Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

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Crypto-currencies in a digital economy

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You may find a list of all presentation abstracts here.

Thursday, 16.11.17

 


Opening Session

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Michael Kumhof (Bank of England). The Macroeconomics of Central-Bank-Issued Digital Currencies

 

 


Morning Session. Chair: Michael Burda

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Wolfgang Karl Härdle (HU Berlin). Pricing Cryptocurrency options: with applications to CRIX

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Jörg Osterrieder (ZHAW). Cryptocurrencies – Not for the faint-hearted

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Simon Trimborn (NUS). Investing with cryptocurrencies - A liquidity constrained investment approach

 

 


Afternoon Session. Chair: Wolfgang Karl Härdle

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Cathy YH Chen (HU Berlin). Dynamic Topic Modelling and Crypto Fora

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Ying Chen (NUS). A sparse network autoregressive model for Cryptocurrencies

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Shi Chen & Chong Liang (KIT). Time-varying volatility estimation with high frequency Cryptocurrencies

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Florian Tschorsch (TU Berlin/ Einstein Center Digital Future). Towards a Distributed Route Selection for Payment Channel Networks

 


Blockchain nights. Chair: Hermann Elendner

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Nicolas Brand (Lakestar). Blockchain technology, the tokenisation of the world and investing in the sector

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Vytautas Karalevičius (SpectroCoin.com/ KU Leuven University ). The impact of blockchain technology for securities transaction lifecycle

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Tobias Schulz (High-Tech Gründerfonds Management GmbH). ICOs and what I learned from a Bitcoin Millionaire

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Oliver Beige (Agnostic Consulting). Just another database format? Why economists should pay attention to blockchains.

 

Friday, 17.11.17

 

 


Opening Session II. Chair: Stefan Lessmann

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Michael Burda (HU Berlin). The Macroeconomics of Digital Currrencies in Broad Brushstrokes

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Li Guo( SMU ). Understanding Latent Group Structure of Cryptocurrencies: Covariate-assisted Spectral Clustering for Dynamic Network

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Tony Klein & Thomas Walther (TU Dresden). Are Cryptocurrencies the New Gold? – A Portfolio-Based Analysis 

 


Morning Session II. Chair: Björn Scheuermann

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Hermann Elendner (HU Berlin). The resiliency of crypto currency markets

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Paolo Giudici (University of Pavia). What determines the price in cryptocurrency markets?

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Anna Almosova (HU Berlin). Costs of the Digital Currency Provision from the Macroeconomic Prospective

 


Blockchain nights. Chair: Simon Trimborn

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Hao Cheng (SMU). What drives Bitcoin?

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Alla Petukhina (HU Berlin). Risk-based asset allocation strategies in Crypto-currency market

 

You may find a list of all presentation abstracts here.