<北京大学数量经济与数理金融教育部重点实验室>学术报告——Bridging the Gap Between Financial Engineering and Finance Communities: Opportunities and Challenges Led by the Big Data
Abstract: Big data is revolutionizing the finance industry and has the potential to shape future practices in finance significantly. As the Wall Street Journal writes: “Today, the ultimate Wall Street status symbol is a trading floor comprising Carnegie Mellon Ph. D.s, not Wharton M.B.A.s.” (Rogow, G., “Meet the New Kings of Wall Street,” Wall Street Journal, May 21, 2017). The big data revolution creates many opportunities for collaboration between OR/Financial Engineering and finance researchers. As a researcher in the finance community, I would like to discuss several topics that may benefit from collaboration with the OR/Financial Engineering community, such as high-frequency trading, algorithmic trading, quantitative investing, and the pricing strategies of electronic platforms.
Bio
Mao Ye is an Associate Professor of Finance at Cornell University. His research focuses on market microstructure, machine learning, and big data. His research has been published in the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. Ye is a Research Associate at the National Bureau of Economic Research (NBER) and a Faculty Fellow at the National Center for Supercomputing Applications (NCSA). He delivered the keynote speech on “Big Data in Finance” at the 41st Annual NBER Summer Institute. In October 2018, the National Science Foundation (NSF) awarded Ye a grant to jumpstart a big data initiative at the NBER, under which he will organize a series of NBER conferences, inviting leading academics, policymakers, and practitioners to discuss the future of big data research in finance. In 2023, he was elected as a fellow for the Program in the Law and Economics of Capital Markets by the Columbia Law School.
Mao Ye earned his Ph.D. from Cornell University in 2011. While he was a student at Cornell, he was elected as a trustee member of Cornell’s Board of Trustees (康奈尔大学校董事会董事), marking the first time an Ivy League institution had elected a trustee from Mainland China. In 2016, the University of Illinois at Urbana-Champaign named him the Educator of the Year. In 2019, Ye was selected as the university commencement speaker at Renmin University of China.
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