AUTUMN SCHOOL
SEMINAR
CAUSAL INFERENCE WITH MACHINE LEARNING: APPLICATIONS TO CLIMATE ECONOMICS AND FINANCIAL RISKS.
23, 24 and 25 OCTOBER 2024
FACULTY OF ECONOMICS AND BUSINESS ADMINISTRATION – CLASSROOM 20 -UNIVERSITY OF SANTIAGO DE COMPOSTELA
WEDNESDAY 23
9.00-9.30 Registration
9.30-10.00 Welcoming Session by the Dean of the University of Santiago de Compostela (or delegate)
10.00-12.00 Introduction to causal discovery
12.00-12.30 Coffee break
12.30-14.00 Causal Machine Learning and Finance
14.00-15.00 Lunch
15.00-17.00 Progress and literature review on Causal Machine Learning
THURSDAY 24
09.30-12.00 Explainability and Causal AI for Large Language Models and Cognite AI
12.00-12.30 Coffee break
12.30-14.30 Panel with short presentations by speakers from local institutions:
CESGA-David García Selfa. Supercomputing resources and actual local applications in causality
SERGAS- Jorge Prado. Data quality control, data protection and reliability
14.30-16.00 Lunch
16.00-17.00 Sustainability supported by Causal Machine Learning
FRIDAY 25
9.30 -12.00 Lab I Emilio Porcu. ADIA LAB «Data science: Finally!»
12.00 -12.30 Coffee break
12.30 -14.00 Lab II María Loureiro: «Current applications of Machine Learning to Econony»
14:00 -14.15 Closing session
SPEAKERS
MARCOS LÓPEZ DE PRADO
GLOBAL HEAD QUANTITATIVE RESEARCH; DEVELOPMENT AT ABU DHABI INVESTMENT AUTHORITY (ADIA), ALUMNI OF THE FACULTY OF ECONOMICS AND BUSINESS ADMINISTRATION, UINIVERSITY OF SANTIAGO DE COMPOSTELA
Professor López de Prado has contributed to modernizing finance for the past 25 years through his research activities and funds management and developing and patenting AI algorithms widely used by large investment corporations.
He has advised the US Congress about AI policies, and the Social Science Research Network ranks him among the 10 most-read authors in Economics. In
recognition of his work, he has received various scientific and industry awards.After graduating in Economics at the University of Santiago de Compostela he received the National Award for Academic Excellence (1999). He earned two PhD’s at Universidad Complutense de Madrid, the first one in financial econometrics (2003) and the second one in mathematical finance (2011). He completed his post-doctoral research at Harward University and Cornell University, where he is a professor at the School of Engineering.
Before joining ADIA in 2020, Prof. López de Prado was Senior Managing Director at several investment firms.
For further information: www.quantResearch.org
FRANCISCO HERRERA
PROFESSOR (FULL) IN THE DEPARTMENT OF COMPUTER SCIENCE AND AI, UNIVERSITY OF GRANADA
Professor Herrera is the head of the Research Group Soft Computing and Information Systems at the University of Granada. He is also Director of the Andalusian Research Institute in Data Science and Computational Intelligence (DaSCI). Professor Herrera has published more than 600 scientific papers and is ranked among the highly cited scientists in computer science and engineering. He received several awards, among them the Spanish National Award on Computer Science 2010 by the Spanish Computer Science Scientific Society. He is a member of the AI Advisory Board of the Spanish Government.
EMILIO PORCU -ADIA LAB MATHEMATICS PROFESSOR AT KHALIFA UNIVERSITY
Emilio is a Spatial Statistician and a Data Scientist. He has a trajectory of around 180 papers in top journals in his field. His interests range from the most challenging theoretical problems, to applications to Climate Change, as well as natural and antrhopogenic catastrophes. Emilio received several prestigious awards, amongst them the Stuart Hunter award from the Environmetrics Society. He has been awarded with the Elected Fellowship from the International Statistical Institute as well as with prizes from universities in Europe, USA and Latin America. He is also Honorary Ambassador of Chile for his scientific contributions when living in that country.
LUIS SECO
PROFESSOR (FULL) IN THE DEPARTMENT OF MATHEMATICAL AND COMPUTATIONAL SCIENCES, UNIVERSITY OF TORONTO
Professor Seco is the director of the Master’s in Mathematical Finance at the University of Toronto. He is also the director of Risklab, a university research laboratory, conducting research in quantitative finance, with special focus on asset management. He was a co-founder at Sigma Analysis & Management Ltd., an asset management firm. He received numerous awards like the NSERC – Natural Sciences and Engineering Research Council of Canada -Synergy Award for Innovation for his achievements.
His current activity is focused on sustainability, including climate risk, and is simultaneously the Chair of the Centre for Sustainable Development at the Fields Institute, and affiliate Faculty member at the Vector Institute for research in Machine Learning.
HOST: MARÍA LOUREIRO
PROFESSOR (FULL) IN THE DEPARTMENT OF FUNDAMENTALS OF ECONOMIC ANALYSIS, UNIVERSITY OF SANTIAGO DE COMPOSTELA
Professor Loureiro is the scientific director of interuniversity centre ECOBAS (Economics and Business for Society). Her field of research is the economics of climate change and natural resources and is included in the top 2% of the most influential scientists in the world, according to Stanford University.
She has received several awards like the Valentín Paz Andrade Award (USC), the Award to Best Young Researcher in Social Sciences (Xunta de Galicia, 2006) and the Award by the Spanish-Portuguese Association of Natural and Environmental Resource Economics (AERNA) for best paper published in 2018-2019.
She is a member of the scientific board of Real Instituto Elcano and the Galician Academy of Sciences, being the first woman in the field of Economics.
She is also member of international scientific associations like BIOECON or EAERE of which she was vice president for the years 2018-2020
WITH THE SUPPORT OF ADIA | LAB
