POSTPONED: Bubblemania - to burst or not to burst

from Thursday, 2 April 2020 (09:00) to Saturday, 4 April 2020 (14:00)
Calman Learning Centre

        : Sessions
    /     : Talks
        : Breaks
2 Apr 2020
3 Apr 2020
4 Apr 2020
AM
09:00
Talks (until 11:00) ()
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 - Jing Nie (University of International Business and Economics) Handing Sun (Fenics software) Julian Williams (Durham University)   ()
11:00
Coffee break (until 11:30) ()
11:30
Talks (until 12:30) ()
11:30 Bubbles and long memory in cryptocurrencies: Information Theory approach - Osvaldo Rosso (Universidade Federal de Alagoas) Aurelio Bariviera (Universitat Rovira I Virgili)   ()
09:30
Talks (until 11:30) ()
09:30 Popular Music, Sentiment, and Noise Trading - Peng Zhang (Guizhou Minzu University) Kim Kaivanto (Lancaster University)   ()
10:30 Marked point process and intensity ratios for limit order book modelling - Nakahiro Yoshida (Japan Science and Technology Agency) Iaone Muni Toke (CentraleSupélec Université Paris-Saclay)   ()
11:30
Coffee break (until 12:00) ()
PM
12:00
Arrival and Sandwich Lunch (until 14:00) ()
14:00
Talks (until 16:00) ()
14:00 Central Counterparty Exposure in Stressed Markets - Wenqian Huang (Bank for International Settlements) Albert Menkveld (Vrije Universiteit Amsterdam) Shihao Yu (Vrije Universiteit Amsterdam)   ()
15:00 Liquidity and tail risk interdependencies in the euro area sovereign bond market - Pasquale Filiani (Central Bank of Ireland) Daragh Clancy (European Stability Mechanism) Peter Dunne (Central Bank of Ireland)   ()
16:00
Coffee break (until 16:30) ()
16:30
Invited talks (until 18:00) ()
16:30 A systematic mathematical classification of bubbles: Inefficient bubbles and efficient drawdowns in financial markets - Didier Sornette (ETH Zurich)   ()
18:00
Drinks Reception (until 20:00) ()
12:30
Sandwich Lunch (until 14:00) ()
14:00
Talks (until 16:00) ()
14:00 Market Reliability Measures and Liquidity Crashes - Arze Karam (Durham University)   ()
15:00 Panel discussion   ()
16:00
Coffee break (until 16:30) ()
16:30
Invited talks (until 18:00) ()
16:30 Liquidity transformation in the asset management industry - Vikas Agarwal (Georgia State University)   ()
19:00
Conference Dinner (until 22:00) ()
12:00
Talks (until 13:00) ()
12:00 tba - Robert Pullen (Optiver Amsterdam)   ()
13:00
Sandwich lunch and Departure (until 14:00) ()