In recent years, developments in Artificial Intelligence and Machine Learning have led to the creation of a new type of ESG data, based on the collection and analysis of large amounts of unstructured data from different sources. We will explore key questions such as:

  • How are alternative data and artificial intelligence tools used by asset managers?
  • What value do they add to the construction of investment strategies?
  • What are their potential biases and the risks associated with their use?

 

Programme:

17:00 – 17:10: Introduction – Marie Brière (AMUNDI, President of the AFG Quantitative Techniques Club and Scientific Director of the FaIR programme at the Institut Louis Bachelier)

17:10 – 18:10 AI, alternative data and ESG: academic perspectives

  • 17:10 – 17:40: Elise Gourier (Professor at Essec)

Detecting greenwashing from textual data

  • 17:40 – 18:10: Serge Darolles (Professor at PSL Paris Dauphine University) and Anouck Faverjon, (HEC Liège and PSL Paris Dauphine University)

Deep learning, analyst recommendations and ESG ratings

 

18:10 – 18:50: Round Table: AI and ESG: applications in asset management

Moderator: Bruno Taillardat (Global Head of Smart Beta and Factor Investing, AMUNDI)

  • Luc Dumontier (Head of Investments and Operations, OSSIAM)
  • Raul Leote de Carvahlo (Deputy Head of Quant Research Group, BNPPAM)
  • Marine Neyret (Head of Data Lab, Institut Louis Bachelier)
  • Thierry Roncalli (Head of Quantitative Portfolio Strategy, AMUNDI)

18:50 – 19:00: Conclusion – Adina Gurau Audibert (AFG)

Registration

Organiser

  • Finance and Insurance Reloaded – FaIR,
  • AFG,
  • Institut Louis Bachelier

Location

Auditorium du Medef 55 Avenue Bosquet, Paris, 75007 France