HUB-NUS Fintech Workshop
HUB-NUS Fintech Workshop

Speakers & Program Agenda

08:50 ~ 09:00
Assoc. Prof. Yi-Chun CHEN (NUS RMI)
Prof. Dr. Ulrich HORST (HUB)

Welcome address

09:00 ~ 09:30
Prof. Dr. Stefan LESSMANN (HUB)

From accuracy to value: From a multi-objective approach for value driven feature selection

09:30 ~ 10:00

Topic sentiment asset pricing with DNN supervised learning

10:00 ~ 10:30

Investing with cryptocurrencies - topic modelling dependent information retrieval from cryptocurrency experts

11:00 ~ 11:30
Prof. Dr. Vladimir SPOKOINY (HUB)

Optimal stopping via reinforced regression

11:30 ~ 12:00
Paolo PAGNOTTONI (Pavia University)

Vector error correction models to measure connectedness of bitcoin exchange markets

13:30 ~ 14:00
Prof. Mike K. P. SO (HKUST)

Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management

14:00 ~ 14:30

VCRIX: modelling a fear-index for cryptocurrencies

14:30 ~ 15:00

Utilizing high-dimensional high-frequency data for lower sampling frequencies

15:30 ~ 16:00
Dr. Richard PETERSON (MarketPsych)

Sentimental markets: how information flow drives asset prices

16:00 ~ 16:30
Prof. Jin-Chuan DUAN (NUS)

Variable selection with big data based on Zero Norm and via sequential Monte Carlo

Hosted by

Copyright 2006-2019 © NUS Risk Management Institute.