Time:

10:30-11:30 AM Beijing Time, September 19, 2023（Tues）

Topic:

Queen Mary University of London

Guest lecture from the School of Economics and Finance

Venue:

Room 714, Mingde Main Building，open to all students

Language：

English

Lecture Process：

PART 1

Introduction to the School of Economics and Finance and an overview of Queen Mary’s School of Economics and Finance, given by Professor Jason Sturgess - Head of School

PART 2

Guest lecture, given by Dr Hao Ma, Lecturer at the School of Economics and Finance

Title:

Machine Learning and Finance

Abstract:

The guest lecture provides an accessible introduction to the impact of machine learning on finance. Beginning with a brief overview of key finance concepts, the session covers basic machine learning terminology before exploring real-world case studies of Machine Learning, such as algorithmic trading, fraud detection, and credit risk modeling. The lecture concludes by summarizing current limitations and future opportunities in this fast-evolving field. Attendees will gain valuable insights into how machine learning is changing financial practices and systems.

Biographies：

Professor Jason Sturgess

Head of School and Professor of Financial Economics at the School of Economics and Finance at Queen Mary University of London. He was formerly a faculty member at Georgetown University’s McDonough School of Business and DePaul University’s Driehaus College of Business and Kellstadt Graduate School of Business.

Professor Sturgess’ research focuses on corporate finance, including financial intermediation, regulation, and information economics, and asset pricing, including security lending markets, short selling, and limits to arbitrage. His research in these areas has been published in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Management Science, Journal of Financial and Quantitative Analysis, the Review of Finance, and Review of Corporate Finance Studies and other peer-reviewed journals. Their research has won multiple awards, including the BlackRock Inc. and National Association of Corporate Directors (NACD) Global Challenge for Innovation Award, an Institute for Quantitative Research in Finance (the Q Group) research grant, and the 2021 Best Paper award at the Review of Corporate Finance Studies. Sturgess’ work has been presented at numerous universities and governmental bodies worldwide. Professor Sturgess received a PhD in finance from London Business School. He worked in project finance and M&A before pursuing his Ph.D.

Dr. Hao Ma

Hao is an Assistant Professor at the School of Economics and Finance, Queen Mary University of London. He obtained his Ph.D. degree at the Swiss Finance Institute (SFI) & Università della Svizzera italiana (USI, Lugano). He holds a master's degree from the University of Amsterdam and a bachelor's degree from Shandong University.

His research interests include asset pricing, financial econometrics, machine learning, and AI. Currently, he is working on projects that combine econometrics with deep learning to solve big data problems in empirical asset pricing.