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Home » Events » Joint Spring Seminar 2019, Windsor

Joint Spring Seminar 2019, Windsor

24 March 2019 - 26 March 2019

Windsor, United Kingdom

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Papers


Global Market Inefficiencies

Söhnke Bartram, Warwick Business School

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A backtesting protocol in the Era of Machine learning

Campbell Harvey, Duke’s Fuqua School of Business

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Tutorial: Robo advising

Andrew Rudd

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Tutorial: Deep learning models for time series data

Kevin Webster, Imperial College and Feedforward Ltd

You will need to be logged in to be able to download the remaining documents (biographies, papers, summaries and video-registrations)

Trading Volume in Crypto Currency Markets

Daniele Bianchi, Warwick Business School

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Tutorial: Where’s the Value in Unstructured Data

Steve Young, Lancaster University

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Exchange Rate Predictability and Dynamic Bayesian Learning

Rainer Schlussler, University of Greiswald,

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Sparse Macro Factors

David Rapach, Saint Louis University

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Break Risk

Allan Timmermann, Rady School of Management - University of California San Diego

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Optimal Data Reduction in Non-­‐Stationary Systems

Jakob Krause, Martin-­‐Luther University Halle-­‐Wittenberg

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Forecasting Large Realised Covariance Matrices: The Benefits of Factor Models and Shrinkage

Ruy Ribeiro, PUC-­‐Rio

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  • About
    • About Inquire Europe
    • Our Board
    • Committees
    • Honorary members
    • Sister organisations
    • CQA
  • News
  • Membership
    • Membership
    • Our members
    • Membership fee
    • Registration form
    • Young Professionals Program
    • Guest program
  • Seminars / Webinars
    • Seminars / Webinars
    • Future seminars
    • Previous seminars
  • Research
    • Research
    • Call for research proposals
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
  • Contact