3 events found.
-
Financial Regulation: More Accurate Measurements for Control Enhancements and the Capture of the Intrinsic Uncertainty of the VaR
Financial Regulation: More Accurate Measurements for Control Enhancements and the Capture of the Intrinsic Uncertainty of the VaR With Dominique Guegan, Emeritus Professor - University Paris1 Panthéon -Sorbonne, LabEx ReFi and Centre d'Economie de la Sobonne.
-
A talk with Dr. Arun Verma
A talk with Dr. Arun Verma. To explore the value embedded in News & Social Sentiment data, we build three types of equity trading strategies based on sentiment data and show that strategies based on sentiment outperform the corresponding benchmark indexes significantly.
-
Bounds for VIX Futures Given S&P 500 Smiles
Bounds for VIX Futures Given S&P 500 Smiles With Julien Guyon, senior quantitative analyst in the Quantitative Research group at Bloomberg L.P.