Research Seminar(2023.11.23): Digital Transformation, Green Innovation, and External Governance
Speaker: Hemei Li (Beijing Foreign Studies University)
Time: 2023/11/23 20:00-21:00 (GMT+08:00) China Standard Time - Beijing
Click the link to join the webinar or to add it to your meeting list:
https://meeting.tencent.com/dw/BhvEMfWRBqzn
#TencentMeeting:639-967-776
Research Seminar(2023.11.23): Digital Transformation, Green Innovation, and External Governance
Speaker: Hemei Li (Beijing Foreign Studies University)
Time: 2023/11/23 20:00-21:00 (GMT+08:00) China Standard Time - Beijing
Click the link to join the webinar or to add it to your meeting list:
https://meeting.tencent.com/dw/BhvEMfWRBqzn
#TencentMeeting:639-967-776
Research Seminar(2023.11.16): Change-Point Detection in the Conditional Mean-Variance Frontiers
Speaker: Yifan Zhang(Renmin University)
Time: 2023/11/16 19:00-21:00 (GMT+08:00) China Standard Time - Hong Kong
Click the link to join the meeting or to add it to your meeting list:
https://voovmeeting.com/dm/8bGe0pbxJ4nt
#VooVMeeting:888-001-925
Research Seminar(2023.11.03):The idiosyncratic volatility puzzle in China: A spatial econometric approach
Speaker: Bo Li (Beijing Foreign Studies University)
Time: 2023/11/03 20:00-21:30 (GMT+08:00) China Standard Time -Beijing
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https://meeting.tencent.com/dm/SmuxB7ccmJtY
#TencentMeeting:610-303-539
Research Seminar(2023.10.19): The conditional factor model based on weighted regressed PCA
Speaker: Yuhao Mu (Renmin)
Time: 2023/10/19 20:00-22:00 (GMT+08:00) China Standard Time -Beijing
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https://meeting.tencent.com/dm/vJxneUZ9lkVU
#TencentMeeting:377-564-088
Research Seminar(2023.10.13, Friday): Recent developments on factor model
Speaker: Xiaohan Xue (Bath), Rongyu You (Renmin), and Yishen Liu (CUHK)
Time: 2023/10/13 21:00-23:00 (GMT+08:00) China Standard Time -Beijing
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https://meeting.tencent.com/dm/c25OeVcHhZyh
#TencentMeeting:862-632-012
Research Seminar(2023.10.5)
Topic: Maximum Likelihood Estimation and Inference on the Conditional Factor Model
Speaker: Rongyu You, Renmin University of China
Time: 2023/10/5 20:00-21:30 (GMT+08:00) China Standard Time -Beijing
#TencentMeeting:922 177 081
Research Workshop on Empirical Asset Pricing (2023.4.15)
Time: 2023/04/15 18:00-21:00 (GMT+08:00) China Standard Time - Hong Kong https://meeting.tencent.com/dm/cBjKHTZZuOZh
#TencentMeeting:584-819-505
6:00-6:30pm Tiansong Zhao Public Attention and Volatility
6:30-7:00pm Yifan Zhou Tail Risk Factor
7:00-7:30pm Yishen Liu IPCA and China Stock Market
7:30-8:00pm Qiming Liu Machine Learning and Institutional investors behaviors
8:00-8:30pm Junxiang Zhang Machine Learning and M&A
8:30-9:00pm Gongrang Ma Geopolitic Risk and Volitility
Research Workshop (2023.4.4)
Topic: ChatGPT for Research by Yuhao Mu
Time: 2023/04/04 21:00-23:00 (GMT+08:00) China Standard Time - Hong Kong
Click the link to join the meeting or to add it to your meeting list:
https://meeting.tencent.com/dm/JkiiWrdFdKlV
#TencentMeeting:991-317-733
Research Workshop (2023.1.14)
会议时间:2023/1/14 15:00-22:00 (GMT+08:00) 中国标准时间 - 北京https://meeting.tencent.com/dm/mTjp7v6clH6N#TencentMeeting:171-397-315
Speaker Topic
3:00-3:40pm(BJ time) Shanglin Lu Choosing your optimal portfolio with signals
4:00-4:40pm Yifan Zhang Testing for changes in the conditional variance of stochastic discount factor
5:00-5:40pm Yuhao Mu Uncertainty and future trends of carbon dioxide emissions
7:00-7:40pm Yaosong Zhan Robust sparse index tracking portfolio
8:00-8:40pm Bo Li Purifying Factors by Functional PCA
9:00-9:40pm Yurong You/XiaohanXue Deep learning in the Chinese stock market
Workshop on random matrix theory and portfolio (2022.12.10-11)
会议时间:2022/12/10-11 14:00-22:00 (GMT+08:00) 中国标准时间 - 北京
https://meeting.tencent.com/dm/hkjsYAcoBUKL#腾讯会议:694-4649-2239
Speaker Topic
10-12-22 2:00-3:00pm(BJ time) Shanglin Lu Enhanced portfolio
3:00-4:00pm Yifan Zhang Factor Timing
4:00-5:00pm Yuhao Mu Principal Portfolios
5:00-6:00pm Jietian Xu Optimal shrinkage of eigenvalues in the spiked covariance model
7:00-8:00pm Yuqian Zhao Asymptotics of eigenstructure of sample correlation matrices for high
dimensional spiked model
8:00-9:00pm Hemei Li Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection
9:00-10:00pm Yaosong Zhan Sparse Portfolios for High-Dimensional Financial Index Tracking
11-12-22 2:00-3:00pm(BJ time) Shixuan Wang Efficient Sorting: A More Powerful Test for Cross-sectional Anomalies
3:00-4:00pm Bo Li Interpreting Factor Model
4:00-5:00pm Yurong You Machine Learning and the Implementable Effcient Frontier
6:00-7:00pm Xiaohan Xue Deep learning in asset pricing
7:00-8:00pm Lunyi Wang Mean-Reverting Portfolio With Budget Constraint.
