2024 Conference
Tech for Finance: AI and Blockchain

International Conference Fintech Chair

Program

Blockchain 
 
  • 2pm: Implied Impermanent Loss: A Cross-Sectional Analysis of Decentralized Liquidity Pools 
    - Lorenzo Schoenleber (Collegio Carlo Alberto, Torino) 
     
  • 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 (Calgary University)
     
  • 5pm – 5:40pm: Systemic Risk in Decentralized lending Protocols
    - Julien Prat (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 technological origins of medium run fluctuations
    - Joseba Martinez (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) 
     
  • 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) 
     
  • 10:45am – 11.25am: Security and Efficiency 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 (University College London Centre for Blockchain Technologies)
     
  • 12:25pm – 1pm: Coffee Break
Artificial Intelligence 
 
  • 8:30am - 9:10am: Algorithmic pricing and liquidity in securities markets
    - Thierry Foucault (HEC Paris) 
    - Jean Edouard Colliard (HEC Paris)
    - Stefano Lovo (HEC Paris)
     
  • 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 - 10:45am: Keynote Speaker Gordon Philips (Darthmouth College)
     
  • 10:45am – 11:25am: The origins of commodity price fluctuations
    - Evgenia Passari (Université Paris Dauphine – PSL) 
    - Sarah Mouabbi (Banque de France)
    - Adrien Rousset Panat (London Business School)
     
  • 11:25am – 11:45am: Coffee Break
     
  • 11:45am – 12:25pm: Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
    - Alejandro Lopez – Lira (University of Florida) 
     
  • 12:25pm – 1pm: Coffee Break

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