Archives for LFIN
March 24, 2023
events
LFIN Seminar
Nestor Parolya, Delft University
will give a presentation on
Two is better than one: Regularized shrinkage of large minimum variance portfolios
Abstract:
In this paper we construct a shrinkage estimator of the global minimum variance (GMV) portfolio by a combination of two...
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March 17, 2023
Event
LFIN Seminar
Nabil Bouamara
will give a presentation on
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications
Abstract:
We introduce a simple tool to control for false discoveries and identify individual signals when there are many tests, the test...
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March 10, 2023
Event
Louvain Finance Seminar
Paolo Giudici, University of Pavia
will give a presentation on
SAFE Artificial Intelligence in Finance
Abstract:
Financial technologies, boosted by the availability of machine learning models, are expanding in all areas of finance: from payments (peer to peer lending) to asset...
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January 13, 2023
Event
Academic Recruitment Seminar
Prabal Shrestha (EMLV De Vinci Research Center)
"Sustainable Finance: Effective Communication in Digital Settings"
LFIN contact person: James Thewissen
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January 13, 2023
Seminar
Academic Recruitment Seminar
Thanos Verousis (Essex Business School )
"Decomposing asymmetric information in equity options"
LFIN contact person: James Thewissen
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