Multifractal regime detecting method for financial time series
Multifractal regime detecting method for financial time series
Law and Economics of Banking II
Law and Economics of Banking II
Do Institutional Investors Exacerbate Positive Feedback Trading? Evidence from “Theme” Stocks
Do Institutional Investors Exacerbate Positive Feedback Trading? Evidence from “Theme” Stocks
How to Design Securities Holding System? – Intermediated Share Holding from Legal Perspective
Speaker: Hyeok Joon Rho (SNU) Title: How to Design Securities Holding System? – Intermediated Share Holding from Legal Perspective Date: May 26, 2015 (Tuesday) at 17:00-18:00Location: SNU Dept of Economics Seminar Room (SNU Bd. 16 Room 655)
Opportunistic Classification Shifting in the Statement of Cash Flows under IFRS
Speaker: Bokhyeon Back (SNU) Title: Opportunistic Classification Shifting in the Statement of Cash Flows under IFRS Date: May 19, 2015 (Tuesday) at 17:00-18:00Location: SNU Dept of Economics Seminar Room (SNU Bd. 16 Room 655)
Deep Learning-Based Market Feature Extraction and Asset Classification
Speaker: Frank Chongwoo Park (SNU) Title: Deep Learning-Based Market Feature Extraction and Asset Classification Date: May 12, 2015 (Tuesday) at 17:00-18:00Location: SNU Dept of Economics Seminar Room (SNU Bd. 16 Room 655)
Current Issues on Domestic Finance
Speaker: Bea, Hyeon-Kee (Hana Institute of Finance) Title: Current Issues on Domestic Finance Date: March 7, 2017 (Tuesday) at 17:00-18:00Location: SNU Dept of Economics Seminar Room (SNU Bd. 16 Room 655)
Measuring systemic risk via marginal expected shortfall based on the nonlinear correlation of asset returns
Speaker: Woo Jin Chang (SNU) Title: Measuring systemic risk via marginal expected shortfall based on the nonlinear correlation of asset returns Date: April 28, 2015 (Tuesday) at 17:00-18:00Location: SNU Dept of Economics Seminar Room (SNU Bd. 16 Room 655)
Continuous-Time Interest Rate Differential Models
Speaker: Young-Kyu Moh (Sookmyung Women’s University) Title: Continuous-Time Interest Rate Differential Models Date: April 21, 2015 (Tuesday) at 17:00-18:00Location: SNU Dept of Economics Seminar Room (SNU Bd. 16 Room 655)
What if landlords freely used security deposits from tenants? Rent-deposit equilibrium in Korea
Speaker: Ju H. Pyun (Korea University) Title: What if landlords freely used security deposits from tenants? Rent-deposit equilibrium in Korea Date: April 7, 2015 (Tuesday) at 17:00-18:00Location: SNU Dept of Economics Seminar Room (SNU Bd. 16 Room 655)