Hamilton Institute New Maynooth Faculty Seminar

Wednesday, March 14, 2018 - 13:00 to 14:00
Hamilton Institute Seminar Room 317, 3rd Floor, Eolas Building, North Campus

Speaker: Dr Juan Arismendi Zambrano, MU Department of Economics, Finance and Accounting

Title: Research in Empirical Finance

Abstract: ​In this seminar I will present some of the most recent topics in finance that use the interaction of data analysis (big data – machine learning), econometrics, statistics, and numerical analysis methods and results. The list of research topics to be presented are:

Finance
a)      Equity Risk Premium Predictability
b)      Sentiment Analysis in Finance
c)       Political Stability Risk Measurement in a Rational Investor Framework
d)      High-Frequency Oil Shocks impact into Agricultural Commodities

Quantitative Finance
e)      Inverse Problems in Credit Risk Measurement
f)       Human Behaviour Learning
g)      Optimal Target Zone Regimes for Currency Exchange.

Biography