Name: POSTPONED: Bubblemania - to burst or not to burst
Start: 2020-04-02T09:00:00+01:00
End: 2020-04-04T14:00:00+01:00
Location: Calman Learning Centre

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

12:00 PM - 2:00 PM
2:00 PM
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

4:00 PM - 4:30 PM
4:30 PM 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

6:00 PM - 8:00 PM
Friday, April 3, 2020
9:00 AM
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

11:00 AM - 11:30 AM
11:30 AM
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

12:30 PM - 2:00 PM
2:00 PM
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

4:00 PM - 4:30 PM
4:30 PM 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

7:00 PM - 10:00 PM
Saturday, April 4, 2020
9:30 AM
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

11:30 AM - 12:00 PM
12:00 PM Robbert Pullen
Robbert Pullen
12:00 PM - 1:00 PM
Contributions

12:00 PM tba - Robert Pullen (Optiver Amsterdam)
1:00 PM

1:00 PM - 2:00 PM

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