Markets Forecasting with MBV: Macroeconomic, Behavioral, Value Investing

The John Gokongwei School of Management invites you to a Brown Bag Session on “Markets Forecasting with MBV: Macroeconomic, Behavioral, Value Investing". Our presenter is Dr Mario J DiFiore, Senior Assistant Dean, Director, and a Professor of Finance and Business Economics at the Gabelli School of Business, Fordham University. 

This will be held on Monday, 23 March 2026 from 12:00 - 1:30PM at the Cabochan Room, SOM 307 and online via Zoom.
Please register here: https://bit.ly/jgsombrownbag23mar2026

Brief Description of the Topic:

This lecture introduces a proprietary MBV forecasting engine, an AI- and machine learning–driven framework that integrates macroeconomics, value investing, and behavioral finance to generate forward-looking market insights. The model ingests real-time data through API connections to sources such as the Federal Reserve and other economic databases, applying techniques including XGBoost, random forests, and targeted statistical analyses. It produces weekly, monthly, and quarterly forecasts across major asset classes—including the S&P 500, U.S. dollar, oil, Treasuries, gold, and silver—as well as S&P 500 sectors. A distinguishing feature is its incorporation of “market personality,” using OCEAN-based behavioral traits inferred via large language models and regression frameworks to capture sentiment and behavioral bias. Outputs are delivered as directional forecasts with defined ranges, point estimates, and percentage deltas to support structured decision-making.

About the Speaker:

Mario J. DiFiore, PhD is Senior Assistant Dean and Director of Student Investment Funds and Finance Applied Learning. He is also a Professor of Finance and Business Economics at Fordham University's Gabelli School of Business.