8:00-9:00pm Yao Wang Empirical Asset Pricing via Machine Learning
2022.11.5-6 Workshop: Demand system-based assets pricing model
Songrun He (University of Washington, St. Louis)
会议时间:2022/10/5-6 19:00-21:30 (GMT+08:00) 中国标准时间 - 北京https://meeting.tencent.com/dm/Y92NBvW60LOu#
腾讯会议:570-9818-0873
2022.11.5 Demand system-based assets pricing model: micro and macro elasticity
2022.11.6 Demand system-based assets pricing model: fixed income, international markets and open questions
2022.10.23 Workshop: Minimum Variance Portfolio Optimization in the Spiked Covariance Model
Professor Zhenya Liu
会议时间:2022/10/23 20:00-22:00 (GMT+08:00) 中国标准时间 - 北京
https://meeting.tencent.com/dm/P9dzzqmwD8pl#
腾讯会议:998-979-516
2022.10.16 Workshop on optimal stopping time, finance, and economics
会议时间:2022/10/16 15:00-21:00 (GMT+08:00) 中国标准时间 - 北京
https://meeting.tencent.com/dm/0CJnvICfjjZh
#腾讯会议:399-943-942
2022.10.16 15:00-21:00 (BJ Time)
Section 1: Optimal stopping time and behavioral finance
3:00-3:30 pm Yao Wang Asymmetric information and optimal bankruptcy timing
3:30-4:00 pm Sibo Zhao Optimal stopping problem with anticipated utility
4:00-4:30 pm Yuqi Wang Media sentiments and optimal IPO timing
4:30-5:00 pm Tongyang Kong Cognitive bias and optimal stopping
5:00-5:30 pm Rongyu You Realization utility with a reference point for mental account
Section 2: Optimal stopping time, finance, and Economics
7:00-7:30 pm Yuhao Mu Recent development in the optimal stopping methods
7:30-8:00 pm Xuyuan Han When did global warming start?
8:00-8:30 pm Yaosong Zhan When will China's GDP catch up with the US?
8:30-9:00 pm Zhenya Liu Quick detection: bull, bear, and sidewalk market?
2022.10.10-14 Workshop on random matrix and portfolio theory
Professor Zhenya Liu (Renmin and Aix-Marseille)
会议时间:2022/10/10-2022/10/14 19:00-22:00, 中国标准时间 - 北京,每天
https://meeting.tencent.com/dm/rNthw01gJ3lW
#腾讯会议:679-6818-1549
10月10日 7 pm-10 pm (Beijing time)
Lecture 1:Random matrix theory and portfolio theory: Introduction
10月11日 7 pm-10 pm (Beijing time)
Lecture 2: Wigner’s surmise and the joint pdf of the eigenvalues
Textbook: G. Livan, M. Novaes, and P. Vivo, Introduction to Random Matrices: Theory and Practice, Springer, 2018.
10月12日 7 pm-10 pm (Beijing time)
Lecture 3: The pdf of the largest eigenvalue and free probability
Textbook: G. Livan, M. Novaes, and P. Vivo, Introduction to Random Matrices: Theory and Practice, Springer, 2018.
10月13日 7 pm-10 pm (Beijing time)
Lecture 4: Estimation of mean and correlation matrix
Textbook: Feng and Palomar, A Signal Processing Perspective on Financial Engineering, now, 2015.
10月14日 7 pm-10 pm (Beijing time)
Lecture 5: Portfolio theory and optimization
Textbook: Feng and Palomar, A Signal Processing Perspective on Financial Engineering, now, 2015.
2022.9.17 Workshop on Statistical Factor Model
https://meeting.tencent.com/dm/ooEvLCKlvgAF
腾讯会议:300-662-061
Workshop on factor models (2022.9.17)
Speaker Topic
6:00-6:30 pm(BJ time) Yurong You Instrument-based Factor Augmented VAR
6:30-7:00 pm Yifan Zhang Factor model and PCA
7:00-7:30 pm YuhaoMu Cross section returns of China, latent factors and IPCA
7:30-8:00 pm Yaosong Zhan High-dimensional factor models for stock returns
8:00-8:30 pm Bo Li Multi-Factor Asset Pricing Modle on Functional Principal Component Analysis
8:30-9:00 pm Ling Zhai Consumption volatility on a high-frequency level
9:00-9:30 pm Hemei Li Three factor model for commodity futures: Evidence from China
9:30-10:00 pm Zhenya Liu Summary and future research plan