6th Eubank Conference on Real World Markets


Apr 25, 2016

Risk and Opportunity – The Way Forward
Celebration of James R. Thompson 

April 25-26, 2016
Duncan Hall, Rice University

Hosted by:
Center for Computational Finance and Economic Systems (CoFES) 
Department of Statistics
George R. Brown School of Engineering
Jones Graduate School of Business
School of Social Sciences

Conference Agenda

Monday, April 25 
Risk and Opportunity – The Way Forward

8:00–9:00 am

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



11:00–11:30 am


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

11:30–12:00 pm
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



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




6:00–7:30 pm





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

Marc Elliott, Rand Corporation


Tuesday, April 26
Celebration of James R. Thompson  ~

8:00–8:30 am


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





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