Professional Activities

Invited Talks, Committees, Outreach

2024 Cohen-Steers Investors Conference, Panelist, AI-driven Innovation in Asset Management

2024 STAC Summit NYC, Panelist, Advanced Compute for Time Series Modeling

2024 Morgan Stanley Women In Quant Conference, Fireside Chat with Joseph Moore

2024 WBS 20th Anniversary Quant Finance Conference, Invited Speaker: Market Scenario Generation with NVIDIA NIM

2024 Scotia Bank GenAI Insights, Featured Speaker with Judith Gu, Yannick Lallement, and Sasson Darwish

2024 Goldman Sachs Distinguished AI Speaker Series, Fireside Chat with Amal Moussa

2024 Cornell Future of Finance AI Conference, Panelist, Where Does Machine Learning Go From Here?

2024 BNP Paribas Hedge Fund Executive Summit, Panelist, The Future of AI

2024 QuantVision 2024, Panelist, Future of Data in Investing

2024 NVIDIA GTC Conference, Generative AI Applied to Quant Finance, joint with Trevor Mottl, Walleye Capital

2024 Bloomberg Quant Seminar, Bloomberg, Keynote Speaker: Quant Finance Through the Lens of Generative AI

2023 Frontiers in Quantitative Finance, University of Oxford, Keynote Speaker: Large Language Models for Quant Finance

2023 WBS Quant Finance Conference, Invited Speaker & Panelist: LLMs for Quant Finance

2023 Cornell Operations Research & Financial Engineering Industry Day, Invited Speaker: Generative AI for Finance

IEEE ICASSP 2023, author and presenter: Multiresolution Signal Processing of Financial Market Objects

2023 Chartis STORM, The Quant Tech50, Invited Speaker: LLMs with Applications to Quant Finance

2023 Princeton FinTech and Quant Conference, Invited Speaker: Generative AI for Finance

2023 NVIDIA Spring GTC: Implementing Quantitative Use Cases with Accelerated Computing for Faster Time to Insight

2023 Quant Strats, Speaker: How to Train Your Dragon LLM

2023 QuantMinds International, Advisory Board Member

2022 QuantMinds International, Invited Speaker: Overview of Large Language Models with Applications to Finance

2022 WBS Quant Finance Conference, Invited Speaker: Financially-Quantized VAEs

2022 Cornell Future of Finance Conference, Panelist

2021-present: Member of the MFE Steering Committee at UC Berkeley Haas School of Business

2021, AI4 Leadership Council Member

2021 Ai4, Invited Speaker: The Causality Challenge

2021 Ai4, Panelist: Asset Manager Perspective – Finding Alpha with AI

2021 QuantMinds In Focus – the AI and ML Summit, Moderator and Panelist: Benchmark Datasets in Finance

2021 NYU Tandon School of Engineering, Invited Speaker: Computer Science for Finance (Beyond Programming)

2021 Trading Show, Panelist: Data Sentiment – How Are Quants Integrating Market and Alternative Data Into Reliable Algos?

2021 WBS Quant Finance Conference, Invited Speaker: The Agony of Consensus

2021 Ai4 Finance Summit, Moderator and Panelist: AI and Asset Management: Alta Data, Prediction, and Automation

2020 The 3rd Women in Quantitative Finance Conference, Invited Speaker: A Guided Tour of Causality with Applications to Finance

2020 QuantMinds International, Invited Speaker: Modeling Causality for Quantitative Finance

2020 QuantMinds International, Panelist: Explainable AI

2020 Ai4, Panelist: AI in Finance, Investment Management

2020 Quant Summit USA, Invited Speaker: Beyond Correlation

2020 Princeton FinTech & Quant Conference, Invited Speaker: Causality in Finance and Beyond

2019 The 3rd Machine Learning and AI in Quantitative Finance Conference, Invited Speaker: Actionable Artificial Intelligence

