2018 DEDA Program (HAX conference)

2018/10/24 Registration
 
2018/10/25 Conference Day 1
Morning 
09:40am-09:50am Group Photo
09:50am-10:00am Opening Ceremony  (N302, Econ. Building)
Yinggang Zhou
10:00am-10:30am Plenary Session (N302, Econ. Building)  
Plenary Talk I: Covariate-assisted spectral clustering in dynamic networks: An application to cryptocurrencies market
Wolfgang K. Härdle
10:30am-11:00am Plenary Talk II: The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series
Timo Teräsvirta
11:00am-11:20am Tea Break (Sunwise Café )
11:20am-12:10pm Session I-1 (Chair: Muyi Li) (N302, Econ. Building) Session I-2 (Chair: Li Chen) (N303, Econ. Building)
  Anders Bredahl Kock Zhiguo Xiao
Power in high dimensional testing problems Industrial policy, technological change and productive growth
Lars Winkelmann Cathy Yi-Hsuan Chen
Detecting hidden inflation components in nominal and real yield curves Cryptocurrency-specific lexicon, sentiment and options pricing
 
Afternoon
02:15pm-02:45pm Plenary Session (N302, Econ. Building)  
Plenary Talk III: Deep-learning based risk management: A case study in the spread trading market
Stefan Lessman
02:45pm-03:15pm Plenary Talk IV: Very deep learning on Domino Effects with the capital market simulation game
Jenher Jeng
03:15pm-03:25pm  Break
03:25pm-04:40pm Session II-1 (Chair: Xingbai Xu) (N302, Econ. Building) Session II-2 (Chair: Zhonglei Wang) (N303, Econ. Building)
  Paolo Santucci de Magistris Yarema Okhrin
Trading volume,  liquidity and commonalities on the FX markets Vine based modeling of multivariate volatility time-series
Jiening Pan Leopoldo Catania
Speculation and stock idiosyncratic risk puzzle A multivariate dynamic mixture model for discrete price changes at high frequency
Yuk Chee Wan Xuexin Wang
Cyber TeaCH - a smart data business model for smart economy Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of the intertemporal substitution in consumption
04:40pm-05:00pm Tea Break (Sunwise Café )
05:00pm-05:50pm Session III-1 (Chair: Xuexin Wang)  (N302, Econ. Building) Session III-2 (Chair: Haiqiang Chen) (N303, Econ. Building)
  Mingyang Li Shi Chen
Fundamental pricing in Shanghai stock prices: correcting downward biases in the first impression Estimating ultra high dimensional cointegration
Raphael Reule Ya Qian
Metamorphōseōn librī. about smart contracts Linear-in-means social interactions - case of an online game
 
2018/10/26 Conference Day 2
Morning
09:40am-10:10am Plenary Session (N302, Econ. Building)  
Plenary Talk V:TBA 
Tor Eriksson
10:10am-10:40am Plenary Talk VI: An arbitrage-free yield net model with application to the euro debt crisis
Linlin Niu
10:40am-11:00am Tea Break (Sunwise Café )
11:00am-12:15pm  Session IV-1 (Chair: Zhenghui Feng) (N302, Econ. Building)  Session IV-2 (Chair: Jiayi Wen ) (N303, Econ. Building)
  Junni Zhang Yundong Tu
Bayesian estimation of demographic system Uncovering the invisible effect of air pollution on stock return
Ming Xu Mengmeng Guo
Understanding the decline in occupational mobility Does air pollution affect local stock returns in China? 
Naijing Huang Li Chen
The extreme co-movement between European currencies and Chinese RMB Global temperatures and greenhouse gases: a common features approach