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SQA Fuzzy Day Conference “Learning and Adaptation in Financial Markets”

During the past decade financial markets witnessed significant dislocations in traditional pricing relationships. An emerging field of evolutionary finance attempts to reconcile observed market anomalies by applying Darwin's principle of natural selection to study trading behavior and asset price dynamics. This new perspective, with Adaptive Markets Hypothesis (AMH) at its core, views markets as a competitive and adaptive mechanism as investors learn from and adapt to the changing environment. Under AMH, this market selection mechanism transfers wealth to investors who are well adapted to the environment from investors who are less adapted. This full-day conference brings together leading experts in cognitive science, behavioral and computational finance to present empirical and experimental evidence of human (biased) learning and to discuss implications of learning and adaptation to investment management.  Join our keynote speaker Andrew Lo, Nick Barberis, Jasmina Hazanhodzic, Brian Uzzi, Blake LeBaron, Todd Gureckis, Christopher Neely, and your colleagues for a thought-provoking discussion.

May 31st , 2012

8.30am – 4.30pm

Sentry Centers

810 7th Avenue #2300 at 53rd Street

New York, NY 10019

Conference Agenda

8:30am                 Registration & Continental Breakfast

9:00am                 Nicholas Barberis, Yale School of Management, "Belief-Based Models of Under-reaction and Over-reaction"

10:00am                Jasmina Hazanhodzic, Boston University, "Do Humans Perceive Temporal Orders in Asset Returns?"

11:00am                Todd Gureckis, NYU, Computation and Cognition Laboratory. "Learning and Deciding in Dynamic Environments"

11:45am  Lunch

12:30pm               Keynote presentation by Andrew Lo, Sloan School of Management, MIT, "Adaptive Markets and the New World Order"

1:45pm                  Blake LeBaron, Brandeis University, "Heterogeneous Gain Learning and Long Swings in Asset Prices"

2:45pm                  Brian Uzzi, Northwestern University, Kellogg School of Management, "Leadership Risks and Challenges Posed by Social Networks and New Technology: Real Data, Real Effects"

3:30pm                  Christopher Neely, Federal Bank of St. Louis, "Lessons from the Evolution of Foreign Exchange Trading Strategies"

4:30pm  Networking Cocktail Reception

For registration please go to https://m360.sqa-us.org/event.aspx?eventID=49694

NOTE: CQA members receive a discount

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