Big Data and Securities Markets Fall 2020

Research themes that will be emphasized at the conference include, but are not limited to:

  • Big data and trading: the analysis of transaction level data; theoretical frameworks that guide empirical analysis; machine-human interactions and machine-machine interactions in financial markets; algorithms as products
  • Big data and investment: the analysis of high-dimensional data using machine learning techniques; the rise of machines in asset management; the impact of liquidity and price discovery on asset returns
  • Big data and corporate decisions: the impact of big data on corporate decisions; feedback effects between financial markets and firms; the impact of big data on market efficiency and production efficiency
  • Big data and regulations: the impact of big data on privacy and fairness; the regulation of algorithms and winner-take-all markets; big data and the detection of improper market conduct.