{"id":114,"date":"2013-10-19T11:00:58","date_gmt":"2013-10-19T09:00:58","guid":{"rendered":"http:\/\/qfrg.zz.mu\/wp\/?page_id=114"},"modified":"2022-10-13T11:42:31","modified_gmt":"2022-10-13T09:42:31","slug":"eurex-conference-2012","status":"publish","type":"page","link":"https:\/\/qfrg.wne.uw.edu.pl\/?page_id=114","title":{"rendered":"Eurex Conference 2012"},"content":{"rendered":"

The Quantitative Finance Research Group and Eurex Exchange invite everyone interested to attend the conference:<\/p>\n

HOW TO EFFECTIVELY REPLICATE
\nHEDGE FUNDS STRATEGIES
\nUSING EUREX PRODUCTS?<\/h1>\n

2012-12-05, 14:00<\/h3>\n

University of Warsaw
\nFaculty of Economic Sciences
\nRoom A<\/a><\/h2>\n

\"poster\"<\/a><\/p>\n

 <\/p>\n

Programme of the conference:<\/strong>
\n 
\n

\n\r\n
14.00-14.10<\/td>\nReception desk<\/td>\n<\/tr>\n\r\n
14.10-14.20<\/td>\nQFRG<\/td>\nopening remarks<\/a>(slides<\/a>)<\/td>\n<\/tr>\n\r\n
14.20-14.50<\/td>\nDeepesh Shah, VP Business Development<\/td>\n EUREX: EUREX\/Deutsche B\u00f6rse activities focused on cooperation of business and science<\/a><\/td>\n<\/tr>\n\r\n
14.50-15.20<\/td>\nQFRG Group #1, University of Warsaw<\/td>\nReplicating Hedge Fund Strategies using Eurex products<\/a><\/td>\n<\/tr>\n\r\n
15.20-15.50<\/td>\nDr. Piotr W\u00f3jcik, University of Warsaw<\/td>\nHigh-Frequency Data Modelling with R language<\/a><\/td>\n<\/tr>\n\r\n
15.50-16.05<\/td>\nCoffee break<\/td>\n<\/tr>\n\r\n
16.05-16.35<\/td>\nRenaud Huck, SVP Buy-Side Relations, EUREX<\/td>\n The changing nature and landscape of the European hedge fund industry<\/a><\/td>\n<\/tr>\n\r\n
16.35-17.05<\/td>\nQFRG Group #2, University of Warsaw<\/td>\nReplicating long\/short hedge fund strategies using time-varying linear regression models<\/a><\/td>\n<\/tr>\n\r\n
17.05-17.20<\/td>\nCoffee break<\/td>\n<\/tr>\n\r\n
17.20-17.50<\/td>\nDr. Ian Firla, OSTC Poland<\/td>\n Potential careers in global trading for quantitative specialists. Application of quantitative methods in in real-world trading scenarios<\/td>\n<\/tr>\n\r\n
17.50-18.20<\/td>\nDr. Piotr Arendarski, University of Warsaw<\/td>\n Forecasting of time-series using methodology based on ARIMA models and genetic programming<\/a><\/td>\n<\/tr>\n\r\n
18.20-18.30<\/td>\nFinal remarks and Conference closing<\/td>\n<\/tr>\n<\/tbody><\/table><\/div><\/p>\n","protected":false},"excerpt":{"rendered":"

The Quantitative Finance Research Group and Eurex Exchange invite everyone interested to attend the conference: HOW TO EFFECTIVELY REPLICATE HEDGE FUNDS STRATEGIES USING EUREX PRODUCTS? 2012-12-05, 14:00 University of Warsaw […]<\/p>\n","protected":false},"author":1,"featured_media":121,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"open","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/pages\/114"}],"collection":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=114"}],"version-history":[{"count":10,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/pages\/114\/revisions"}],"predecessor-version":[{"id":1488,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/pages\/114\/revisions\/1488"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=\/wp\/v2\/media\/121"}],"wp:attachment":[{"href":"https:\/\/qfrg.wne.uw.edu.pl\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=114"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}