29th QFRG & DSLab research seminar

Crypto session: volatility forecasting, cross-exchange risk and Quantinar

Name: Crypto session: volatility forecasting, cross-exchange risk and Quantinar
Start: 2023-01-23T15:00:00+01:00
End: 2023-01-23T18:00:00+01:00
Location: Faculty of Economic Sciences, University of Warsaw

Announced as the 28th seminar (numbering corrected).

Wolfgang Härdle

Yifu Wang

Raul Bag

Programme

15:00Crypto volatility forecasting: ML vs GARCH — Wolfgang Härdle
16:30Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective — Yifu Wang
17:10Quantinar – The 2P2 Platform for Knowledge Sharing — Raul Bag

Materials

Recording: Wolfgang HärdleCrypto volatility forecasting: ML vs GARCH Recording: Yifu WangCross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective Recording: Raul BagQuantinar – The 2P2 Platform for Knowledge Sharing PosterSeminar announcement