Machine Learning in Finance 2016

Friday, April 1, 2016 - 9:00am to 5:00pm
420 West 118th Street, International Affairs Building (IAB), Room 417, Altschul Auditorium
Columbia University
New York, NY 10027
United States


Sid Dalal - Chief Data Scientist at AIG
Mark Drezde - Research Scientist and Assistant Research Professor at Johns Hopkins University and Bloomberg LP
Kay Giesecke - Associate Professor of Management Science and Engineering at Stanford University
Paul Glasserman - Jack R. Anderson Professor of Business at Columbia Business School
Marcos Lopez de Prado - Senior Managing Director at Guggenheim Partners
Paul Ma - Associate Professor, Carlson School of Management, University of Minnesota
Raffaella Sadun - Thomas S. Murphy Associate Professor of Business Administration at Harvard Business School
Alex Statnikov - VP of Digital Modeling and Machine Learning at American Express


Online registration is available here.

Early registration is available until March 10th after which regular registration rates will apply. The early (regular) registration rates are:

Corporate delegates: $100 ($150)
Non-Columbia students*: $30 ($40)
Columbia students*: $20 ($30)

*Those availing of student rates will be required to show valid student ID at the event.


Please contact Martin Haugh <> for further details.



Paul Glasserman

Columbia Business School
Jack R. Anderson Professor

Professor Glasserman's research and teaching address risk management, the pricing of derivative securities, Monte Carlo simulation, statistics and operations. Prior to joining Columbia, Glasserman was with Bell Laboratories; he has also held visiting positions at Princeton University, NYU, and the Federal Reserve Bank of New York.Glasserman's publications include the book Monte Carlo Methods in Financial Engineering(Springer, 2004), which received the 2006 Lanchester Prize and the 2005 I-Sim Outsanding Publication Award.

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