Intelligence in Asset Management.pdf