In this session:

​Agenda:

​5.30PM - Networking
6:30PM - Opening
6.35PM - LLMs and Portfolio Attribution by Bruno Melo
7.30PM - Q&A
7.45PM - Networking

​Bruno Melo, Director at NY Life Investments will present his paper and the latest in the relationship between large-language models, portfolio management and portfolio attribution. In his paper, "Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?" Bruno examines how can LLMs play a role in explaining excess returns.