Conferences

Presentations

2023

  • Royal Economic Society Annual Conference 2023, Glasgow (April [Scheduled])

2022

  • 42nd International Symposium on Forecasting (Invited Presentation), Oxford, (July)
  • 2nd Annual Workshop “Lucio Sarno Day”, Liverpool, (June)
  • 2022 FMARC, Cyprus (June)

2021

  • 2021 China Meeting of the Econometric Society, Shanghai/Virtual (July).
  • 2021 International Association for Applied Econometrics Conference, Rotterdam/Virtual (June).
  • 13th SoFiE Conference, San Diego/Virtual (June).
  • North American Summer Meeting of the Econometric Society, Canada/Virtual (June).
  • 2021 Africa Meeting of the Econometric Society, Ivory Coast/Virtual (June).
  • 2021 Asia Meeting of the Econometric Society, Malaysia/Virtual (June).
  • 5th International Workshop on “Financial Markets and Nonlinear Dynamics”, Paris/Virtual (June).
  • 2nd Frontiers of Factor Investing, Lancaster/Virtual (January).

2020

  • 14th Internation Conference on Computational and Financial Econometrics (Invited Presentation), London/Virtual (December).
  • Joint CMAF-EMP Workshop, Lancaster (January).

2019

  • 13th International Conference on Computational and Financial Econometrics, London (December).
  • 34th Annual Congress of the European Economic Association, Manchester (August).
  • 72 European Meeting of the Econometric Society, Manchester (August).
  • 6th Annual Conference of the International Association for Applied Econometrics, Nicosia (July).
  • 2019 Africa Meeting of the Econometric Society, Rabat (June).
  • Asia Meeting of the Econometric Society, Xiamen (June).
  • Infiniti Conference, Glasgow (June).
  • 2nd International Conference on Quantitative Finance and Financial Econometrics, Marseille (June).
  • Konstanz-Lancaster-Manchester-Warwick Joint Workshop on Quantitative Finance and Econometrics, Manchester(May)
  • NWSSDTP Economics Conference, Lancaster (April).
  • Economic Seminar Series Presentation at the Granger Centre for Time Series Econometrics, Nottingham (April).

2018

  • 12th International Conference on Computational and Financial Econometrics, Pisa (December).
  • 1st International Conference on Quantitative Finance and Financial Econometrics, Marseille (June).
  • Lancaster-Warwick Workshop on Financial Econometrics and Asset Pricing, Warwick (June).
  • Frontiers of Factor Investing Conference, Lancaster (May).
  • NWSSDTP Economics Conference, Liverpool (April).

2017

  • 11th International Conference on Computational and Financial Econometrics, London (December).

Discussant

  • “Measuring Skewness Premia in the Cross-section of Hedge Funds Returns”. Discussed at FMARC Cyrpus, July 2022.
  • “Marginal Effect based Inference in the Deep Learning Framework”. Discussed at Konstanz-Lancaster-Manchester-Warwick Joint Workshop on Quantitative Finance and Econometrics. Manchester University, July 2019.
  • Forecasting Market Index Volatility Using Ross-Recovered Distribution. Discussed at the Infiniti Conference 2019. Glasgow, June 2019.
  • Order Choice in a Limit Order-Book with Dispersed Information: Evidence from an Experimental Asset Market with Partially Informed Traders. Discussed at the Infiniti Conference 2019. Glasgow, June 2019.
  • Renewal Based Volatility Estimation. Discussed at the 2nd Lancaster-Warwick (La-Wa) Workshop on Financial Econometrics and Asset Pricing. Warwick, July 2018