The First Yushan Conference in NCTU (2019/12/06)

  • 2019-11-15
  • Chih-Ying Shen
Data, Statistics, Finance

The First Yushan Conference in NCTU
December 6, 2019

1st floor, Room 101, Management Building 1, Kuang-Fu Campus, NCTU

09:40~10:00 Registration and Reception
10:00~10:10 Opening Ceremony
Henry Horng-Shing Lu, Vice President for Academic Affairs, NCTU
Hui-Min Chung, Deaof the College of Management, NCTU
Tian-Shyr Dai, Associate Deaof the College of Management, NCTU
Woan-lih Liang, Chair of Department of Information Management and Finance, NCTU
10:10~12:00 Session 1:
Wolfgang Karl Härdle, Ladislaus von Bortkiewicz Professor of Statistics 
at Humboldt-Universität zu Berlin 
 “CRIX a CRypto IndeX”
Cathy YH CHEN, Adam Smith Business School, University of Glasgow, Scotland, UK
“UK, NLP and Sentiment, Crypto opinion mining”
12:00~13:20 Luncheon
13:20~15:10 Session 2:

 “K-expectiles clustering for CRIX / VCRIX”
Elena Ivanova, HUB&XMU 
Advances on Quantile Preferences
Georg Keilbar, HUB&XMU
“Co Integration in the Crypto realm”
15:20~17:10 Session 3: NCTU PhD students session
Yu-Xyuan Chen, “Exploring the dynamic relationships between Fintech and other Traditional Finance”
Rui-Xiang Zhai, “Bank disaggregation quality and credit risks”     
Truong Quang Thai, “Real activities manipulation and mispricing”
Chris Vaike, “Trade policy uncertainty and global stock returns: Evidence for Trump winning the election”
Nguyen Hong Thoa, “Bank Stability and Short Selling”