Keynote Speakers

  • Robert Engle (New York University)

    Robert Engle, the Michael Armellino Professor of Finance at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Professor Engle shared the prize with Clive W. J. Granger of the University of California at San Diego.

    Professor Engle is an expert in time series analysis with a long-standing interest in the analysis of financial markets. His ARCH model and its generalizations have become indispensable tools not only for researchers, but also for analysts of financial markets, who use them in asset pricing and in evaluating portfolio risk. His research has also produced such innovative statistical methods as cointegration, common features, autoregressive conditional duration (ACD), CAViaR and now dynamic conditional correlation (DCC) models.

    He is currently the Director of the NYU Stern Volatility Institute and is the Co-Founding President of the Society for Financial Econometrics (SoFiE), a global non-profit organization housed at NYU. Before joining NYU Stern in 2000, Professor Engle was Chancellor's Associates Professor and Economics Department Chair at the University of California, San Diego, and Associate Professor of Economics at the Massachusetts Institute of Technology.

    He received his bachelor of science in physics from Williams College and his master of science in physics and doctor of philosophy in economics from Cornell University. Born in Syracuse, NY, he grew up in Media, Pennsylvania, spent 25 years in San Diego, and now lives in New York.

  • Per Mykland (University of Chicago)

    Robert M. Hutchins Professor of Statistics and Finance, and Scientific Director of the Stevanovich Center, The University of Chicago Per Mykland is Robert M. Hutchins Distinguished Professor of Statistics and Finance at the University of Chicago, where he is also Scientific Director of the Stevanovich Center for Financial Mathematics. He is an Associate Member of the Oxford-Man Institute at the University of Oxford. He has held appointments at Oxford and Princeton.

    Mykland’s main research interests are the statistics and econometrics for time dependent processes, including time series and and continuous processes. He is a leader in the field. Highlights include the development of likelihood and expansion methods for martingales (fair games), especially in the context of estimating equations. The results have wide application, including the construction of new nonparametric likelihoods in time series and survival analysis.

    His recent focus is high-frequency data, mainly in finance. In one breakthrough, he has shown how to connect the analysis of such data with classical statistical techniques, using contiguity. He has contributed to the theory of estimation under microstructure, including the development of the two-scales and pre-averaging estimators of volatility and other intra-day quantities. He has also developed an approach for integrating statistical and market information in the pricing and hedging of options, with a particular view to hedging against statistical uncertainty. Most recently, he has developed the “observed asymptotic variance”, which sets nonparametric standard errors for estimators based on high frequency data.

    A long-run research goal is for a unified theory of continuous-time finance and high-frequency data. The former reasons through hypothetical high-frequency data, but now these data are no longer hypothetical but very real.

    Professor Mykland is Associate Editor for several journals, including the Journal of the American Statistical Association, and Journal of Financial Econometrics. He is a fellow of the Institute of Mathematical Statistics, the American Statistical Association and the Society for Financial Econometrics (SoFiE). He is a member of the Council of the SoFiE and has previously served on the Council of the Institute of Mathematical Statistics. Mykland is currently President of the Society for Financial Econometrics, from 2017 to 2019. He has supervised sixteen PhD students, who are now spread between academia and industry.

  • Hao Zou (Stanford University)

    Dr. Hao Zou is currently Visiting Professor at Stanford University, Chair Professor at Fudan-Stanford Institute for China Financial Technology and Risk Analytics, Fudan University, and co-Founder/Technology Advisor of Tsimage Medical Technolgy and Abundy Inc. An expert in machine learning and quantitative analysis, he completed his PhD and MS in Electrical Engineering, MBA, and MA in Economics within three years. His recent research focuses on artificial intelligence, big data mining, and their applications in medical technology, finance, and other interdisciplinary areas.

    He was a former global portfolio manager and permanent member of the Americas portfolio committee at PIMCO. Before that, he represented Stanford University in various national and international telecommunication standards committees and co-developed next-generation network standards to bring faster Internet to billions of users. He founded Abundy Inc. and joined Tsinghua University as a Chair Professor in 2016, and additionally serves as Director of the Center for Intelligent Medical Imaging and Health in the Research Institute of Tsinghua University in Shenzhen.

    He was selected by the State Council of China as an "Eminent Young Overseas Chinese" under the age of 45 in 2015, and named to Forbes' "30 Under 30" finance list of "game changers under 30 transforming the world" in 2016, and World Economic Forum’s Global Young Leaders list in 2017.