Event schedule

October 7 (Thursday)

Opening
EN
  • Wolfgang Karl Härdle Humboldt-Universität zu Berlin

  • Jozef Barunik Academy of Sciences and Charles University

  • Milos Kopa Charles University

Non-fungible tokens and VizTech
EN
  • Wolfgang Karl Härdle Humboldt-Universität zu Berlin

Quantinar Data - Science - Education
EN
  • Julian Winkel Humboldt-Universität zu Berlin

Uniform confidence bands for generalised random forests estimates
EN
  • Kainat Khowaja Humboldt-Universität zu Berlin

Coffee Break
Monitoring network changes in social media
EN
  • Cathy Yi-Hsuan Chen Adam Smith Business School, University of Glasgow

Sentiment-driven cryptocurrency market analysis
EN
  • Anna Shchekina Humboldt-Universität zu Berlin

Compressed time series text regression
EN
  • Daniel Mittendorf Adam Smith Business School, University of Glasgow

A Data-driven Explainable Case-based Reasoning for Bankruptcy Prediction
EN
  • Wei Li Norwegian University of Science and Technology

Lunch Break
Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction
EN
  • Christian Brownlees Universitat Pompeu Fabra

FRM@Asia an ML Approach
EN
  • Ruting Wang Humboldt-Universität zu Berlin

Tail Risks, Investment Horizons, and Asset Prices
EN
  • Matej Nevrla Academy of Sciences and Charles University

Coffee Break
Tree Models for Data Driven Decision Making and Optimization
EN
  • Dolores Romero Morales Copenhagen Business School

Probabilistic Forecasting with Machine Learning and Big Data
EN
  • Jozef Barunik Academy of Sciences and Charles University

A Machine Learning Approach to Quantifying the Quality of Real Estate Descriptions
EN
  • Arild Brandrud Næss NTNU Business School

Optional Activities
Dinner

http://www.restauracemincovna.cz

October 8 (Friday)

Value at Risk Approach to Producer’s Best Response in Electricity Market with Uncertain Demand
EN
  • Martin Branda Charles University

Marine Fuel Hedging Under the Sulphur Cap Regulations
EN
  • Frantisek Cech Academy of Sciences and Charles University

Distributional Assymetries and Currency Risk
EN
  • Josef Kurka Academy of Sciences and Charles University

Deep Reinforcement Learning in Asset Pricing
EN
  • Lenka Nechvatalova Academy of Sciences and Charles University

Coffee Break
Portfolio optimization using distortion risk measures via linear programming
EN
  • Milos Kopa Charles University

Quantile Portfolio Optimization
EN
  • Martin Hronec Academy of Sciences and Charles University

Multivariate crypto-portfolio optimization
EN
  • Karel Kozmik Charles University

Lunch Break
Bankruptcy prediction for privately held SME's with implications on banks profitability
EN
  • Florentina Paraschiv Zeppelin University and Norwegian University of Science and Technology

Monitoring a developing pandemic with available data
EN
  • Jens Perch Nielsen Bayes Business School

Implied volatility smoothing at COVID-19 times
EN
  • Sebastiano Vitali Charles University

Coffee Break
Recursive multivariate volatility forecasts for large portfolios
EN
  • Tomáš Cipra Charles University

Testing structural breaks in large dynamic models
EN
  • Zuzana Prášková Charles University

Halfspace depth for general measures
EN
  • Petra Laketa Charles University

Closing
EN
  • Wolfgang Karl Härdle Humboldt-Universität zu Berlin

  • Jozef Barunik Academy of Sciences and Charles University

  • Milos Kopa Charles University