2022 HKUST Research Conference

Program Rundown

Introduction

This multidisciplinary Conference provides a valuable platform for all research postgraduate students, academics and finance industry for cross-disciplinary and international research interaction. Details are as follow:

Date	September 16, 2022 (Friday)
Time:	8:50am
Format:	via Zoom
Medium:	English
Registration:	https://ust.az1.qualtrics.com/jfe/form/SV_cMeZGaA59OQq0tM

Program Rundown

Hong Kong Time September 16, 2022	Program
Opening Session Moderator: Haifeng You, HKUST
08:50 - 09:00am	Welcome Remarks and Introduction of Keynote Speaker Mingyi Hung, Head of Department of Accounting, HKUST
09:00 - 09:45am	Keynote Speech Influence of Technology and AI on the Art of Investing S.P. Kothari, Gordon Y. Billard Professor, MIT’s Sloan School of Management
Session 1 Moderator: Robert Smith, J.P. Morgan
09:45 - 10:20am	Paper 1: The Art and AI of Stock Analyses by Sean Cao, Junbo Wang, Wei Jiang and Baozhong Yang Presenter: Sean Cao, University of Maryland
10:20 - 10:55am	Paper 2: Mutual Fund Ratings by Analysts vs. Machine Learning Technique by Si Cheng, Ruichang Lu and Xiaojun Zhang Presenter: Si Cheng, Syracuse University
10:55 - 11:30am	Paper 3: When Markowitz Meets Machine: Optimization of Large Portfolios with High-Dimensional Stock Characteristics by Can Yang, Haifeng You, Fa Zhang, Xinghua Zheng Presenter: Haifeng You, HKUST
Session 2 Moderator: Wilbur Chen, HKUST
11:30 - 12:05pm	Paper 4: The Fast and the Circuitous: Semantic Progression as a Type of Disclosure Complexity by Jiawen Yan and Nicholas Guest Presenter: Jiawen Yan, Cornell University
12:05 - 12:40pm	Paper 5: Neural Network Translated into Bag-of-Words Using Attentions by Hitoshi Iwasaki, Ying Chen, Allen H. Huang and Hui Wang Presenter: Allen H. Huang, HKUST
12:40 - 13:15pm	Paper 6: Machine Learning-Based Financial Statement Analysis by Amir Amel-Zadeh, Jan-Peter Calliess, Daniel Kaiser and Stephen Roberts Presenter: Amir Amel-Zadeh, University of Oxford
13:15 - 13:25pm	Concluding Remarks Robert Smith, Head of Asia Pacific Quant Strategy, Equity Research, J.P. Morgan

Time Conversion

HK / SG Time	US Eastern Time	US Central Time	Pacific Time
Fri, Sep 16 8:50am	Thu, Sep 15 8:50pm	Thu, Sep 15 7:50pm	Thu, Sep 15 5:50pm