The Future of AI in Asset Management Conference

 

Thursday, February 26, 2026
The University of Chicago Booth School of Business

February 26, 2026 | Gleacher Center | Room 404

This invitation-only conference explores how AI and machine learning are transforming asset management, featuring leading academics and industry experts from asset management firms and AI labs.

Organized by Ralph Koijen, Chicago Booth.

February 26, 2026 | Gleacher Center | Room 404

Agenda

Wednesday, February 25

6:00 PM—8:00 PM Dinner at Travelle Kitchen, The Langham Hotel
330 N Wabash Ave, Chicago, IL 60611


Thursday, February 26

Morning Sessions

 8:00 AM—8:30 AM Continental Breakfast
 8:20 AM—8:30 AM Welcome Remarks
Madhav Rajan, University of Chicago
8:30 AM—9:30 AM Academic Presentations
Bryan Kelly, Yale and AQR
Xiao-Yang (Yanglet) Liu, Columbia University
Lakshya Agarwal, UC Berkeley Sky Computing Lab
9:30 AM—9:45AM Break
9:45 AM—11:00 AM Asset Managers Discussion
Gideon Mann, Millennium
Sylvain Champonnois, Capital Fund Management
Rachel Schutt, BlackRock
Kai Wu, Sparkline Capital
 11:00 AM—11:15 AM Break
 11:15 AM—12:15 PM AI Labs and Fintechs Discussion
Peter Nolan, Anthropic
William Wu, Menos AI
Ioana Boier, NVIDIA
 12:15 PM—1:15 PM Keynote | Towards Latent World Models for Finance
Speaker: Randall Balestriero, Brown University  
Paper 1 | Paper 2 | Paper 3
 1:15 PM—1:30 PM  Break

 
Afternoon sessions

1:30 PM—2:30 PM Academic Presentations
Andrew Lo, MIT Sloan School of Management
Haifeng Xu, University of Chicago
Bradford Levy, University of Chicago
2:30 AM—2:45 AM Break
2:45 PM—4:00 PM Asset Managers Discussion
Carson Boneck, Balyasny Asset Management
Mike Chen, Robeco Institutional Asset Management 
Ingrid Tierens, Goldman Sachs
Yuyu Fan, AllianceBernstein
4:00 PM—4:15 PM Concluding Discussion
4:15 PM  Adjorn

 

Academic Presentations and Papers

Research papers being discussed by our academic presenters are available below.

Lakshya Agarwal GEPA: Reflective Optimization with and of AI
» Reflective Prompt Evolution Can Outperform Reinforcement Learning
» A Universal API for Optimizing any Text Parameter
» Compiling Declarative Language Model Calls into Self-Improving Pipelines
 Bryan Kelly AI/ML in Asset Pricing Models
» Artificial Intelligence Asset Pricing Models
» APT or “AIPT”? The Surprising Dominance of Large Factor Models
 Xiao-Yang (Yanglet) Liu Benchmarking Financial LLMs and Agents through Open Collaborations
» Multimodal Financial Foundation Models (MFFMs)
» FinBen: A Holistic Financial Benchmark for Large Language Models
» Reasoning Models Ace the CFA Exams
 Andrew Lo Generative AI and Financial Advice
» Gen AI from Theory to Practice: A Case Study of Financial Advice
» Can ChatGPT Plan Your Retirement?
» LLM economicus? Mapping Behavioral Biases of LLMs via Utility Theory
 Haifeng Xu LLM-as-a-Prophet
» Understanding Predictive Intelligence with Prophet Arena

Conference Venue

Gleacher Center

450 N Cityfront Plaza Drive
Chicago, IL 60611

Parking Self-park garage available
Enter on Columbus Drive
Nearby Landmarks                             Navy Pier (0.3 mi)
Chicago Riverwalk (0.2 mi)
Get Directions →