Monash-Q Group Finance Colloquium 2024
AI in finance will be the big focus topic at this year’s colloquium, hosted jointly by Monash Business School's Department of Banking and Finance, the Q group, and the Monash Centre for Quantitative Finance and Investment Strategies.
Bringing together academics and practitioners to discuss the latest challenges in quantitative investment management, our event will kick off with a panel discussion on historic insights and future trends.
A diverse and insightful range of presentations, with particular attention given to AI in finance, will follow.
This event has been jointly hosted by Monash University and the Q group since 2005.
Presenters
Dr Peter Brooke, Platypus Asset Management
'Electronic gaming machines: using data to inform engagement'
From May 2006, Dr Brooke was a Quantitative Analyst with MIR Investment Management, working on various research projects and in quantitative portfolio management.
Dr Brooke holds an MSc degree in Physics and Astronomy from the University of Durham, UK and has a PhD in Physics from Macquarie University, Sydney.
Dr Bei Cui, Monash Centre for Financial Studies (MCFS)
'Predicting defaults in China’s credit bond market'
She is a trained finance researcher capable of conducting rigorous industry-relevant research of academic quality. Her primary interests include sustainable investment, climate finance, Chinese and foreign capital markets, superannuation funds and market microstructure. Her works have been presented at many international conferences, published in peer-reviewed international finance journals, and addressed in major media outlets.
Apart from being active in research work, Dr Cui is also very passionate about teaching. She has also delivered finance, investment, and financial economics courses at undergraduate and postgraduate levels.
Berowne Hlavaty, JP Morgan
'The use of AI in Finance'
Mr Hlavaty has a bachelor’s degree in Materials Engineering and a master’s degree in Information Science from the University of New South Wales.
Dr Hasan Fallahgoul, Monash Centre for Quantitative Finance
'An L-Moment Approach for Portfolio Choice under Non-Expected Utility'
Dr Fallahgoul is a Senior Lecturer at the School of Mathematics at Monash University. He has a strong background in finance and economics, having completed postdoctoral positions at both the Swiss Finance Institute at EPFL and the European Center for Advanced Research in Economics and Statistics (ECARES) at the Free University of Brussels.
He holds a PhD in Applied Probability and Statistics and has over two years of experience in risk management at Tejarat Bank. Dr Fallahgoul's research interests are focused on financial econometrics, asset allocation, risk management, and the application of AI/ML in finance. He also serves on the editorial board of the Journal of Financial Data Science.
Dr Arseny Gorbenko, Monash Business School
'Short Selling Around News in International Stock Markets'
Dr Gorbenko is a lecturer in our Department of Banking and Finance. He received his PhD in Finance from the University of New South Wales in 2020. Dr Gorbenko’s research focuses on the role of sophisticated market participants, such as investment managers and short sellers, in financial markets.
Dr Michael Kollo, Qurious Analytics
'The advent of generative AI, and its impacts on financial and quant finance'
Dr Kollo is a senior investment professional with extensive global academic and private sector experience, most recently on the application of machine learning and AI in the financial services sector.
Dr Kollo gained his PhD in Finance from the London School of Economics, and has lectured at the London School of Economics, Imperial College and at the University of New South Wales. His industry experience is in the application of quantitative statistical methods to improving investment outcomes in a variety of different mandates and organisations.
He has led experienced global research teams at Blackrock, Fidelity, Axa Rosenberg and HESTA.
Cuong Phan, PhD student, Monash Business School
'Information accessibility and mutual funds’ investment in distant firms: Evidence from the EDGAR implementation'
Mr Phan is in the final year of his PhD in Finance at Monash University. His research interests centre around the interplay between institutional investors, corporate information environments, and market efficiency.
Before joining Monash, he spent several years managing the portfolios of corporate loans at commercial banks in Vietnam.
Mr Phan likes spending his spare time designing automatic programs to extract unstructured data and trading bots. He is currently training hard for his first marathon.
Xin Lin, PhD student, Monash Centre for Quantitative Finance
'The News, Sentiment, Attention, and Return: Spillover Effect and Causal Interaction'
Xin is a third-year PhD student at the School of Mathematics, Monash University. Xin earned a MSc in Financial Mathematics at Monash University, and a MSc in Digital Signal Processing at the University of Manchester.
Xin also earned a BSc and a BEng in Telecommunications Engineering with Management at Queen Mary University of London and the Beijing University of Posts and Telecommunications.
