Petter Kolm

Professor, Courant Institute of Mathematical Sciences New York University

DAY ONE I Tuesday March 31

Key Topics Covered:

• How advanced machine learning is improving short- and medium-term return forecasts, volatility modelling, and regime detection

• Incorporating predictive models into asset allocation while managing slippage, liquidity, and real-world frictions

• Extracting structured signals from unstructured data, news, earnings calls, filings, and social media, to enhance portfolio insights

• Frameworks for deciding when and how to deploy ML, LLMs, or agentic AI—balancing interpretability, speed, complexity, and impact

• Organizational readiness -considerations in deploying next-gen AI in investment workflows

Check out the incredible speaker line-up to see who will be joining Petter.