POSTPONED: Bubblemania - to burst or not to burst
from
Thursday, 2 April 2020 (09:00)
to
Saturday, 4 April 2020 (14:00)
Monday, 30 March 2020
Tuesday, 31 March 2020
Wednesday, 1 April 2020
Thursday, 2 April 2020
12:00
12:00 - 14:00
14:00
14:00 - 16:00
Contributions
14:00
Central Counterparty Exposure in Stressed Markets
-
Albert Menkveld
(
Vrije Universiteit Amsterdam
)
Shihao Yu
(
Vrije Universiteit Amsterdam
)
Wenqian Huang
(
Bank for International Settlements
)
15:00
Liquidity and tail risk interdependencies in the euro area sovereign bond market
-
Daragh Clancy
(
European Stability Mechanism
)
Pasquale Filiani
(
Central Bank of Ireland
)
Peter Dunne
(
Central Bank of Ireland
)
16:00
16:00 - 16:30
16:30
Didier Sornette: A systematic mathematical classification of bubbles: Inefficient bubbles and efficient drawdowns in financial markets
Didier Sornette: A systematic mathematical classification of bubbles: Inefficient bubbles and efficient drawdowns in financial markets
16:30 - 18:00
Contributions
16:30
A systematic mathematical classification of bubbles: Inefficient bubbles and efficient drawdowns in financial markets
-
Didier Sornette
(
ETH Zurich
)
18:00
18:00 - 20:00
Friday, 3 April 2020
09:00
09:00 - 11:00
Contributions
09:00
Nonparametric sign prediction of high-dimensional correlation matrix coefficients
-
Christian Bongiorno
(
CentraleSupélec Université Paris-Saclay
)
Damien Challet
(
CentraleSupélec Université Paris-Saclay
)
10:00
Implied Hidden Factors Within the Term Structure of Interest Rate
-
Handing Sun
(
Fenics software
)
Jing Nie
(
University of International Business and Economics
)
Julian Williams
(
Durham University
)
11:00
11:00 - 11:30
11:30
11:30 - 12:30
Contributions
11:30
Bubbles and long memory in cryptocurrencies: Information Theory approach
-
Aurelio Bariviera
(
Universitat Rovira I Virgili
)
Osvaldo Rosso
(
Universidade Federal de Alagoas
)
12:30
12:30 - 14:00
14:00
14:00 - 16:00
Contributions
14:00
Market Reliability Measures and Liquidity Crashes
-
Arze Karam
(
Durham University
)
15:00
Panel discussion
16:00
16:00 - 16:30
16:30
Vikas Agarwal: Liquidity Transformation in the Asset-Management Industry
Vikas Agarwal: Liquidity Transformation in the Asset-Management Industry
16:30 - 18:00
Contributions
16:30
Liquidity transformation in the asset management industry
-
Vikas Agarwal
(
Georgia State University
)
19:00
19:00 - 22:00
Saturday, 4 April 2020
09:30
09:30 - 11:30
Contributions
09:30
Popular Music, Sentiment, and Noise Trading
-
Kim Kaivanto
(
Lancaster University
)
Peng Zhang
(
Guizhou Minzu University
)
10:30
Marked point process and intensity ratios for limit order book modelling
-
Iaone Muni Toke
(
CentraleSupélec Université Paris-Saclay
)
Nakahiro Yoshida
(
Japan Science and Technology Agency
)
11:30
11:30 - 12:00
12:00
Robbert Pullen
Robbert Pullen
12:00 - 13:00
Contributions
12:00
tba
-
Robert Pullen
(
Optiver Amsterdam
)
13:00
13:00 - 14:00