Her research interests are Asset Pricing, Financial Econometrics, Behavioral Finance, Social Finance and Climate Finance.
Panel moderator
Allison Miller, AustralianSuper
Ms Miller is a Senior Portfolio Manager in AustralianSuper’s internal systematic equities team. From 2014 to 2020, Ms Miller worked in Risk and Quant Equities roles at Victorian Funds Management Corporation (VFMC).
Prior to VFMC, Ms Miller worked in a variety of ESG, investment compliance and portfolio construction and trading support roles at Capital Group in their London and Los Angeles offices. She began her career as an ESG analyst for a boutique research firm in Washington DC.
Ms Miller has a BA (Hons) in International Relations from Brown University and a Master of Economics (Hons) from the University of Melbourne. She is also a CFA charter holder and holds the Advanced Risk and Portfolio Management (ARPM) certificate in quantitative portfolio management.
Panellists
Roger McIntosh, Optimal Alpha Investment Strategies
Mr McIntosh has more than 25 years’ investment management experience. As CIO with Emit Capital Asset Management, he leads a global equity strategy investing in companies which focus on clean technology and renewable energy. He holds a Bachelor of Science in Mathematical Statistics from La Trobe University and a Master of Applied Finance from The University of Melbourne.
Mr McIntosh has managed equity and multi-asset class strategies, developing alternative factor analysis and quantitative approaches to construct and implement portfolios at Sayers Wealth and at Delft Partners.
He was Head of Investments at LUCRF Super, and has held senior investment roles at Vanguard Investments Australia, leading investment teams responsible for managing more than $40 billion across passive, quantitative and multi-asset class strategies.
George Nassios, Metrics Business Finance
Dr Nassios has more than 30 years’ experience working in markets and risk management. His previous senior roles include Head of Debt/Equity Capital Markets, Head of Market Risk Quantitative and Analytics Team, Chief Investment Officer and Chief Product Officer. He has been a member of the Risklabs advisory board, RMIT’s business faculty advisory board and currently is on Deakin University’s finance advisory board. He is also Chair of the Institute of Actuaries Banking faculty.
Dr Nassios has broad experience in issuing and managing asset sectors that cover debt, private debt, hybrids, securitisation, equities and structured products. He holds a PhD is mathematical physics, an MSc in mathematics and is a Fellow of the Institute of Actuaries (having worked in Life, Super and Investments).
Frank Polanco – HESTA
Dr Frank Polanco is the Investment Manager for Quantitative Analysis at HESTA, leading the development of models for asset allocation.
Prior to joining HESTA, Frank was responsible for managing over $1 billion of active global equities for Vanguard. He has also managed over $1 billion of Australian and International equities for IOOF.
At the Portland House Group he led teams in developing short-term trading strategies for global equities and in the hedge fund section of Macquarie Bank managed an event-driven portfolio of Australian and Japanese equities.
While at the Aeronautical Research Laboratory, he worked on aircraft research including risk-modelling.
Frank holds Bachelors of both Science and Aerospace Engineering, a Doctorate in Mathematics, and is a CFA Charterholder.
Organised by
A/Prof Philip Gharghori, Monash Business School
An Associate Professor of Finance in our Department of Banking and Finance, and a Q group Melbourne committee member, A/Prof Gharghori has co-organised this colloquium since 2017, in collaboration with Oscar Tian and the Monash Centre for Quantitative Finance.
A/Prof Gharghori’s areas of research are asset pricing and investments. In particular, his research focuses on asset pricing anomalies and multi-factor asset pricing models. He also does research on funds management, informed trading, market reaction to corporate actions, behavioural finance, socially responsible investments and default risk. He is Deputy Editor in Chief of Accounting and Finance, holds editorial roles at the Australian Journal of Management and the Pacific-Basin Finance Journal, and is a director at the Financial Research Network (FIRN).
Dr Ivan Guo, Monash Centre for Quantitative Finance
Dr Oscar Tian, Insignia Financial and Monash Centre for Quantitative Finance
Dr Tian is a Senior Actuarial Manager at Insignia Financial, as well as the Vice President and Melbourne chair of the Q Group Australia. He is also actively involved in research as a Senior Lecturer at the Monash Centre for Quantitative Finance and Investment Strategies, and an Industry Fellow at UNSW ARC Centre of Excellence in Population Ageing Research.
