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 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

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