“Hedge Funds and the Positive Idiosyncratic Volatility Effect” (with Turan G. Bali)

by emlyon business school | Jul 24, 2023 | Events Quant

    Thursday 16 November – from 1:15pm to 2:15pm “Hedge Funds and the Positive Idiosyncratic Volatility Effect” (with Turan G. Bali) Florian Weigert, Full Professor of Financial Risk Management at the University of Neuchâtel (Switzerland)    ...

“Prevalence Estimation from Random Samples and Census Data with Participation Bias“

by mathieux | Jul 24, 2023 | Events Quant

    Thursday 9 November – from 1:15pm to 2:15pm  “Prevalence Estimation from Random Samples and Census Data with Participation Bias”  Stéphane Guerrier, Assistant Professor in Statistics and Data Science at the University of Geneva Abstract: Countries...

How attentional are retail investors to medium-sized stock returns? A Machine learning approach based on Internet search queries

by emlyon business school | Jul 24, 2023 | Events Quant

    12 October – from 1:15pm to 2:15pm How attentional are retail investors to medium-sized stock returns? A Machine learning approach based on Internet search queries Sarra Ghaddab, PhD student at University Lyon 1, ISFA research center and University...

‘Ventes aux enchères et modélisation des risques financiers extrêmes : l’exemple d’une vente d’antiquités réalisée par la maison de Baecque’ – Olivier le Courtois

by emlyon business school | May 30, 2023 | Events Quant

Dans une approche concrète et accessible à tous et toutes, Olivier Le Courtois, Professeur de finance a le plaisir de vous convier à une conférence sur les résultats de l’étude suivante : ‘Ventes aux enchères et modélisation des risques financiers extrêmes...

Finance Workshop EMLYON Business School – Grenoble Ecole de Management May 25th 2023

by emlyon business school | May 23, 2023 | Events Quant

              May 25th 2023 Finance Workshop emlyon Business School – Grenoble Ecole de Management   Aurélien BAILLON – emlyon Follow the money, not the majority: Incentivizing and aggregating expert opinions with...

Development of a statistical model to predict the quality of inputs to a wastewater treatment plant

by emlyon business school | May 12, 2023 | Events Quant

Tuesday 3 October – 4 pm Development of a statistical model to predict the quality of inputs to a wastewater treatment plant Sophie Laruelle,  Assistant Professor at University Paris-Est Créteil     Abstract: In this talk, a statistical analysis of...