2019 NYC Marathon Opening Ceremony Ambassador

2019 Ai4 Finance, Invited Speaker: XAI – Using AI to Make Decisions for the Right Reasons

2019 Quant Summit USA, Panelist: Women in Quantitative Finance Panel

2019 Tandon School of Engineering, Panelist: Fixed Income Quant Trading and Data Science Panel

2018, 2019, 2022 NYU Tandon School of Engineering, Panelist: Women in Quantitative Finance Panel

2018 Marine Park Daffodil Project, Volunteer

2018 Food Bank for NYC, Volunteer

2017 NYU Tandon School of Engineering, Panelist: Financial Technology for Quantitative Investing Panel

2017 Digital Week, BNP Paribas, Chair of Speaker Series on Artificial Intelligence, Cybersecurity, and Regulatory Compliance.

2017 Project Sunshine, Volunteer

2016 Quant Summit USA, Invited Talk: Practical Considerations for the Calibration of Correlations in Bivariate Stochastic Processes

2015 Quant Congress USA, Chair of Stream 1: Interest rates & Volatility Modeling and Stream 2: Trading, Computational Techniques and Data

2014 NYU Math Finance Seminar, Invited Speaker: The Radon-Nikodym Derivative and its Applications

2014 Yale Celebration of Women in Computing, Invited Speaker

2008 EUROGRAPHICS, Technical Papers Committee Member

2008 3DPVT, Program Committee Member

2006, 2007, 2008 IEEE Shape Modeling International, Technical Papers Committee Member

2006 ACM SIGGRAPH, Session Chair: Shape Matching & Symmetry

2006 University of Connecticut, Fall Seminar Series, Invited Speaker

2006 University of Central Florida, Electrical Engineering & Computer Science, Invited Speaker

2005, 2006 ACM SIGGRAPH, Technical Papers Committee Member

2005 SUNY Stony Brook, Computer Science, Invited Speaker

2004, 2005, 2006, 2007 Symposium on Geometry Processing, Technical Papers Committee Member

2004 ACM SIGGRAPH, Posters Committee Member

2004 ETH Zurich, Graphics Lunch, Invited Speaker

2003 ACM SIGGRAPH, Sketches & Applications, Session Chair: Surface Reconstruction

2002 MIT Computer Graphics Group Seminar, Invited Speaker: Interactive Shape Design with Multiresolution Subdivision Surfaces

Awards

2024 Winner, Wall Street Quant Awards: Co-Ai Mind of the Year 2024

2017 Winner, Innovation Factory Americas, BNP Paribas

2007 Outstanding Technical Achievement Award, IBM T. J. Watson Research Center

2005, 2006 Research Accomplishment Awards, IBM T. J. Watson Research Center

2002 IBM Research Best Paper Award, IBM T. J. Watson Research Center

4 IBM Plateau Invention Awards for patents issued 2001-2012

Post-docs & Research Interns

2024, Peihan Huo, Cornell University

2021, Ali Kazmane, Berkeley Haas School of Business

2020, Daniel Knop, C. P. Davis Scholar at Columbia University, currently at Virtu Financial

2020, Justin Xiang, MIT

2019, Irene You, NYU Tandon School of Engineering

2015, Léo Neufcourt, Columbia University

2014, Thomas Bottée de Toulmon, Princeton University, currently at TransMarket Group, LLC

2013-2014 Gustaw Matulewicz, École Polytechnique, currently at WorldQuant

2010, Wafa Mhiri, Université Pierre et Marie Curie, currently at Société Générale CIB

2009, Jacques Burrus, Berkeley Haas School of Business, founder & CEO at BFI

2007, Anshul Sheopuri, NYU Stern School of Business, currently at IBM T. J. Watson Research Center

2006, Chen Shen, University of California Berkeley

2004-2007 Jordan Smith, University of California Berkeley, currently at ImageMovers Digital

2004 Jingyi Jin, University of Illinois at Urbana-Champaign, currently at Nvidia

2000-2002 Henning Biermann, NYU