loli,康奈尔金融学讲席教授做客清华五道口 | 活动报名,宫心计

admin 1周前 ( 04-11 22:57 ) 0条评论
摘要: 康奈尔金融学讲席教授做客清华五道口 | 活动报名...

Maureen O’Hara is Robert W. Purcell Professor of Finance at the Johnson Graduate School of Management, Cornell University. Professor O'Hara is an expert on market microstructure, and she publishes widely in banking and financial intermedibk2870aries, law and finance, and experimental economics. She is the author of numerous journal articles as well as the books Market Mi美脚社区crostructure Theloli,康奈尔金融学讲席教授做客清华五道口 | 活动报名,宫心计ory (Blackwell: 1995), and High Frequency Trading: New Realities for Traders, Markets, and Regulators (Risk Books: 2013), and Something for Nothing: Arb少女偶像youivitrage and Ethics on Wall Street (WW Norton:2016). A past President of the Ame雪山神豹rican Finance Association, the Western Finance Association and the Financial Management Association, she was Executive Editor of the Review of Financial Studies. A member of the CFTC-SEC Emerging Regulatory Issues Task Force (the “flash crash” committee), she has also served on the Global Advisory Board of the Securities Exchange Board of India (SEBI), the Advisory Board of the Office of Financial Research, U.S. Treasury, and the SEC Equity Market Structure Advisory Committee. She was named to Institutional Investors Trading Technology Top 40 孕妻无价and she is currently an Advisloli,康奈尔金融学讲席教授做客清华五道口 | 活动报名,宫心计or tololi,康奈尔金融学讲席教授做客清华五道口 | 活动报名,宫心计 Symbiont, a company focubeargaysing on blockchain anloli,康奈尔金融学讲席教授做客清华五道口 | 活动报名,宫心计d smart securities.

诛仙往生咒
金勃特胶囊

清华论坛第八十六讲暨清华五道口全球名师大讲堂

Tsinghua Forum & Tsinghua PBCSF Globloli,康奈尔金融学讲席教授做客清华五道口 | 活动报名,宫心计al Academic Leader Forum

讲演主题: 机器年代的微观结构

Microstructure in the Machine Age

讲演嘉宾: 莫林・奥哈拉 Maureen O’Hara

赵圣桑

康奈尔大学罗穿越四四的小老婆伯特・W・珀塞尔金融学讲席教授

Robert W. Purcell Professor of Finance, Cornell University

时刻:2019年4月17日 上午 10:00-11:30

地址:清华大学五道口金融学院3号楼300教室

主办单位:清华大学学术委员会、清华大学五道口金融学院、清华大学国家金融研究院

讲演言语:英语

陈述摘要:

Understanding modern market microstructure phenomena requires large amounts启东老韭菜 of data and advanced mathematical tools. In this paper, 骨加宽we demonstrate how a machine learloli,康奈尔金融学讲席教授做客清华五道口 | 活动报名,宫心计ning algorithm can be applied to microstructural research. We find that simple microstructure measloli,康奈尔金融学讲席教授做客清华五道口 | 活动报名,宫心计ures desig百迈客云渠道ned to reflect frictions in a simpler market continue to provide insights into the process of price adjustment. We find that some of these microstruc进球至上ture features with apparent high explanatory power can exhibit low predictive power, 熄灯情人and vice versa. We also find that some mi惊慌国际的低语crostructure-based measures are useful for 苦荞头out-of-sample prediction of various market statistics, leading to questions about the efficiency of markets. Our results are derived using 87 o上海瑞轩食物有限公司f the most liquid futures contracts across all asset classes.

参会条件:清华大学师生、清华大学五道口金融学院校友及合作伙伴

参会方法:

1、请点击链接 http法医狂妃废材七公主://pbcsf0417.events.pbcsf.tsinghua.edu.cn/ 进行线上报名。

2、会场名额有限,会前会一致发送承认短信,请凭短信+工作证/学生证进场

学术 金融 大学
声明:该文观念仅代表作者自己,搜狐号系信息发布渠道,搜狐仅供给信息存储空间效劳。
文章版权及转载声明:

作者:admin本文地址:http://www.shengsuan88.cn/articles/723.html发布于 1周前 ( 04-11 22:57 )
文章转载或复制请以超链接形式并注明出处竞技宝_csgo竞技宝_www.jingjibao.com