Speaker: Dr Juan Arismendi Zambrano, MU Department of Economics, Finance and Accounting
Title: Research in Empirical Finance
Abstract: In this seminar I will present some of the most recent topics in finance that use the interaction of data analysis (big data – machine learning), econometrics, statistics, and numerical analysis methods and results. The list of research topics to be presented are:
Finance
a) Equity Risk Premium Predictability
b) Sentiment Analysis in Finance
c) Political Stability Risk Measurement in a Rational Investor Framework
d) High-Frequency Oil Shocks impact into Agricultural Commodities
Quantitative Finance
e) Inverse Problems in Credit Risk Measurement
f) Human Behaviour Learning
g) Optimal Target Zone Regimes for Currency Exchange.