Professor of Finance at Yale University
Bryan Kelly is Professor of Finance at the Yale School of Management, a Research Fellow at the National Bureau of Economic Research, Associate Director of SOM’s International Center for Finance, and is the head of machine learning at AQR Capital Management. Professor Kelly’s primary research fields are asset pricing, machine learning, and financial econometrics. He is interested in issues related to expected return, volatility, tail risk, and correlation modeling in financial markets; financial sector systemic risk; financial intermediation; and financial networks. He has served as co-editor of the Journal of Financial Econometrics and associate editor of Journal of Finance and Journal of Financial Economics. Before joining Yale, Kelly was a tenured professor of finance at the University of Chicago Booth School of Business. He earned an AB in economics from University of Chicago, MA in economics from University of California San Diego, and a PhD and MPhil in finance from New York University’s Stern School of Business. Kelly worked in investment banking at Morgan Stanley prior to his PhD.
Ford Professor of Economics at Massachusetts Institute of Technology
Whitney Newey is Ford Professor of Economics at MIT and a Research Associate of the National Bureau of Economic Research. He is a fellow of the Econometric Society and an elected member of the American Academy of Arts Arts and Sciences. He served as chair of MIT Economics, on the Executive Committee of the Econometric Society, co-editor of Econometrica, and program co-chair for the 2005 World Congress of the Econometric Society. Current research interests include debiased machine learning, panel data, and economic models with general heterogeneity.
Professor of Econometrics and Statistics at University of Chicago
Dacheng Xiu’s research interests include developing statistical methodologies and applying them to financial data, while exploring their economic implications. His earlier research involved risk measurement and portfolio management with high-frequency data and econometric modeling of derivatives. His current work focuses on developing machine learning solutions to big-data problems in empirical asset pricing.
Xiu’s work has appeared in Econometrica, Journal of Political Economy, Journal of Finance, Review of Financial Studies, Journal of the American Statistical Association, and Annals of Statistics. He is a Co-Editor for the Journal of Financial Econometrics, an Associate Editor for the Review of Financial Studies, Management Science, Journal of Econometrics, Journal of Business & Economic Statistics, Journal of Applied Econometrics, the Econometrics Journal, and Journal of Empirical Finance. He has received several recognitions for his research, including Fellow of the Society for Financial Econometrics, Fellow of the Journal of Econometrics, Swiss Finance Institute Outstanding Paper Award, AQR Insight Award, and Best Conference Paper Prize from the European Finance Association.
Professor of Finance and Statistics at Washington University in St. Louis
Guofu Zhou is Frederick Bierman and James E. Spears Professor of Finance at Olin Business School, Washington University in St. Louis, where he joined in 1990 and has worked ever since.
Professor Zhou’s research interests include portfolio choice, asset allocation, technical analysis, bubbles and crashes, anomalies, asymmetric information, asset pricing tests, Bayesian learning, model selection, econometric methods in finance. His journal publications have appeared in Journal of Finance，Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Management Science, and other leading academic journals. Also, He is co-author of the book Financial Economic, and contributor to several books, including Advanced Fixed-Income Valuation Tools, and Q-finance, etc. Presently, he also serves as Associate Editor of Journal of Financial and Quantitative Analysis, and on the Editorial Board of Journal of Portfolio Management, International Journal of Portfolio Analysis & Management, Annals of Economics and Finance.