PROGRAMME

17th FINANCIAL RISKS INTERNATIONAL FORUM

In construction

  • MARCH 18, 2024
  • MARCH 19, 2024
  • Poster session

17th FINANCIAL RISKS INTERNATIONAL FORUM "Big Data & Algorithmic Finance"

- “Asset Swap Spreads as Business Cycle Assessors: a Markov Switching Dynamic Factor with Time-Varying Variance Extension”
Romain AUMOND, CREST.
“Factor Risk Budgeting and Beyond”
Adil Rengim CETINGOZ, Université Paris 1 Panthéon-Sorbonne and Amundi Asset Management, and Olivier GUEANT, Université Paris 1 Panthéon-Sorbonne.
- “Higher-Moments Estimation of the Industry Cost of Equity Capital with Errors-in-Variables?”
Marc DESBAN, and Erkin DIYARBAKIRLIOGLU, Université Paris Est Créteil.
- “Tackling Carbon Complexity: A Machine Learning Journey into Corporate GHG Emissions Modelling?”
Timothé GUILLAUME-LI, EcoAct.
- “Rediscovering Price Discovery”
Julien LING, Collège de France and Renmin University of China, Delphine Lautier, and Bertrand Villeneuve, Université Paris-Dauphine PSL.
- “Predicting Islamic Bank Stocks Using Twitter Investor Sentiment and Deep Learning Models”
Ayoub RAZOUK, Aymane HARKATI, Sultane Moulay Slimane University, Youness SAOUDI, and Hanaa HACHIMI, Ibn Tofail University.
- “Answering Clean Tech Questions with Large Language Models”

Lauren STAGNOL, Amina CHERIEF, Zakaria FARAH, Takaya SEKINE, Amundi Institute, Theo LE GUENEDAL, and Sofia SAKOUT, Amundi Technology.