9^th Annual Data Science in Finance Conference

SQA and CFA Society of New York

Thursday, January 8, 2026, 8:30am – 6:00pm EST

Location: CFA NY, 1540 Broadway, New York, NY 10036

Registration and Breakfast

Opening Remarks

Christos Koutsoyannis, CIO, Atlas Ridge Capital; Adjunct Professor, NYU Courant

Asset Embeddings

Ralph Koijen, AQR Capital Management Distinguished Service Professor of Finance and Fama Faculty Fellow

University of Chicago, Booth School of Business, NBER, and CEPR

Discussant: Kent Daniel, Jean-Marie Eveillard/First Eagle Investment Management Professor of Business, Columbia Business School

Breaking the Data Chain: The Ripple Effect of Data Sharing Restrictions on Financial Markets

Simona Abis, Assistant Professor of Finance, Leeds School of Business, University of Colorado at Boulder

Discussant: Dan Duggan, Senior Data Scientist, Goldman Sachs

Coffee Break

AI, Opinion Ecosystems, and Finance

Lin Peng, David Krell Chair in Finance, Bert W. Wasserman Department of Economics and Finance, Zichlin School of Business, Baruch College

Discussant: Michelle Yang, Associate Managing Director, Modeling and Quantitative Analytics, Moody’s

Lunch

The Cross-Section of Subjective Expectations: Understanding Prices and Anomalies

Sean Myers, Assistant Professor of Finance, The Wharton School, University of Pennsylvania

Discussant: Bill Mann, Managing Partner, HarmoniQ Insights

Measuring Price Effects of Multilingual Global News with Large Language Models

Ing-Haw Cheng, Maple Financial Group Chair of Derivatives and Risk Management, Professor of Finance, Rotman School of Management, University of Toronto

Discussant: Yin Luo, Vice Chairman, Wolfe Research

Coffee Break

Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection

Pawel Polak, Visiting Professor, Bloomberg AI in Finance; Assistant Professor, Applied Mathematics & Statistics, Stony Brook University

Discussant: Iro Tasitsiomi, Head of AI, Investments Data Science & Research, T. Rowe Price

Closing Remarks

Ingrid Tierens, Head of Data Strategy for Global Investment Research, Goldman Sachs

Networking Reception