diff --git a/content/archive/2024.md b/content/archive/2024.md
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+---
+type: "archive"
+layout: "archive"
+linktitle: "2024"
+
+menu:
+  main:
+    parent: "Archive"
+    weight: -14
+---
+
+{{< agendatable day="Saturday, May 18th, 2024" file="data-csv/2024/agenda-day-1.csv" >}}
+
diff --git a/data-csv/2024/agenda-day-1.csv b/data-csv/2024/agenda-day-1.csv
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+"08:30","0:30","09:00","","","","Registration (2nd floor) & Continental Breakfast (3rd floor)"
+"09:00","0:05","09:05","","","","Kickoff + Thank UIC, Sponsors"
+"09:05","0:20","09:25","Talk","Tech and AI","Mark Bennet","Capital Markets Use Cases for Retrieval Augmented Generation Chatbots"
+"09:25","0:20","09:45","Talk","Tech and AI","Jawahar Panchal","Placeholder: Quantum Computing + R"
+"09:45","0:20","10:05","Talk","Tech and AI","Kent Russell","R ∪ Finance ∪ Web"
+"10:05","0:20","10:25","Talk","Tech and AI","Loan Robinson","The Impact of R and R Shiny in Finance"
+"10:25","0:10","10:35","","","","Break"
+"10:35","0:20","10:55","Talk","Tech and AI","Tyson Barrett","Using and Contributing to the data.table Package for Efficient Big Data Analysis"
+"10:55","0:20","11:15","Talk","Tech and AI","Kent Hoxsey","Simple R for Trading Systems"
+"11:15","0:20","11:35","Talk","Tech and AI","Thomas Harte","A Cunning Plan: The Lambda Calculus, Lisp, Scheme, and R"
+"11:35","0:07","11:42","Lightning","Tech and AI","Jeffrey Ryan","Extending Open Finance: A Shared Symbology"
+"11:42","0:07","11:49","Lightning","Time Series","Vyacheslav Arbuzov ","Multiverse Against Overfitting"
+"11:49","0:07","11:56","Lightning","Time Series","Thierry Moudiki","ahead: Univariate and Multivariate Time Series Forecasting with Uncertainty Quantification"
+"11:56","0:20","12:16","Talk","Time Series","Marc Wildi","Forecasting vs. Looking-Ahead: Instilling Effective Leads into Classic Forecast Designs"
+"12:16","0:49","13:05","","","","Lunch"
+"13:05","0:20","13:25","Talk","Time Series","Julia Ferreira","Transmuting Unequally-Spaced Data: A MIDAS Touch to Forecast Real GDP Growth"
+"13:25","0:20","13:45","Talk","Time Series","Jason Foster","Time-Series of Implied Shocks Using Principal Component Analysis"
+"13:45","0:20","14:05","Talk","Portfolio Mgmt","Ryan Brown","Estimating Betas"
+"14:05","0:20","14:25","Talk","Portfolio Mgmt","Tengjia Shu","Evaluating Hedge Funds with Machine Learning-Based Benchmarks"
+"14:25","0:10","14:35","","","","Break"
+"14:35","0:20","14:55","Talk","Portfolio Mgmt","Cam Raughtigan","Vol Targeting is Trendy"
+"14:55","0:20","15:15","Talk","Portfolio Mgmt","Michael Kane","Valuing Post-Revenue Biopharmaceutical Assets: Pfizer's Current Portfolio Case Study"
+"15:15","0:07","15:22","Lightning","Portfolio Mgmt","Nuo Wen Lei","Better Incentives for Participants in Crowd-Sourced Hedge Funds"
+"15:22","0:07","15:29","Lightning","Portfolio Mgmt","Grant Cavanaugh","Portfolio Returns to Biotech Investment"
+"15:29","0:07","15:36","Lightning","Macro/Commodities","Ilya Kipnis","Constant Maturity Treasury Alpha with ETF Bond Rotation Strategy"
+"15:36","0:20","15:56","Talk","Macro/Commodities","Giles Heywood","Factor Drivers of the UK Residential Property Cycle"
+"15:56","0:20","16:16","Talk","Macro/Commodities","Paul Laux","A Dynamic Bayesian Network Approach to Interbank Market"
+"16:16","0:09","16:25","","","","Break"
+"16:25","0:20","16:45","Talk","Macro/Commodities","Dale Rosenthal","Liquid Foreign Exchange Factors"
+"16:45","0:20","17:05","Talk","Macro/Commodities","Oleg Bondarenko","FX Futures Invariance"
+"17:05","0:20","17:25","Talk","Macro/Commodities","Sarang Rao","Enabling Geothermal with R"
+"17:25","0:20","17:45","Talk","Macro/Commodities","Chris Thomas","Commodities and Rowdy Chatter"
+"17:45","0:05","17:50","","","","Thanks + Feedback URL + Tell Friends and Coworkers"
+"17:50","3:00","20:50","","","","Conference Reception at East Terrace"