Financial Econometric and Machine Learning

ESEM

Presenter(s)	Type			Length	Chair	Room Number	Add to calendar
Daniele Bianchi Anna Simoni Heiner Beckmeyer Peter Boswijk	Contributed Sessions	24/08	09:00 CEST	90 mins	Peter Boswijk	N26	Add to Calendar `2022-08-24 09:00:00 2022-08-24 10:30:00 EEA-ESEM 2022: Financial Econometric and Machine Learning. Room: N26 EEA-ESEM 2022 congress@eeassoc.org Europe/Rome public`

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Papers

(Listed in order of presenters above)

Skewness and Momentum Crashes

When are Google data useful to nowcast GDP? An approach via preselection and shrinkage

Recovering Missing Firm Characteristics with Attention-based Machine Learning

Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation

Presentations

Skewness and Momentum Crashes

When are Google data useful to nowcast GDP? An approach via preselection and shrinkage

Recovering Missing Firm Characteristics with Attention-based Machine Learning

Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation

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