Program
Event Details
- Date:
- 22 March 2024 at 9:00 am – 5:00 pm
- Venue:
- Monash Conference Centre, Level 7, 30 Collins St, Melbourne, VIC, 3000
- Categories:
- Banking and Finance; General
Description
AI in finance will be the big focus topic at this year’s colloquium, hosted jointly by Monash Business School's Department of Banking and Finance, the Q group, and the Monash Centre for Quantitative Finance and Investment Strategies.
Bringing together academics and practitioners to discuss the latest challenges in quantitative investment management, our event will kick off with a panel discussion on historic insights and future trends.
A diverse and insightful range of presentations, with particular attention given to AI in finance, will follow.
This event has been jointly hosted by Monash University and the Q group since 2005.
Presenters
Dr Peter Brooke, Platypus Asset Management
'Electronic gaming machines: using data to inform engagement'
From May 2006, Dr Brooke was a Quantitative Analyst with MIR Investment Management, working on various research projects and in quantitative portfolio management.
Dr Brooke holds an MSc degree in Physics and Astronomy from the University of Durham, UK and has a PhD in Physics from Macquarie University, Sydney.
Dr Bei Cui, Monash Centre for Financial Studies (MCFS)
'Predicting defaults in China’s credit bond market'
She is a trained finance researcher capable of conducting rigorous industry-relevant research of academic quality. Her primary interests include sustainable investment, climate finance, Chinese and foreign capital markets, superannuation funds and market microstructure. Her works have been presented at many international conferences, published in peer-reviewed international finance journals, and addressed in major media outlets.
Apart from being active in research work, Dr Cui is also very passionate about teaching. She has also delivered finance, investment, and financial economics courses at undergraduate and postgraduate levels.
Berowne Hlavaty, JP Morgan
'The use of AI in Finance'
Mr Hlavaty has a bachelor’s degree in Materials Engineering and a master’s degree in Information Science from the University of New South Wales.
Dr Hasan Fallahgoul, Monash Centre for Quantitative Finance
'An L-Moment Approach for Portfolio Choice under Non-Expected Utility'
Dr Fallahgoul is a Senior Lecturer at the School of Mathematics at Monash University. He has a strong background in finance and economics, having completed postdoctoral positions at both the Swiss Finance Institute at EPFL and the European Center for Advanced Research in Economics and Statistics (ECARES) at the Free University of Brussels.
He holds a PhD in Applied Probability and Statistics and has over two years of experience in risk management at Tejarat Bank. Dr Fallahgoul's research interests are focused on financial econometrics, asset allocation, risk management, and the application of AI/ML in finance. He also serves on the editorial board of the Journal of Financial Data Science.
Dr Arseny Gorbenko, Monash Business School
'Short Selling Around News in International Stock Markets'
Dr Gorbenko is a lecturer in our Department of Banking and Finance. He received his PhD in Finance from the University of New South Wales in 2020. Dr Gorbenko’s research focuses on the role of sophisticated market participants, such as investment managers and short sellers, in financial markets.
Dr Michael Kollo, Qurious Analytics
'The advent of generative AI, and its impacts on financial and quant finance'
Dr Kollo is a senior investment professional with extensive global academic and private sector experience, most recently on the application of machine learning and AI in the financial services sector.
Dr Kollo gained his PhD in Finance from the London School of Economics, and has lectured at the London School of Economics, Imperial College and at the University of New South Wales. His industry experience is in the application of quantitative statistical methods to improving investment outcomes in a variety of different mandates and organisations.
He has led experienced global research teams at Blackrock, Fidelity, Axa Rosenberg and HESTA.
Cuong Phan, PhD student, Monash Business School
'Information accessibility and mutual funds’ investment in distant firms: Evidence from the EDGAR implementation'
Mr Phan is in the final year of his PhD in Finance at Monash University. His research interests centre around the interplay between institutional investors, corporate information environments, and market efficiency.
Before joining Monash, he spent several years managing the portfolios of corporate loans at commercial banks in Vietnam.
Mr Phan likes spending his spare time designing automatic programs to extract unstructured data and trading bots. He is currently training hard for his first marathon.
Xin Lin, PhD student, Monash Centre for Quantitative Finance
'The News, Sentiment, Attention, and Return: Spillover Effect and Causal Interaction'
Xin is a third-year PhD student at the School of Mathematics, Monash University. Xin earned a MSc in Financial Mathematics at Monash University, and a MSc in Digital Signal Processing at the University of Manchester.
