1 February 2023
8 February 2023
Marc-Oliver Pohle. "Generalised Correlation".
15 February 2023
Grigory Vilkov. "Media Narratives and Price Informativeness".
22 February 2023
Jie Cao. "Forecasting Option Returns with News".
8 March 2023
Bing Han. "Idiosyncratic Volatility and the ICAPM".
22 March 2023
Carole Bernard. "Option-Implied Dependence and Correlation Risk Premium".
29 March 2023
Raman Uppal. "What is Missing in Asset-Pricing Factor Models".
Past Theme: Machine Learning in Finance
12 October 2022
Stephane Crepey, "Learning Value-at-Risk and Expected Shortfall".
19 October 2022
Philip Murray, "Deep Bellman Hedging".
26 October 2022
16 November 2022
Sanjiv Das, "Multimodal Machine Learning for Finance".
23 November 2022
Arthur Book, "Smiling in Action".
30 November 2022
Matthew Dixon, "Deep Partial Least Squares for Empirical Asset Pricing".
Quantitative FinTech Research Group, University of Sussex Business School, 2023