Session: TH-P-BU
Machine Learning

Chair

Michael Ludkovski

Time

14:30 - 16:30 on Thursday, 19th of July 2018

Venue

Burke Theater

14:30

Attention to Bitcoin

Amirhossein Sadoghi (University of Hohenheim)
15:00

Machine Learning for Portfolio Tail Risk Measurement

Mike Ludkovski (University of California, Santa Barbara), Jimmy Risk (Cal Poly Pomona)
15:30

CDS Rate Construction Methods by Machine Learning Techniques

Zhongmin Luo (birkbeck, University of London), Raymond Brummelhuis (University of Reims Champagne-Ardenne)
16:00

Empirical Asset Pricing via Machine Learning

Shihao Gu (University of Chicago), Bryan Kelly (Yale University), Dacheng Xiu (University of Chicago)