2024 Conference
Tech for Finance: AI and Blockchain

International Conference Fintech Chair

June 17 and 18 at Université Paris Dauphine-PSL 

Tech for Finance: AI and Blockchain

The objective of the "Tech for Finance: AI and Blockchain" conference is to bring together experts from academia and the financial industry to present and discuss the impact of the latest developments in these two pivotal areas for finance. The conference will feature paper presentations by leading researchers, alongside insights from a panel discussion with finance professionals affiliated with the Université Paris Dauphine – PSL Fintech Chair. 

REGISTRATION

Program

Monday June 17th 

  • 12pm – 1:45pm: Registration & Lunch Buffet 
  • 1:45 pm: Opening & Words from Sponsors 
Blockchain 
 
  • 2pm: Implied Impermanent Loss: A Cross-Sectional Analysis of Decentralized Liquidity Pools 
    - Lorenzo Schoenleber (Collegio Carlo Alberto and University of Turin)
    - Thomas Li (New York University)
    - Siddharth Naik (Independent)
    - Andrew Papanicolaou (North Carolina State University)
     
  • 2:40pm – 3:20pm: Conflicted Analysts and Initial Coin Offerings
    - Andreas Barth (Goethe University Frankfurt)
    - Valerie Laturnus (Goethe University Frankfurt)
    - Sasan Mansouri (Goethe University Frankfurt)
    - Alexander F. Wagner (University of Zurich)
     
  • 3:20pm – 4pm: Round Table 
     
  • 4pm – 4:20pm: Coffee Break
     
  • 4:20pm – 5pm: Battle of the Bots: Flash loans, Miner Extractable Value and Efficient Settlement 
    - Alfred Lehar (University of Calgary)
    - Christine Parlour (UC Berkeley)
     
  • 5pm – 5:40pm: Systemic Risk in Decentralized lending Protocols
    - Julien Prat (Ecole Polytechnique, Paris)
     
  • 5:40pm – 6:20pm: Title (to be announced)  
    - XXX
     
  • 7 :45pm: Dinner (by invitation only)
Artificial Intelligence 
 
  • 2pm: The Fairness of Credit Scoring Models 
    - Christophe Perignon (HEC Paris) 
    - Christophe Hurlin (University of Orleans) 
    - Sébastien Saurin (University of Orleans) 
     
  • 2:40pm – 3:20pm: The origins of commodity price fluctuations
    - Evgenia Passari (Université Paris Dauphine – PSL) 
    - Sarah Mouabbi (Banque de France)
    - Adrien Rousset Panat (London Business School)
     
  • 3:20pm – 4pm: Round Table
     
  • 4pm – 4:20pm: Coffee Break
     
  • 4:20pm – 5pm: Evaluating Shortfall in Tax Revenue with Machine Learning 
    - Sylvain Benoit (Université Paris Dauphine – PSL) 
     
  • 5pm – 5:40pm : Future AI Adoption, Incentives, and Market Outcomes
    - Vincent Tena (Université Paris Dauphine – PSL)
    - Gilles Chemla (CNRS & Imperial College London)
     
  • 5:40pm – 6:20pm: Title (to be announced) 
    - Fabrice Riva (Université Paris Dauphine – PSL)

Tuesday June 18th

Blockchain  
 
  • 8:30am - 9:10am: Agents' Behavior and Interest Rate Model Optimization in DeFi Lending 
    - Louis Bertucci (Institut Louis Bachelier)
    - Charles Bertucci (Ecole Polytechnique, Paris)
    - Mathis Gontier Delaunay (Morpho Labs) 
    - Olivier Gueant (Université Paris Panthéon-Sorbonne)
    - Matthieu Lesbre (Morpho Labs)
     
  • 9:10am - 09:50am: Optimal design of pricing functions for price-aware Automated Market Makers 
    - Philippe Bergault (Université Paris Dauphine – PSL)
    - Louis Bertucci (Institut Louis Bachelier)
    - David Bouba (Swaap Labs)
    - Olivier Guéant (Université Paris 1 Panthéon-Sorbonne)
     
  • 09:50am - 10:05am: Coffee Break 
     
  • 10:05am - 10:45am: Does Market Efficiency Imply Capital Allocation Efficiency? The Case of Decentralized Exchanges 
    - Evgeny Lyandres (Tel Aviv University) 
    - Alexander Zaidelson (SCRT Labs)
     
  • 10:45am – 11.25am: Efficiency and Security in DeFi Lending  
    - Sylvain Carré (Université Paris Dauphine – PSL) 
    - Franck Gabriel (University of Claude Bernard Lyon 1) 
     
  • 11:25am – 11:45am: Coffee Break 
     
  • 11:45am – 12:25pm: Combinatorial Auctions with Illiquid Assets and Fairness Considerations: The Case of Blockchain Trade-Intent Auctions 
    - Andrea Canidio (CoW Protocol)
     
  • 12:25pm – 1pm: Coffee Break
Artificial Intelligence 
 
  • 8:30am - 9:10am: The technological origins of medium run fluctuations
    - Joseba Martinez (London Business School)
    - Johan Moen-Vorum (LBS)
    - Haroon Mumutaz (QMUL)
     
  • 9:10am - 09:50am: Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data
    - Lawrence Schmidt (MIT) 
    - Leonid Kogan (MIT)
    - Dimitris Papanikolaou (Northwestern University)
    - Bryan Seegmiller  (Northwestern University)
     
  • 09:50am - 10:05am: Coffee Break 
     
  • 10:05am - 11:05am: Intellectual Property Lost and Competition:   An Examination Using Large Language Models
    - Keynote Speaker Gordon Philips (Darthmouth College)
     
  • 11:05am – 11:25am: Coffee Break
     
  • 11:25am – 12:05pm: Algorithmic pricing and liquidity in securities markets
    - Thierry Foucault (HEC Paris) 
    - Jean Edouard Colliard (HEC Paris)
    - Stefano Lovo (HEC Paris)
     
  • 12:05pm – 12:45pm: Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
    - Alejandro Lopez – Lira (University of Florida) 
    - Yuehua Tang (University of Florida)
     
  • 12:45pm – 1pm: Coffee Break

Our partners

This conference is made possible thanks to the support of our partners

How to get to Université Paris Dauphine-PSL?


Address : Place du Maréchal de Lattre de Tassigny
75775 PARIS Cedex 16

Bus: Line PC “Petite Ceinture” - Stop “Porte Dauphine” in front of the University. 

Metro: Line No. 2 “Nation - Porte Dauphine” - Station “Porte Dauphine”, exit Bugeaud.

RER: Line C - Station “Avenue Foch”

Car: The university is located between: 

  • The outer and inner ring road exit “Porte Dauphine”
  • Boulevard Lannes south of Place du Maréchal de Lattre de Tassigny

Conference Venue: Raymond Aron room

Contact