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Nov. 16 | Interval Privacy for Adaptive Collection of Sensitive Data

Time:Nov.16 (Wednesday),14:00-15:00Venue:Tencent Conference ID:534-173-095; Code:1309Speaker:Jie Ding Assistant Professor University of MinnesotaSummary:The emerging public awareness and government regulations of data privacy motivate new paradigms of collecting and analyzing data transparent and acceptable to data owners. This talk will introduce a new concept of privacy and related data formats, mechanisms, and theories for statistically privatizing data during data collection. The new privacy[Detail]
Jun. 2 | Smart Money or Chasing Stars: Evidence from Northbound Trading in China

Time:Jun.2 (Wednesday),14:00-17:00Venue:Science Building A1514, Tencent Conference ID:160699500Speaker:Tang Guohao, Associate Professor, School of Finance and Statistics, Hunan UniversitySummary:We propose an employee sentiment index, which complements investor sentiment and manager sentiment indices, and find that high employee sentiment predicts a subsequent low market return, significant both in- and out-of-sample. The predictability can also deliver sizable economic gains for mean-variance i[Detail]
Jun. 2 | Employee Sentiment and Stock Returns

Time:Jun.2 (Wednesday),14:00-17:00Venue:Science Building A1514, Tencent Conference ID:160699500Speaker:Tang Guohao, Associate Professor, School of Finance and Statistics, Hunan UniversitySummary:We propose an employee sentiment index, which complements investor sentiment and manager sentiment indices, and find that high employee sentiment predicts a subsequent low market return, significant both in- and out-of-sample. The predictability can also deliver sizable economic gains for mean-variance i[Detail]
Jun. 3 | How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection

Time:Jun.2 (Wednesday),14:00-17:00Venue:Science Building A1514, Tencent Conference ID:160699500Speaker:Tang Guohao, Associate Professor, School of Finance and Statistics, Hunan UniversitySummary:We propose an employee sentiment index, which complements investor sentiment and manager sentiment indices, and find that high employee sentiment predicts a subsequent low market return, significant both in- and out-of-sample. The predictability can also deliver sizable economic gains for mean-variance i[Detail]
Dec. 28 | Insurance Risk Analysis of Financial Networks

Time:Dec.28 (Monday),10:00-11:00Venue:Zoom Conference ID:233 971 563Speaker:Qihe Tang, Professor at School of Risk and Actuarial Studies, UNSW Business SchoolSummary:We conduct a quantitative risk analysis of non-core insurance business of selling protection to financial firms against investment losses due to a shock. A static structural model is constructed, composed of a network of firms who cross-hold each other, multiple primitive assets that are vulnerable to a shock, and an insurer who res[Detail]

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