2025复旦金融与人工智能国际研讨会

地点：复旦大学管理学院政立院区（政立路558号）B303教室

时间：2025年11月8日（周六）8:00-18:00

主办单位：复旦大学管理学院金融与财务学系

特邀主旨演讲嘉宾：

Yacine Ait-Sahalia     普林斯顿大学Otto A. Hack 1903金融与经济学讲席教授

范剑青（Jianqing Fan） 普林斯顿大学Frederick L. Moore '18金融学讲席教授

修大成（Dacheng Xiu）  芝加哥大学Joseph Sondheimer计量经济学与统计学讲席教授

主要议题：

1. 人工智能在资产定价与风险管理中的创新应用

2. 机器学习与深度学习在金融预测中的前沿实践

3. 大语言模型在金融文本分析中的突破

4. 加密货币相关研究

Conference Agenda:

Keynote Speakers:

Yacine Aït-Sahalia is the Otto A. Hack 1903 Professor of Finance and Economics at Princeton University where he served as the inaugural Director of the Bendheim Center for Finance from 1998 until 2014. He was previously an Assistant Professor (1993-96), Associate Professor (1996-98) and Professor of Finance (1998) at the University of Chicago's Booth School of Business, where he received the Emory Williams Award for Excellence in Teaching in 1995. His research concentrates on financial econometrics, fixed income and derivative securities, optimal portfolio selection, and has been published in leading academic journals. His research contributions in financial econometrics include various methods to estimate and test continuous-time models that are sampled at discrete time intervals, including nonparametric methods, closed-form expansions for the transition density of continuous-time models and various methods to analyze high frequency data with a particular emphasis on the presence of jumps. He is the author of the book High Frequency Financial Econometrics with Jean Jacod, served as editor of the Review of Financial Studies, managing editor of the Journal of Econometrics and an associate editor for Econometrica, the Journal of Finance and the Annals of Statistics. Professor Aït-Sahalia is an elected Fellow of the Econometric Society, the Institute of Mathematical Statistics, the American Statistical Association, the  International Association for Applied Econometrics and the Society for Financial Econometrics. He received research fellowships from the Alfred P. Sloan Foundation, the Guggenheim Foundation and has been a Research Associate for the National Bureau of Economic Research since 1995. He received his Ph.D. in Economics from the Massachusetts Institute of Technology in 1993 and his undergraduate degree from Ecole Polytechnique in France.

Jianqing Fan, Academician of Academia Sinica and Foreign member of the Royal Academies for Science and the Arts of Belgium, is Frederick L. Moore '18 Professor of Finance,  and former Chairman of the Department of Operations Research and Financial Engineering at Princeton University, where he directs both the financial econometrics lab and statistics lab. He previously held professorships at UNC-Chapel Hill and UCLA. He has authored or co-authored over 300 articles on finance, econometrics, statistical machine learning, analysis of Big Data, and various aspects of theoretical and methodological statistics and machine learning. His finance work focuses on the analysis of high-frequency data, empirical asset pricing, option pricing, portfolio theory, risk assessment, high-dimensional data, and time series. He is a joint editor of the Journal of American Statistical Association, and was the joint editor of Journal of Business and Economics Statistics, Journal of Econometrics, and Annals of Statistics, and has served as associate editor of Econometrica, Management Science, and Journal of Financial Econometrics. His published work has been recognized by the 2000 COPSS Presidents’ Award, the 2007 Morningside Gold Medal of Applied Mathematics,  Guggenheim Fellowship in 2009, P.L. Hsu prize in 2013,  Guy Medal in Silver in 2014,  Noether Distinguished Scholar Award in 2018, and IMS Le Cam Award and Lecture in 2021, and IMS Wald Award and Lectures in 2025. He is an Elected Fellow of the American Association for Advancement of Science, the Society of Financial Econometrics, the Institute of Mathematical Statistics, and the American Statistical Association,  and a past President of the Institute of Mathematical Statistics. 

Dacheng Xiu is Joseph Sondheimer Professor of Econometrics and Statistics at the University of Chicago Booth School of Business. He is also a research associate at National Bureau of Economic Research. His current research focuses on developing machine learning solutions for big-data problems in empirical finance. Xiu’s work has appeared in the Journal of Finance, Review of Financial Studies, Econometrica, Journal of Political Economy, the Journal of the American Statistical Association, and the Annals of Statistics. He currently holds and has previously held several editorial positions, including Co-Editor of the Journal of Business & Economic Statistics and the Journal of Financial Econometrics, as well as Associate Editor for journals such as the Journal of Finance, Review of Financial Studies, Journal of the American Statistical Association, Management Science, and the Journal of Econometrics. He has received several recognitions for his research, including the Fellow of the Society for Financial Econometrics, Fellow of the Journal of Econometrics, AQR Insight Award, Dimensional Fund Advisors Prize, Bates-White Prize, Swiss Finance Institute Outstanding Paper Award, and best paper prizes at various conferences. He has been recognized as one of Poets & Quants’ Best 40-under-40 Business School Professors of 2023. Xiu earned his PhD and MA in applied mathematics from Princeton University.