POSTPONED: Bubblemania - to burst or not to burst
from
Thursday, April 2, 2020 (9:00 AM)
to
Saturday, April 4, 2020 (2:00 PM)
Monday, March 30, 2020
Tuesday, March 31, 2020
Wednesday, April 1, 2020
Thursday, April 2, 2020
12:00 PM
Arrival and Sandwich Lunch
12:00 PM - 2:00 PM
2:00 PM
Talks
2:00 PM - 4:00 PM
Contributions
2:00 PM
Central Counterparty Exposure in Stressed Markets
-
Albert Menkveld
(
Vrije Universiteit Amsterdam
)
Shihao Yu
(
Vrije Universiteit Amsterdam
)
Wenqian Huang
(
Bank for International Settlements
)
3:00 PM
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
)
4:00 PM
Coffee break
4:00 PM - 4:30 PM
4:30 PM
Invited talks: 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
4:30 PM - 6:00 PM
Contributions
4:30 PM
A systematic mathematical classification of bubbles: Inefficient bubbles and efficient drawdowns in financial markets
-
Didier Sornette
(
ETH Zurich
)
6:00 PM
Drinks Reception
6:00 PM - 8:00 PM
Friday, April 3, 2020
9:00 AM
Talks
9:00 AM - 11:00 AM
Contributions
9:00 AM
Nonparametric sign prediction of high-dimensional correlation matrix coefficients
-
Christian Bongiorno
(
CentraleSupélec Université Paris-Saclay
)
Damien Challet
(
CentraleSupélec Université Paris-Saclay
)
10:00 AM
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 AM
Coffee break
11:00 AM - 11:30 AM
11:30 AM
Talks
11:30 AM - 12:30 PM
Contributions
11:30 AM
Bubbles and long memory in cryptocurrencies: Information Theory approach
-
Aurelio Bariviera
(
Universitat Rovira I Virgili
)
Osvaldo Rosso
(
Universidade Federal de Alagoas
)
12:30 PM
Sandwich Lunch
12:30 PM - 2:00 PM
2:00 PM
Talks
2:00 PM - 4:00 PM
Contributions
2:00 PM
Market Reliability Measures and Liquidity Crashes
-
Arze Karam
(
Durham University
)
3:00 PM
Panel discussion
4:00 PM
Coffee break
4:00 PM - 4:30 PM
4:30 PM
Invited talks: Vikas Agarwal: Liquidity Transformation in the Asset-Management Industry
Vikas Agarwal: Liquidity Transformation in the Asset-Management Industry
4:30 PM - 6:00 PM
Contributions
4:30 PM
Liquidity transformation in the asset management industry
-
Vikas Agarwal
(
Georgia State University
)
7:00 PM
Conference Dinner
7:00 PM - 10:00 PM
Saturday, April 4, 2020
9:30 AM
Talks
9:30 AM - 11:30 AM
Contributions
9:30 AM
Popular Music, Sentiment, and Noise Trading
-
Kim Kaivanto
(
Lancaster University
)
Peng Zhang
(
Guizhou Minzu University
)
10:30 AM
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 AM
Coffee break
11:30 AM - 12:00 PM
12:00 PM
Talks: Robbert Pullen
Robbert Pullen
12:00 PM - 1:00 PM
Contributions
12:00 PM
tba
-
Robert Pullen
(
Optiver Amsterdam
)
1:00 PM
Sandwich lunch and Departure
1:00 PM - 2:00 PM