Conferences

A star (*) indicates scheduled.

2023

European Finance Association (EFA) 50th Annual Meeting, Amsterdam (August)*
Asia Meeting of the Econometric Society, Singapore (July)*
2023 International Association for Applied Econometrics (IAAE) Annual Conference, Oslo (June)*
Quantitative Finance and Financial Econometrics (QFFE) Conference, Marseille (June)*
Royal Economic Society (RES) Annual Conference 2023, Glasgow (April)
Financial Econometrics Conference to Mark Stephen Taylor’s Retirement, Lancaster (March)

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).

“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