Windsor, United Kingdom
Papers
Global Market Inefficiencies
Söhnke Bartram, Warwick Business School
A backtesting protocol in the Era of Machine learning
Campbell Harvey, Duke’s Fuqua School of Business
Tutorial: Robo advising
Andrew Rudd
Tutorial: Deep learning models for time series data
Kevin Webster, Imperial College and Feedforward Ltd
Trading Volume in Crypto Currency Markets
Daniele Bianchi, Warwick Business School
Tutorial: Where’s the Value in Unstructured Data
Steve Young, Lancaster University
Exchange Rate Predictability and Dynamic Bayesian Learning
Rainer Schlussler, University of Greiswald,
Sparse Macro Factors
David Rapach, Saint Louis University
Break Risk
Allan Timmermann, Rady School of Management - University of California San Diego
Optimal Data Reduction in Non-Ââ€Stationary Systems
Jakob Krause, Martin-Ââ€Luther University Halle-Ââ€Wittenberg
Forecasting Large Realised Covariance Matrices: The Benefits of Factor Models and Shrinkage
Ruy Ribeiro, PUC-Ââ€Rio