Innovative Methods In Finance And Economics

November 10, 2017

CEFIS invites you to join us to immerse into banking in FinTech era, digital currencies, digital exchanges, contagion in emerging markets and cutting-edge forecasting methods with text mining and multiple time horizons.

Program

08:45-09:00 Opening remarks
09:00-09:30 Banking in the FinTech era: A view through the lens of the financial intermediation theory, Alexey Lobanov, Central Bank of Russia
09:30-10:00 Are foreigners the vectors of contagion? A study of seven emerging markets, Diego A. Agudelo, EAFIT University, Colombia
10:00-10:30 Out-of-sample performance of wavelet based portfolio allocations, Theo Berger, University of Bremen
10:30-11:00 Case Study of Lykke Exchange: Architecture and Outlook, Sergey Ivliev, Lykke
11:00-11:30 Coffee Break
11:30-12:00 When Wavelets are Useful Forecasters? Ege Yazgan, Istanbul Bilgi University
12:00-12:30 Anatomy of the Eurozone Crisis: A Survival Approach, Haluk Yener, Istanbul Bilgi University
12:30-13:00 Prediction with the FOMC (Federal Open Market Committee) Minutes, Chung-Ming Kuan, Academia Sinica & National Taiwan University
14:30-15:30 Panel with participants and end of the workshop.

Location: santralistanbul Campus, ÇSM 403

Please reply to cefis@bilgi.edu.tr for participation and further details about the program.