Xin also earned a BSc and a BEng in Telecommunications Engineering with Management at Queen Mary University of London and the Beijing University of Posts and Telecommunications.
Her research interests are Asset Pricing, Financial Econometrics, Behavioral Finance, Social Finance and Climate Finance.
Panel moderator
Allison Miller, AustralianSuper
Ms Miller is a Senior Portfolio Manager in AustralianSuper’s internal systematic equities team. From 2014 to 2020, Ms Miller worked in Risk and Quant Equities roles at Victorian Funds Management Corporation (VFMC).
Prior to VFMC, Ms Miller worked in a variety of ESG, investment compliance and portfolio construction and trading support roles at Capital Group in their London and Los Angeles offices. She began her career as an ESG analyst for a boutique research firm in Washington DC.
Ms Miller has a BA (Hons) in International Relations from Brown University and a Master of Economics (Hons) from the University of Melbourne. She is also a CFA charter holder and holds the Advanced Risk and Portfolio Management (ARPM) certificate in quantitative portfolio management.
Panellists
Roger McIntosh, Optimal Alpha Investment Strategies
Mr McIntosh has more than 25 years’ investment management experience. As CIO with Emit Capital Asset Management, he leads a global equity strategy investing in companies which focus on clean technology and renewable energy. He holds a Bachelor of Science in Mathematical Statistics from La Trobe University and a Master of Applied Finance from The University of Melbourne.
Mr McIntosh has managed equity and multi-asset class strategies, developing alternative factor analysis and quantitative approaches to construct and implement portfolios at Sayers Wealth and at Delft Partners.
He was Head of Investments at LUCRF Super, and has held senior investment roles at Vanguard Investments Australia, leading investment teams responsible for managing more than $40 billion across passive, quantitative and multi-asset class strategies.
George Nassios, Metrics Business Finance
Dr Nassios has more than 30 years’ experience working in markets and risk management. His previous senior roles include Head of Debt/Equity Capital Markets, Head of Market Risk Quantitative and Analytics Team, Chief Investment Officer and Chief Product Officer. He has been a member of the Risklabs advisory board, RMIT’s business faculty advisory board and currently is on Deakin University’s finance advisory board. He is also Chair of the Institute of Actuaries Banking faculty.
Dr Nassios has broad experience in issuing and managing asset sectors that cover debt, private debt, hybrids, securitisation, equities and structured products. He holds a PhD is mathematical physics, an MSc in mathematics and is a Fellow of the Institute of Actuaries (having worked in Life, Super and Investments).
Frank Polanco – HESTA
Dr Frank Polanco is the Investment Manager for Quantitative Analysis at HESTA, leading the development of models for asset allocation.
Prior to joining HESTA, Frank was responsible for managing over $1 billion of active global equities for Vanguard. He has also managed over $1 billion of Australian and International equities for IOOF.
At the Portland House Group he led teams in developing short-term trading strategies for global equities and in the hedge fund section of Macquarie Bank managed an event-driven portfolio of Australian and Japanese equities.
While at the Aeronautical Research Laboratory, he worked on aircraft research including risk-modelling.
Frank holds Bachelors of both Science and Aerospace Engineering, a Doctorate in Mathematics, and is a CFA Charterholder.
Organised by
A/Prof Philip Gharghori, Monash Business School
An Associate Professor of Finance in our Department of Banking and Finance, and a Q group Melbourne committee member, A/Prof Gharghori has co-organised this colloquium since 2017, in collaboration with Oscar Tian and the Monash Centre for Quantitative Finance.
A/Prof Gharghori’s areas of research are asset pricing and investments. In particular, his research focuses on asset pricing anomalies and multi-factor asset pricing models. He also does research on funds management, informed trading, market reaction to corporate actions, behavioural finance, socially responsible investments and default risk. He is Deputy Editor in Chief of Accounting and Finance, holds editorial roles at the Australian Journal of Management and the Pacific-Basin Finance Journal, and is a director at the Financial Research Network (FIRN).
Dr Ivan Guo, Monash Centre for Quantitative Finance
Dr Oscar Tian, Insignia Financial and Monash Centre for Quantitative Finance
Dr Tian is a Senior Actuarial Manager at Insignia Financial, as well as the Vice President and Melbourne chair of the Q Group Australia. He is also actively involved in research as a Senior Lecturer at the Monash Centre for Quantitative Finance and Investment Strategies, and an Industry Fellow at UNSW ARC Centre of Excellence in Population Ageing Research.