International Conference Fintech Chair
May 19 and 20 at Université Paris Dauphine-PSL
Tech 4 Finance: AI and Blockchain
The objective of the "Tech 4 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 features paper presentations by leading researchers, alongside insights from a panel discussion with finance professionals affiliated with the Université Paris Dauphine – PSL Fintech Chair.
Organizers : Hervé Alexandre, Juan Imbet, Evgenia Passari, Fabrice Riva
Program
Monday May 19th
Blockchain
- 2:15 pm - 3 pm: The DeFi Dilemma
- Stefan Voigt (University of Copenhagen)
- Nikolaus Hautsch (Universität Wien)
- Aron Bodisz (Vienna Graduate School of Finance)
- 3 pm – 3:45 pm: Analysis of Historical Currency Pegs Since 1800: Implications for the Survivability of Stablecoins
- Marion Laboure (Deutsche Bank AG)
- Larisa Yarovaya (University of Southampton)
- 3:45 pm – 4 pm: Coffee break
- 4 pm – 4:50 pm: Keynote Speaker
- Dimitris Papanikolaou (Kellogg School of Management, Northwestern University & NBER)
- 5 pm – 5:45 pm: Liquid staking
- Alfred Lehar (University of Calgary)
- Christine Parlour (UC Berkeley)
- Katy Yuan (LSE)
- 5:45 pm – 6:30 pm: A First Look at Smart Grids and Automated Market Making for P2P Energy Sharing
- Michele Fabi (Telecom Paris)
- Matheus V. X. Ferreira (University of Virginia)
- Viraj Nadkarni (Princeton University)
Artificial Intelligence
- 2:15 pm - 3 pm: Optimal Peers
-Florian Peters (University of Amsterdam)
- 3 pm – 3:45 pm: Is AI Reasoning Useful in Finance?
- Martina Fraschini (University of Luxembourg)
- 3:45 pm – 4 pm: Coffee break
- 4 pm – 4:50 pm: Keynote Speaker
- Dimitris Papanikolaou (Kellogg School of Management, Northwestern University & NBER)
- 5 pm – 5:45 pm: (Re)visiting lexicon-based methods in finance and economics
- David Ardia (HEC Montréal)
- 5:45 pm – 6:30 pm: Legislator Tweets About the Green Transition and the Returns of Green Versus Brown Stocks
- Victor Demiguel (London Business School)
- Javier Gil-Bazo (Universitat Pompeu Fabra)
- Milind Goel (London Business School)
Tuesday May 20th
Blockchain
- 9 am - 9:45 am: Liquid Staking: When Does It Help? (download paper)
- Franck Gabriel (Université Lyon 1)
- Sylvain Carré (Université Paris 1)
- 9:45 am - 10:30 am: Decentralized and Centralized Options Trading: A Risk Premia Perspective (download paper)
- Lorenzo Schoenleber (University of Turin)
- Andrea Andolfatto (Bocconi University)
- Siddharth Naik (Independent)
- 10:30 am – 10:45 am: Coffee break
- 10:45 am – 11:30 am: Vote Delegation in DeFi Governance (download paper)
- Daniel Liebau (Singapore Management University or Erasmus University)
- Dion Bongaerts (Dion Bongaerts)
- Thomas Lambert (Rotterdam School of Management)
- Peter Roosenboom (Rotterdam School of Management)
- 11:30 am – 12:15 pm: Automated Market Making: the case of Pegged Assets (download paper)
- Louis Bertucci (Institut Louis Bachelier)
- Philippe Bergault (Université Paris Dauphine - PSL)
- David Bouba (Swaap)
- Olivier Guéant (Université Paris 1)
- Julien Guilbert (Swaap)
Artificial Intelligence
- 9 am - 9:45 am: Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve
- Rémi Genet (Université Paris Dauphine - PSL)
- 9:45 am - 10:30 am: Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
- Charles-Albert Lehalle (Ecole Polytechnique)
- 10:30 am – 10:45 am: Coffee break
- 10:45 am – 11:30 am: Data-driven Investors
- Maxime Bonelli (London Business School)
- 11:30 am – 12:15 pm: How Different Uses of AI Shape Labor Demand: Evidence from France
- Simon Bunel (Banque de France)
Our partners
This conference was possible thanks to the support of our partners
Contact
Chaire Fintech
Send an email