| Deep learning-based portfolio optimization with transaction costs Aihua (Eva) Zhang College of Science, Mathematics and Technology, Wenzhou-Kean University, Wenzhou China |
| Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies Piotr Fiszeder Department of Economics & Statistics, Nicolaus Copernicus University, Torun, Poland |
| Hedonic Models Incorporating Environmental, Social, and Governance Factors for Time Series of Average Annual Home Prices Jason Bailey Department of Mathematics & Statistics, Texas Tech University |
| Do online attention and sentiment affect cryptocurrencies’ correlations? Aurelio Bariviera Department of Business, Universitat Rovira i Virgili, Reus, Spain |
| Multi-asset return risk measures Christian Laudagé Department of Mathematics, University of Kaiserslautern-Landau (RPTU) |
| Water as a commodity in hydropower generation Eduardo Schwartz Beedie School of Business, Simon Fraser University, Canada |
| Dynamic tail risk forecasting: What do realized skewness and kurtosis add? Giuseppe Storti Department of Economic & Statstical Sciences, University of Salerno, Fisciano, Italy |
| Portfolio optimization in deformed time Malick Fall Center for Research in Economics and Management, University of Rennes, France |
| Measures of stochastic non-dominance in portfolio optimization Miloš Kopa Department of Probability and Mathematical Statistics, Charles University, Prague |
| Custom ESG Indexing: How Direct ESG Indexing Can Solve Many Responsible Investing Problems Dirk Söhnholz Asset Management, Leipzig University |
| Option pricing in a stochastic delay volatility model Álvaro Guinea Julia Department of Industrial Organization, Comillas Pontifical University ICADE-ICAI, Madrid |
| Drought parametric insurances by a Two-Step machine learning approach under climate change scenarios Assa Hirbod Founding member & Quantitative Researcher, Edge Technologies, Director and founder, Modelibrary |
| ESG Mania and Institutional Trading Riza Demirer Department Economics & Finance, School of Business, Southern Illinois University |