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

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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

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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

Click the link to join the meeting or to add it to your meeting list:

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

Click the link to join the meeting or to add it to your meeting list:

https://meeting.tencent.com/dm/vJxneUZ9lkVU

#TencentMeeting：377-564-088

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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

Click the link to join the meeting or to add it to your meeting list:
https://meeting.tencent.com/dm/c25OeVcHhZyh

#TencentMeeting：862-632-012

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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

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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

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                        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
 

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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

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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

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                                      Speaker                                            Topic

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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

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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

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                                                         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

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                 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?