2024 Conference
Tech for Finance: AI and Blockchain

International Conference Fintech Chair

Roundtables on replay

Panel discussions with finance professionals affiliated with the Université Paris Dauphine – PSL Fintech Chair


Program

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

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