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Main Conference Day 3 (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time, GMTZ)
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Main Conference Day 3 (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time, GMTZ)
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Showing 1 of 1 Streams
Stream D: Interest Rates, FX, and Commodities
11:40 - 11:45
Chair's Welcome Remarks
11:45 - 12:20
Macroeconomic forecasting with machine learning & alt data with trading rules
12:20 - 12:55
Follow the sun: Modeling of renewable PPA's
- Roza Galeeva - Senior Lecturer, John Hopkins, AMS Department
Showing 1 of 1 Streams
Stream D: Interest Rates, FX, and Commodities
13:55 - 14:30
Pricing time extension of quote validity for loans under changing market conditions
14:30 - 15:05
Systematic strategies via vols
15:05 - 15:40
Stochastic volatility for Multi-Factor HJM model
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