[Conference] ML approaches Finance and Management 

Workshop ML approaches Finance and Management ( Meet-up link ) on March 24-25, 2022.

Keynote talks include

1) A penalized two-pass regression to predict stock returns with time-varying risk premia 
Olivier Scaillet | University of Geneva

2) Is your machine better than you? You may never know
Francis de Vericourt | ESMT Berlin

3) Asymptotic Properties of Kernel Estimators of Multivariate Diffusion Processes
Dennis Kristensen | University College London

4) Bootstrapping Financial Econometric Models 
Giuseppe Cavaliere | University of Bologna

5) TBA
Dacheng Xiu | University of Chicago

6) Beta Sorted Portfolio
Richard Crump | Federal Reserve Bank of New York

Talks from COST include

1) ML Applications to Diversified Portfolio Construction
Peter Schwendner | Zurich University of Applied Sciences

2) A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection 
Marc Wildi | Zurich University of Applied Sciences

3) 代 DAI – the Digital Art Index
Wolfgang Karl Härdle | Humboldt-Universität zu Berlin

4) Robo-advising under rare disasters 
Cathy Chen | University of Glasgow

5) TBA
Petre Lameski | University of Sts. Cyril and Methodius in Skopje

6) Peer Effects in a Unique Fishing Game
Rui Ren | Humboldt-Universität zu Berlin

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