Events - Durham University Business School

Quantitative Research in Financial Economics

Quantitative Research in Financial Economics (QRFE) research centre focuses on all aspects of quantitative and empirical financial modelling and draws expertise from areas as diverse as applied stochastic modelling, financial econometrics, banking, microstructure and asset pricing.

Upcoming Events - 2023-24

Date	Title of Paper/Event	Time and Location	Topic and Speaker
19 October 2023	One-Day Workshop on Market Microstructure, Fintech and AI	9.00am-4.00pm, MHL452	Keynote speaker: Albert Menkveld, Vrije Universiteit Amsterdam
17 January 2024	Hedge Funds and the Positive idiosyncratic Volatility Effect	1:15-3:00pm, MHL405	Florian Wegert, University of Neuchâtel
10 May 2024	One-Day Workshop on Asset Pricing and Machine Learning	MHL452	Keynote speaker: Dacheng Xiu, Chicago Booth
23 May 2024	First QRFE Workshop on Quantitative Finance	MHL452	Keynote speaker: Dimitri Vayanos, London School of Economics
10 June 2024	Seminar Title TBD	1:15-3:00pm, MHL452	Robert Kosowski, Imperial College London

Past Events - 2022-2023

Date	Title of paper	Time and Location	Topic and Speaker
13 October 2022	Market opacity and fragility	3:00-5:00pm, Room MHL454	Finance Giovanni Cespa, Bayes Business School
10 November 2022	Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices, with Francesco Bianchi and Howard Kung.	2:45-4:45pm, Room MHL452	Finance, Economics Roberto Gomez Cram, London Business School
1 December 2022	Long Horizon Multifactor Investing Reinforcement Learning, with Chengyu Zhang	3:00-5:00pm, Online	Finance Ruslan Goyenko, McGill University
15 December 2022	Forecasting and Managing Correlation Risks, with Tim Bollerslev and Yushan Tang	3:00-5:00pm, Online	Finance Sophia Zhengzi Li, Rutgers Business School
4 May 2023	Optimal Inference for Spot Regressions, with Tim Bollerslev and Yuexuan Ren	3:00-5:00pm, Online	Finance Jia Li, Singapore Management School
25 May 2023	Equilibrium in a Decentralized Finance Lending Market	3:00-5:00pm, Room MHL454	Finance Fahed Saleh, Wake State University
2 June 2023	QRFE Asset Pricing Workshop	8:00am-3:00pm, Room MHL453	Keynote speaker: Vikas Agarwal, Georgia State University. Full list of speakers here.