Home > Resources > Big Data, Machine Learning/AI, and Digital Money: How are they Changing Everything? | Session II

Big Data, Machine Learning/AI, and Digital Money: How are they Changing Everything? | Session II

VIDEO February 12, 2020

Speaker / Author

Michael Melvin

Executive Director, Master of Finance Program and Pacific Center for Asset Management, UCSD

Michael Melvin’s research in investments and international finance focuses on real issues facing global investors. He has published research in topics including exchange rates, currency investing, and international equity markets. His current research is focused on currency carry trades and transaction costs and exchange rate models. Melvin’s most recent teaching position was at the UC Berkeley Haas School of Business. He has had past teaching positions at UCLA, UC San Diego, Arizona State University and Northwestern University. In addition to his academic achievements, Melvin is an accomplished industry researcher. Before joining the Rady School, he was Managing Director and Senior Research ... Read More

Bryan Kelly

Professor of Finance at Yale and Head of Machine Learning at AQR

Bryan Kelly is Professor of Finance at the Yale School of Management, a Research Fellow at the National Bureau of Economic Research, Associate Director of SOM’s International Center for Finance, and is the head of machine learning at AQR Capital Management, LLC. Professor Kelly’s primary research fields are asset pricing and financial econometrics. He is interested in issues related to financial machine learning; volatility, tail risk, and correlation modeling in financial markets; banking sector systemic risk; financial intermediation; and financial networks. His papers in these areas have been published in the American Economic Review, the Quarterly Journal of Economics, the Journal of Finance, ... Read More

Michael Heldmann, Ph.D.

Managing Director, Senior Portfolio Manager, Best Styles US Equity Head of Best Styles North America, Allianz Global Investors

Mr. Heldmann is a senior portfolio manager, Head of Best Styles North America and a managing director with Allianz Global Investors, which he joined in 2007. He is responsible for developing the Best Styles US Equity team while building on its research capabilities. Mr. Heldmann previously managed Best Styles Emerging Markets and Best Styles Europe Equity products. He has 12 years of investment industry experience. Before joining the firm, Mr. Heldmann worked for the international laboratory CERN in Geneva, Switzerland, as a particle physics researcher. Mr. Heldmann has a Master’s degree in physics from the University of Mainz, Germany, and a ... Read More

Ronald N. Kahn, PhD

Global Head of Systematic Equity Research, BlackRock

Ronald N. Kahn, PhD, Managing Director, is Global Head of Systematic Equity Research at BlackRock. He has overall responsibility for the research underpinning the Systematic Active Equity (SAE) products. His service with the firm dates back to 1998, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Prior to joining BGI, he worked as Director of Research at Barra, where his research covered equity and fixed income markets. Ronald Kahn is a well-known expert on portfolio management and quantitative investing. He has published numerous articles on investment management, and, with Richard Grinold, authored the influential book Active ... Read More