Crises and Networks in finance : New challenges for the industry
Crises and Networks in finance : New challenges for the industry
11-12 April 2019
Jointly organized by Ecole Normale Supérieure de Lyon – IXXI and LabEx ReFi
Sponsored by Vivienne investment
The goal of the workshop is to gather an interdisciplinary panel of world-
leading experts from different fields of science (Accounting, Financial Economics, Mathematics, Physics, Statistics...), both from academy and industry.
A series of seven presentations will address "Crises and network in finance" with different perspectives, such as impact of network topology, structural instabilities, extreme event forecasting, estimation in large dimension…
Program
April 11 th (Thursday)
13:45 Welcome address
14:00 Didier Sornette (ETH Zurich)
The “endo-exo” problem in financial market price fluctuations, criticality & the ARMA point process
15:00 Luidas Giraitis (Queen Mary University)
Standard testing procedures for white noise and heteroskedasticity
16:00 Coffee Break
16:30 Minyue Dong (HEC Lausanne)
Textual Analysis of Bank's Pillar 3 Documents
17:30 Jean-Philippe Bouchaud (Capital Fund Management)
Macroeconomic instabilities in Agent Based and Network models
April 12 th (Friday)
9:00 Thomas Lux (University of Kiel)
The Dynamics of the Interbank Market: Statistical Stylized Facts and Agent-Based Models
10:00 Coffee break
10:30 Cécile Bastidon (University of Toulon and IXXI)
Graph-based era segmentation of financial globalization
11:30 Monica Billio (Ca' Foscari University)
Disagreement in Signed Financial Networks
12:30 Concluding Remarks
Venue : Ecole Normale Supérieure de Lyon, Descartes Campus, 46 allée d'Italie 69364 Lyon cedex 7. Room D2 128.
Registration : Registration is free of charge but mandatory:
https://framaforms.org/crisis-and-networks-in-finance-new-challenges-for-the-industry-1545032975
Information: http://www.ixxi.fr/agenda/seminaires/crisis-and-networks-in-finance-new-challenges-for-the-industry
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