AI and Quantitative Investing - Distinguished Visiting Speaker

Title: AI & Quantitative Investing: The Role of Artificial Intelligence in Portfolio Rebalancing (Academic Seminar)
Speaker: Arun Muralidhar | Co-Founder of Mcube Investment Technologies LLC | Adjunct Professor of Finance at Georgetown University.
Date: Tuesday, May 5, 2026
Time: 2:30 PM
Room: LH4114 (LSBE Dean's Boardroom) & Hybrid

Zoom Meeting Link:  https://wilfrid-laurier.zoom.us/j/97707511501?pwd=13WupoLgjVQbrlnAWQksUGlLGPWkpW.1

SUMMARY

Artificial intelligence is often viewed as a recent breakthrough in finance, but many quantitative techniques—from regression models to systematic trading—are early forms of AI. This talk reframes AI in asset management as “augmented intelligence”, where machines enhance, rather than replace, human decision-making. The presentation focuses on one of the most universal yet under-researched portfolio decisions: rebalancing. Recent research shows that predictable rebalancing by large institutional investors creates exploitable market patterns and hidden costs estimated at roughly $16 billion annually. Using machine-driven models that combine signals such as momentum, valuation, macroeconomic indicators, and market sentiment, investors can transform mechanical rebalancing into an informed and systematic process. Case studies from institutional investors demonstrate that AI-driven rebalancing overlays can improve total portfolio returns by roughly 0.6–1% per year while enhancing risk management, without changing strategic asset allocation or manager lineups. The talk highlights how quantitative methods and modern data science can unlock overlooked sources of alpha in institutional portfolios.

BIOGRAPHY

Dr. Arun Muralidhar is Co-Founder of Mcube Investment Technologies LLC, Client CIO of AlphaEngine Global Investment Solutions and Adjunct Professor of Finance at Georgetown University. He holds a PhD in Economics from MIT Sloan School and a BA from Wabash College. At MIT he conducted his doctoral research under the Nobel Laureates Franco Modigliani and Robert C. Merton. Arun designed two award-winning bond innovations for retirement and a child’s education that Brazil issued in 2023 (in collaboration with Bob Merton). Arun has coauthored papers and books on pension reform with Bob Merton, and the book Rethinking Pension Reform (2004), with Franco Modigliani.

Arun has extensively worked and won numerous awards for papers in asset allocation & pricing. and portfolio& currency management. His books include “Fifty States of Grey: An Innovative Approach to the DC Retirement Crisis,” (2018), “A Nobel Retirement: 3 Nobels, 3 Pillars and 3 Facets of Investments” (2024), "A SMART Approach to Portfolio Management" (2011), "Innovations in Pension Fund Management" (2001), “Investment Theory and Practice – It’s All ‘Relative” (2024), and “GBI – Gimme Better Instruments or Goals-based Investing” (2025).