NEWS & EVENTS

8:00–9:00 am

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Registration and Continental Breakfast

9:00–9:15 am

Welcome and Opening Remarks
Katherine B. Ensor, Professor and Director of CoFES, Rice University

Session I: Market Analysis and Outlook
Session Chairs: John A. Dobelman, Professor in the Practice of Statistics, Rice University & Cullen Rogers, Sr. Portfolio Analyst, Ascendant Advisors, LLC

9:15–10:00 am

Risk-Based Asset Allocation
Roberto Croce, Head of Quantitative Research, Salient Partners, L.P.

10:00–10:45 am

Survey of Labor and Employment Regulations and their Implications for the Future of Hiring
Stephen W. Eubank, Senior Counsel, ‎Anadarko Petroleum

10:45–11:00 am

Break

11:00–11:30 am

Tukey’s Ladder for Portfolio Management
Phillip Ernst, Associate Professor of Statistics, Rice University

11:30–12:00 pm

alt.investments
John A. Dobelman, Professor in the Practice of Statistics, Rice University

12:00–1:00 pm

Lunch & Poster Session

Session II: Alternative Investment Opportunities
Session Chair: Katherine B. Ensor, Professor of Statistics & Director of CoFES, Rice University

1:00–1:45 pm

Blockchain & Global Investment
Chris Georgen, Topl LLC

1:45–2:30 pm

Moving Beyond Markowitz: Modern Statistical Approaches to Portfolio Optimization
Michael Weylandt, Rice University

News Drives Oil Futures Price Dynamics
Yu Han, Rice University

Methods for Analyzing the Realized Volatility of Commodities and Commodity ETFs
Matthew Ginley, Rice University

2:30–3:00 pm

Student Speed Talks (7 min. each)

An Overview of Various Algorithmic Trading Strategies: Cross-Listed Shares, Algorithmic Sales and Trading, and Options Market Making
Eric Gong, Joshua Phipps, Rangan Mostofa, Sathya Ramesh

3:00–3:15 pm

Break

3:15–4:00 pm

Real Estate
Ram Galindo, Chairman & CEO, The Galindo Group

4:00–4:45 pm

Real Estate Investing with a Local Perspective
Scott Rando, Cushman & Wakefield of Texas, Inc.

4:45–5:15 pm

Following Facts or Fashion
James R. Thompson, Noah Harding Professor of Statistics, Rice University

5:15–6:00

Reception

6:00–7:30 pm

Banquet

Introduction of Thompson Celebration
Kathy Ensor and David Scott, Department of Statistics, Rice University

Comments
Marc Elliott, Rand Corporation

8:00–8:30 am

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Registration and Continental Breakfast

8:30–9:00 am

Welcome and Introduction
David Scott, Marina Vannucci, Neal Lane, Bart Sinclair

9:00–10:00 am

Recollections

Karen Kafadar, University of Virginia
Richard Tapia, Rice University
Barry Brown, MDA collaborators
Marek Kimmel, Rice University, JRT’s Cancer Modeling
David Scott, Rice University
Don Richard, Penn State 

10:00–10:30 am

Comments from Former Doctoral Students
Neely Atkinson, John Dobelman, Webster West, Martin Lawera

10:30–11:00 am

Comments from Colleagues
Ed Williams, Statistics colleagues, Linda Driskill

11:00–11:45 am

Comments from Floor
Tom Eubank, Diane Brown, others

11:45–11:55 am

James R. Thompson

12:00–1:30 pm

Luncheon, Huff House

1:30 pm

Adjourn