Decode the Market. Build the Future.Capture the Alpha.
Yuyu Fan
Principal Data Scientist AlliancebernsteinYuyu Fan is a Principal Data Scientist at AllianceBernstein. She leverages statistical, machine learning, and deep learning models to distill insights from financial data. Yuyu leads projects leveraging the latest NLP techniques to generate investment signals for AB’s portfolio management teams using text data. She also engages with AB’s client teams to develop models and actionable insights to improve client engagements and the sales process. Prior to joining the firm in 2018, Yuyu worked at College Board as a psychometrician intern for two years, using machine learning models to monitor test validity, reliability, and security. Yuyu holds a BA in sociology from Zhejiang University (Hangzhou, China), MAs in sociology and psychology from Fordham University, and a Ph.D. in psychometrics and quantitative psychology from Fordham University. Location: New York.
DAY ONE I Tuesday March 31
10:10 AM PLENARY PANEL: Evolving the Quant Toolkit: Data, Models, and Machine Learning in a Post-Alpha World
Discussion Points:
- Alternative data for alpha discovery: What's working, what isn't, and how are managers avoiding signal decay?
- Hype vs. results - where are quant teams seeing material value?
- Blending systematic models with discretionary insight for dynamic portfolio management - What’s the right balance between human intuition and machine output in today’s portfolio decisions?
- What recent innovations in data or model design have had the biggest impact on your investment process?
- How are quant teams rethinking model explainability considering regulatory scrutiny and internal oversight?
- How are you stress-testing strategies when historical correlations and return assumptions may no longer hold?
Check out the incredible speaker line-up to see who will be joining Yuyu.
Download The Latest Agenda
