Invited Talks, Committees, Outreach
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
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
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