Summer Camp 2022
11.07. - 14.07.2022
Buckow, Germany
Contact Information
Wolfgang Härdle IRTG 1792 | ||
| Tel.: | +49 - 30 - 2093 99469 | |
| E-Mail: | irtg1792.wiwi@hu-berlin.de | |
Venue
15377 Buckow (Märkische Schweiz)
Participants
HUBWolfgang Härdle Min-Bin LIN Konstantin Häusler Jovanka Lili Matic Ilyas Agakishiev Kainat Khowaja Xinwen NI Ratmir Miftachov Raphael Reule Bruno Spilak Xingjia WANG Berlin School of Economics and Law, DEFrancis LIU Natalie Packham Université Catholique de Louvain, BE
Linqi WANG Università degli Studi di Palermo, IT
Universität Duisburg Essen, DE
University of Glasgow, UK
Jiawen LIANG Aarhus University, DKTimo Terasvirta | Delivery Hero, DEDanial Saef Royalton Partners AG, CHRoman Babka Przemyslaw Bielicki Michael Althof Society for Business Excellence, RO
National University of Singapore, SG
Chao ZHOU Taojun XIE National Yang Ming Chiao Tung University, TWHsieh Hsing-Chuan Loughborough University, UKAndrew Vivian Southwestern University of Finance and Economics, CNZijin WANG Yifu WANG |
Schedule
Note for Time Slot Arrangement:
The time slot for every regular-talk is 30-minute = a 25-minute presentation + a 5-minute discussion.
The time slot for every short-talk is 20-minute = a 15-minute presentation + a 5-minute discussion.
Day | Time | Speaker | Title |
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Day | Time | Speaker | Title |
| 12:00 | Arrival | |
1st Session, Chair: Raphael Reule | |||
13:00-13:30 |
Wolfgang K. Härdle | ||
13:30-14:00 | Keynote Talk I - Taojun XIE Technology centrality, bilateral knowledge spillovers and M&As. Discussant: Andrew Vivian (5 Minutes) | ||
14:00-14:20 | Lili Matic | ShapMis: Variable importance in the presence of missing values | |
14:20-14:40 | Min-Bin LIN | DAI - Digital Art Index | |
2nd Session, Chair: Michael Althof | |||
| 14:40-15:00 | Francis LIU | The Interest Rate Dynamics of Crypto-backed P2P Lending | |
| 15:00-15:20 | Linqi WANG | Dynamic autoregressive liquidity | |
15:20-15:40 |
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15:40-16:00 | Jiawen LIANG | Robo-advising under rare disasters: learning investors’ risk preferences | |
16:00-16:20 | Hsieh Hsing-Chuan | Regime-switching reinforcement learning in portfolio management | |
16:20-17:10 |
Managing Climate Risk Discussant: Chao ZHOU (5 Minutes) | ||
17:10-17:30 | Yifu WANG | Which exchange is leading in crypto markets? A high-frequency dynamic network perspective | |
17:30-18:30 | Swimming in the Lake (German Sports Badge) | ||
| BBQ Terrace Dinner | ||
| 1st Session, Chair: Raul Bag | ||
09:30-10:10 | Short Course - Francis LIU Spectral Analysis Discussant: Natalie Packham (5 Minutes) | ||
10:10-10:30 | Ratmir Miftachov | Shapley Values - A nonparametric perspective | |
10:30-10:50 | Ilyas Agakishiev | Regime-Switching Reinforcement Learning for portfolio management | |
| 10:50-11:00 | Coffee Break | ||
2nd Session, Chair: Kainat Khowaja | |||
11:00-11:20 | Raul Bag | Quantinar: advanced statistical EduTech | |
11:20-11:40 | Bruno Spilak | Quantinar: governance for a p2p knowledge platform | |
| 11:40-12:00 | Michael Althof | FRM for Cryptos | |
(Mini Beamer Required!) 1. Save your talks locally! 2. Food and Drinks are NOT covered! | |||
Excursion / Lunch | |||
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3rd Session, Chair: Ratmir Miftachov (At Pritzhagener Mühle!) | |||
15:00-15:20 | Konstantin Häusler | ETF construction on CRIX | |
15:20-15:40 | Zijin WANG | Network structure based portfolio | |
16:00 - 17:00 | Swimming Tornow Lake (Bring Swimming Clothes) | ||
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| 1st Session, Chair: Konstantin Häusler | ||
09:30-09:50 | Danial Saef | Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing | |
09:50-10:10 | Kainat Khowaja | Localising Forward Intensities | |
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2nd Session, Chair: Kainat Khowaja | |||
10:50-11:30 | Keynote Talk IV - Christian Hafner Discussant: Ying CHEN (5 Minutes) | ||
3rd Session, Chair: Wolfgang K. Härdle | |||
11:30-12:00 |
That's it folks | ||
| 12:00 | Departure | ||