08:00 - 09:30 |
Coffee/Breakfast |
09:30 - 09:35 |
Kickoff |
09:35 - 09:55 | William Foote
Volatility and Spillover: Facts of Market Life |
09:55 - 10:15 | Paul Laux
Learning by lending in the interbank market
(pdf) |
10:15 - 10:21 | Shilin Zhang
Bankruptcy court competition: Pro-debtor bias and Forum Shopping
(pptx) |
10:21 - 10:27 | Zubin Dowlaty
US Financial Markets States Identification Using Computational Geometry |
10:27 - 10:33 | Haider Almohri Expected Return on Investment Time of Interest-Free Loans using Absorbing Markov Chain |
10:33 - 10:55 |
Break |
10:55 - 11:15 | Eden Luvishis and Leonid Maksymenko
Financial Applications of Linear Risk Management via Non-linear Machine Learning
(pdf) |
11:15 - 11:35 | Leopoldo Catania
Dynamic Multiple Quantile Models
(pdf) |
11:35 - 11:55 | Paul Teetor
Taming of Portfolio of Spreads
(pdf) |
11:55 - 13:00 |
Lunch |
13:00 - 13:50 | Thomas Harte
Treezer Goode: The Curious Tale of a Wood that Needed the Trees
(html) |
13:50 - 14:10 | Chris Thomas
Pricing Copper Better Than Bloomberg: Better than KOSPI Levels?
(pptx) |
14:10 - 14:30 |
Break |
14:30 - 14:50 | Bryan Rodriguez and Luis Arreola
Trading Commodities in Lower Earth Orbit |
14:50 - 15:10 | Kyle Balkissoon
Assessing the impact of extreme specific news events on forward returns
(pdf) |
15:10 - 15:16 | David Ardia
Landscape of Academic Finance with the Structural Topic Model
(pdf) |
15:16 - 15:22 | Matt Dancho
M6 Financial Forecasting Competition: What we've learned
(pdf) |
15:22 - 15:45 |
Break |
15:45 - 16:05 | Oliver Delmarcelle
sentopics: An R package for joint sentiment and topic analysis of textual data |
16:05 - 16:25 | Jay Panchal
qicR: Quantum Information & Computation in R - Bringing quantum computing to the R ecosystem
(pdf) |
16:25 - 16:45 | Jeff Ryan
Repeating R (and more!) with rpeat |
16:45 - 16:55 |
Conclusion |
16:55 - 17:10 |
Transition to reception downstairs (West Terrace) |
17:10 - 21:25 |
Post-conference Reception at West Terrace |