Conference Agenda

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)

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)

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)