Schedule: Thursday, 17.06.2021
| Opening Session II (Cryptocurrency as an asset class) | ||
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09:00 - 09:30 |
Breakfast | |
| 09:30 - 10:00 | Nathalie Packham, HWR „Risk management of cryptocurrency derivatives” |
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| 10:00 - 10:30 | Daniel Pele “A Statistical Classification of Cryptocurrencies” | |
| 10:30 - 11:00 | Alla Petukhina “Investing with cryptocurrencies – ensemble machine learning in portfolio allocation” |
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| 11:00 - 11:30 | Coffee Break | |
| Presentations: Morning Session II (COVID19 in Digital Economy) | ||
11:30 - 12:00 |
Valerio Poti, U College Dublin “COVID Narrative Risk” |
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| 12:00 - 12:30 | Rui Ren, HUB “Tail Risk Network Effects in the Crypto Market during the COVID-19 Crisis” |
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12:30 - 13:00 |
TBA | |
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13:00 - 14:00 |
Lunch |
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| Afternoon Session II (ML and text-mining for cryptos) | ||
14:00 - 14:30 |
Ying Chen, NUS, SG “Lead behaviour in bitcoin markets” | |
| 14:30 - 15:00 | Cathy YH Chen, Glasgow U “Deep learning-based cryptocurrency sentiment construction“ |
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Simon Trimborn, City U HK" Investing with Cryptocurrencies - |
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15:30 - 15:45 |
Organizing committee, Closing Speech |
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