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 was 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 included paper presentations by leading researchers, alongside insights from a panel discussion with finance professionals affiliated with the Université Paris Dauphine – PSL Fintech Chair.
Roundtables on replay
Panel discussions with finance professionals affiliated with the Université Paris Dauphine – PSL Fintech Chair
Blockchain Adoption in the Financial Sector
Speakers:
- Meglena Grueva (Forvis Mazars) : Head of Digital Assets Solutions Germany
- Kais Haj Taleb (Groupe Crédit Agricole) : Senior Blockchain & Data Lead
- Louis Bertucci (Institut Louis Bachelier) : Head of Center for Digital and Decentralized Finance
Generative AI: perspectives and challenges
Speakers:
- Laurent Inard (Forvis Mazars) : Partner and Chief R&D Officer
- Romaric Rollet (Crédit Agricole CIB) : Head of Innovation & Digital Transformation
- Bertrand Hassani : CEO of Quant AI lab
- Fabrice Riva : Professor of Finance, Université Paris Dauphine - PSL
Program
Monday June 17th
Blockchain
- 2 pm - 2:40 pm: Implied Impermanent Loss: A Cross-Sectional Analysis of Decentralized Liquidity Pools (download paper)
- Lorenzo Schoenleber (Collegio Carlo Alberto and University of Turin)
- Thomas Li (New York University)
- Siddharth Naik (Independent)
- Andrew Papanicolaou (North Carolina State University)
- 2:40 pm – 3:20 pm: Conflicted Analysts and Initial Coin Offerings (download paper)
- Andreas Barth (Goethe University Frankfurt)
- Valerie Laturnus (Goethe University Frankfurt)
- Sasan Mansouri (Goethe University Frankfurt)
- Alexander F. Wagner (University of Zurich)
- 3:20 pm – 4 pm: Roundtable "Blockchain Adoption in the Financial Sector” (available on replay above)
- 4:20 pm – 5 pm: Battle of the Bots: Flash loans, Miner Extractable Value and Efficient Settlement (download paper)
- Alfred Lehar (University of Calgary)
- Christine Parlour (UC Berkeley)
- 5 pm – 5:40 pm: Systemic Risk in Decentralized lending Protocols (download paper)
- Julien Prat (IP Paris)
Artificial Intelligence
- 2 pm - 2:40 pm: The Fairness of Credit Scoring Models (download paper)
- Christophe Perignon (HEC Paris)
- Christophe Hurlin (University of Orleans)
- Sébastien Saurin (University of Orleans)
- 2:40 pm – 3:20 pm: The origins of commodity price fluctuations
- Evgenia Passari (Université Paris Dauphine – PSL)
- Sarah Mouabbi (Banque de France)
- Adrien Rousset Panat (London Business School)
- 3:20 pm – 4 pm: Roundtable “Generative AI: perspectives and challenges” (available on replay above)
- 4:20 pm – 5 pm: Evaluating Shortfall in Tax Revenue with Machine Learning
- Sylvain Benoit (Université Paris Dauphine - PSL)
- 5 pm – 5:40 pm : Future AI Adoption, Incentives, and Market Outcomes
- Vincent Tena (Université Paris Dauphine - PSL)
- Gilles Chemla (CNRS & Imperial College London)
- 5:40 pm - 6:20 pm : Enhancing Event Study Power with Machine Learning
- Fabrice Riva (Université Paris Dauphine - PSL)
Tuesday June 18th
Blockchain
- 8:30 am - 9:10 am: Agents' Behavior and Interest Rate Model Optimization in DeFi Lending (download paper)
- 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)
- 9:10 am - 09:50 am: Optimal design of pricing functions for price-aware Automated Market Makers (download paper)
- Philippe Bergault (Université Paris Dauphine – PSL)
- Louis Bertucci (Institut Louis Bachelier)
- David Bouba (Swaap Labs)
- Olivier Guéant (Université Paris 1 Panthéon-Sorbonne)
- 9:50 am - 10:30 am: Does Market Efficiency Imply Capital Allocation Efficiency? The Case of Decentralized Exchanges (download paper)
- Evgeny Lyandres (Tel Aviv University)
- Alexander Zaidelson (SCRT Labs)
- 11 am – 11:40 am: Efficiency and Security in DeFi Lending (download paper)
- Sylvain Carré (Université Paris Dauphine – PSL)
- Franck Gabriel (University of Claude Bernard Lyon 1)
- 11:40 am – 12:20 pm: Combinatorial Auctions with Illiquid Assets and Fairness Considerations: The Case of Blockchain Trade-Intent Auctions (download paper)
- Andrea Canidio (CoW Protocol)
Artificial Intelligence
- 8:30 am - 9:10 am: The technological origins of medium run fluctuations
- Joseba Martinez (London Business School)
- Johan Moen-Vorum (LBS)
- Haroon Mumutaz (QMUL)
- 9:10 am - 09:50 am: Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data (download paper)
- Lawrence Schmidt (MIT)
- Leonid Kogan (MIT)
- Dimitris Papanikolaou (Northwestern University)
- Bryan Seegmiller (Northwestern University)
- 09:50 am - 10:05 am: Coffee Break
- 10:05 am - 11:05 am: Intellectual Property Lost and Competition: An Examination Using Large Language Models (download paper)
- Keynote Speaker Gordon Phillips (Darthmouth College)
- 11:05 am – 11:25 am: Coffee Break
- 11:25 am – 12:05 pm: Algorithmic pricing and liquidity in securities markets (download paper)
- Thierry Foucault (HEC Paris)
- Jean Edouard Colliard (HEC Paris)
- Stefano Lovo (HEC Paris)
- 12:05 pm – 12:45 pm: Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models (download paper)
- Alejandro Lopez – Lira (University of Florida)
- Yuehua Tang (University of Florida)
- 12:45 pm – 1 pm: Coffee Break
Our partners
This conference was possible thanks to the support of our partners
Contact
Anne-Odile DUCELLIER
Chaire Fintech
Send an email