2019 Symposium


Please join us for our 5th Annual CDAR Symposium on Friday, October 11, 2019, from 8:30 am to 6:30 pm at UC Berkeley’s Memorial Stadium. Our conference will feature new developments in data science, highlighting applications to finance and risk management.  The program features Yuan (Alan) Qi from Ant Financial, Pete Kyle from the University of Maryland, Roberto Rigobon from MIT, Jeff Bohn from Swiss Re, Solomon Hsiang from UC Berkeley and CDAR’s co-Director Robert Anderson.

The Consortium for Data Analytics in Risk (CDAR) supports research into innovation in data science and its applications to portfolio management and investment risk. Based in the Economics and Statistics Departments at UC Berkeley, CDAR is in partnership with Stanford, Berkeley Institute for Data Science (BIDS), Southwestern University of Finance and Economics (SWUFE), Swiss Re based in Switzerland, AXA Rosenberg, and Innovation Centre Denmark (ICDK). CDAR organizes conferences, workshops, and research programs, bringing together academic researchers from the physical and social sciences, and industry researchers from financial management firms and technology development companies large and small.

Please send inquiries to cdar@berkeley.edu.


Featured Speakers

Albert “Pete” Kyle, University of Maryland

Albert S. Kyle has been the Charles E. Smith Chair Professor of Finance at the University of Maryland’s Robert H. Smith School of Business since 2006. He earned is B.S. degree in mathematics from Davidson College (summa cum laude, 1974), studied philosophy and economics at Oxford University as a Rhodes Scholar from Texas (Merton College, 1974-1976, and Nuffiled College, 1976-1977), and completed his Ph.D. in economics at the University of Chicago in 1981. He has been a professor at Princeton University (1981-1987), the University of California Berkeley (1987-1992), and Duke University (1992-2006).

Jeff Bohn, Swiss Re Institute

Dr. Bohn is the Head of the Swiss Re Institute. Most recently, he served as Chief Science Officer and Head of GX Labs at State Street Global Exchange in San Francisco. Before moving back to California, he established the Portfolio Analytics and Valuation Department within State Street Global Markets Japan in Tokyo. (He is fluent in Japanese.) He previously ran the Risk and Regulatory Financial Services consulting practice at PWC Japan.

Roberto Rigobon, MIT

Roberto Rigobon is the Society of Sloan Fellows Professor of Management and a Professor of Applied Economics at the MIT Sloan School of Management. He is also a research associate of the National Bureau of Economic Research, a member of the Census Bureau’s Scientific Advisory Committee, and a visiting professor at IESA.

Roberto is a Venezuelan economist whose areas of research are international economics, monetary economics, and development economics. Roberto focuses on the causes of balance-of-payments crises, financial crises, and the propagation of them across countries—the phenomenon that has been identified in the literature as contagion. Currently he studies properties of international pricing practices, trying to produce alternative measures of inflation.  He is one of the two founding members of the Billion Prices Project, and a co-founder of PriceStats.

Roberto joined the business school in 1997 and has won both the “Teacher of the Year” award and the “Excellence in Teaching” award at MIT three times.

Robert M. Anderson, CDAR

Robert M. Anderson is a Co-Director of the Consortium for Data Analytics in Risk at UC Berkeley.  He is also Professor of the Graduate School, Coleman Fung Professor Emeritus of Risk Management, and Professor Emeritus of Economics and Mathematics at UC Berkeley.  He received his B.Sc. in Mathematics from the University of Toronto in 1973 and his Ph.D. from Yale University in Mathematics in 1977, under the supervision of Shizuo Kakutani.  He spent a year as McMaster Fellow at McMaster University in 1977-78, and then went to Princeton as Assistant Professor of Economics of Mathematics from 1978 to 1982 and Associate Professor of Economics in 1982-83.  He has been at Berkeley since 1983.  He was named an Alfred P. Sloan Research Fellow in 1982 and a Fellow of the Econometric Society in 1988.  His research has ranged from the intersection between probability theory and logic, to general equilibrium theory, to mathematical finance.  His current research focuses on the determination of portfolio returns.  He has been active in University governance, having served as President of the Student’s Administrative Council at the University of Toronto in 1973-74, as Chair of the Economics Department at Berkeley, and as Parliamentarian of the Berkeley Division of the Academic Senate.  He has taken on numerous assignments for the University of California system Academic Senate, including Vice Chair and Chair of the UC Academic Senate and Faculty Representative to the Board of Regents in 2010-12.  He received the Berkeley Faculty Service Award in 2009 and the Berkeley Social Science Service Award in 2013.

Solomon Hsiang combines data with mathematical models to understand how society and the environment influence one another. In particular, he focuses on how policy can encourage economic development while managing the global climate. His research has been published in NatureScience, and the Proceedings of the National Academy of Sciences.

Hsiang earned a BS in Earth, Atmospheric and Planetary Science and a BS in Urban Studies and Planning from the Massachusetts Institute of Technology, and he received a PhD in Sustainable Development from Columbia University. He was a Post-Doctoral Fellow in Applied Econometrics at the National Bureau of Economic Research (NBER) and a Post-Doctoral Fellow in Science, Technology and Environmental Policy at Princeton University. Hsiang is currently the Chancellor’s Associate Professor of Public Policy at the University of California, Berkeley and a Research Associate at the NBER.


The recommended parking lot is the Maxwell Field Stadium Lot.