POSTPONED: Bubblemania - to burst or not to burst

Contribution List

4. Central Counterparty Exposure in Stressed Markets

Albert Menkveld (Vrije Universiteit Amsterdam), Shihao Yu (Vrije Universiteit Amsterdam), Wenqian Huang (Bank for International Settlements)

02/04/2020, 14:00

Talks

3. 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)

02/04/2020, 15:00

Talks

5. A systematic mathematical classification of bubbles: Inefficient bubbles and efficient drawdowns in financial markets

Didier Sornette (ETH Zurich)

02/04/2020, 16:30

Invited talks

2. Nonparametric sign prediction of high-dimensional correlation matrix coefficients

Christian Bongiorno (CentraleSupélec Université Paris-Saclay), Damien Challet (CentraleSupélec Université Paris-Saclay)

03/04/2020, 09:00

Talks

11. 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)

03/04/2020, 10:00

Talks

12. Bubbles and long memory in cryptocurrencies: Information Theory approach

Aurelio Bariviera (Universitat Rovira I Virgili), Osvaldo Rosso (Universidade Federal de Alagoas)

03/04/2020, 11:30

Talks

1. Market Reliability Measures and Liquidity Crashes

Arze Karam (Durham University)

03/04/2020, 14:00

Talks

6. Panel discussion

03/04/2020, 15:00

Talks

Panelists:
Richard Haynes, Commodity futures Trading Commission, and Martin Bellamy, Financial Conduct Authority

7. Liquidity transformation in the asset management industry

Vikas Agarwal (Georgia State University)

03/04/2020, 16:30

Invited talks

9. Popular Music, Sentiment, and Noise Trading

Kim Kaivanto (Lancaster University), Peng Zhang (Guizhou Minzu University)

04/04/2020, 09:30

Talks

10. 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)

04/04/2020, 10:30

Talks

8. tba

Robert Pullen (Optiver Amsterdam)

04/04/2020, 12:00

Talks

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