Finance Research Day
18 oktober 2024 09:00 t/m 17:00 - Locatie: Body and Mind Hall, X. | Zet in mijn agenda
The Delft Institute of Applied Mathematics (DIAM) is organizing the third Finance Research Day at TU Delft with the aim of connecting academics, practitioners and regulators working in the area of quantitative finance, to discuss current challenges and explore new directions in finance.
Program
| 09:30 | Coffee and Tea |
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| 09:45 | Opening - K. Vuik (Director of DIAM) |
| 10:00 | D. Kandhai - ING / UvA - TBA |
| 10:45 | G. Mast - TU Delft - A novel COS-CPD network for solving multivariate expectation problems |
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| 11:15 | Break |
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| 11:30 | T. FIlatova - TU Delft - Physical Climate Risks and Economics of Climate Change Adaptation |
| 12:00 | M. Nijhuis - DNB - Integration of climate risks in banking supervision |
| 12:30 | Ö. Şahin - TU Delft - Pitfalls in ESG metrics: Quantitative solutions for data challenges |
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| 13:00 | Lunch Break |
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| 14:15 | M. Rosenbaum - Ecole Polytechnique - The two square root laws of market impact and their connection to rough volatility |
| 15:00 | R. Graumans - AFM - Statistical Predictions of Trading Strategies in Electronic Markets |
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| 15:30 | Break |
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| 16:00 | Panel discussion (J. Anderluh, F. Fang, L. Papapoulos, M. Rosenbaum. Moderator: A. Papapantoleon) |
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| 17:00 | End |