Cryptocurrencies
Data, Statistics, Finance
The First Yushan Conference in NCTU
December 6, 2019
1st floor, Room 101, Management Building 1, Kuang-Fu Campus, NCTU
Program
Data, Statistics, Finance
The First Yushan Conference in NCTU
December 6, 2019
1st floor, Room 101, Management Building 1, Kuang-Fu Campus, NCTU
Program
| Time | |
| 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, Dean of the College of Management, NCTU Tian-Shyr Dai, Associate Dean of 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: Wendy WANG, HUB&XMU “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” |