March 16 - 17, 2027
| Javits Center, New York
Decode the Market. Build the Future.Capture the Alpha.
Petter Kolm
Full Clinical Professor of Mathematics, Courant Institute of Mathematical Sciences New York UniversityDAY ONE I Tuesday March 31
4:15 PM PRESENTATION: Modern Portfolio Construction and Execution: Where Mathematics Meets Machine Learning
Key Topics Covered:
• Why the central challenge in AI/ML-driven investing is not prediction alone, but turning noisy forecasts into scalable portfolios under real-world costs and constraints
• How AI/ML is improving short- and medium-term return forecasts, volatility and covariance modelling, and regime detection
• Extracting structured signals from unstructured data (such as news, earnings calls, and filings) to enhance portfolio insights—using LLMs as feature generators
• Incorporating predictive signals into portfolio construction and execution while managing slippage, price impact, and turnover
Check out the incredible speaker line-up to see who will be joining Petter.
Download The Latest Agenda
