Mathematical Finance

Department of Mathematics and Statistics

Texas Tech University

  Spring 2025

the Mathematical Finance Spring 2023 Semester Seminar Schedule

imageFriday
Jan. 17

9 AM
online
Deep learning-based portfolio optimization with transaction costs
Aihua (Eva) Zhang
College of Science, Mathematics and Technology, Wenzhou-Kean University, Wenzhou China
imageFriday
Jan. 24

1 PM
online
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
imageFriday
Jan. 31

2 PM
online
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
imageFriday
Feb. 7

NOON
online
Do online attention and sentiment affect cryptocurrencies’ correlations?
Aurelio Bariviera
Department of Business, Universitat Rovira i Virgili, Reus, Spain
imageFriday
Feb. 21

NOON
online
Multi-asset return risk measures
Christian Laudagé
Department of Mathematics, University of Kaiserslautern-Landau (RPTU)
imageFriday
Feb. 28

2 PM
online
Water as a commodity in hydropower generation
Eduardo Schwartz
Beedie School of Business, Simon Fraser University, Canada
imageFriday
Mar. 14

NOON
online
Dynamic tail risk forecasting: What do realized skewness and kurtosis add?
Giuseppe Storti
Department of Economic & Statstical Sciences, University of Salerno, Fisciano, Italy
imageFriday
Mar. 28

NOON
online
Portfolio optimization in deformed time
Malick Fall
Center for Research in Economics and Management, University of Rennes, France
imageFriday
Apr. 4

NOON
online
Measures of stochastic non-dominance in portfolio optimization
Miloš Kopa
Department of Probability and Mathematical Statistics, Charles University, Prague
imageFriday
Apr. 11

2 PM
online
Custom ESG Indexing: How Direct ESG Indexing Can Solve Many Responsible Investing Problems
Dirk Söhnholz
Asset Management, Leipzig University
imageFriday
Apr. 18

NOON
online
Option pricing in a stochastic delay volatility model
Álvaro Guinea Julia
Department of Industrial Organization, Comillas Pontifical University ICADE-ICAI, Madrid
imageFriday
Apr. 25

NOON
online
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
imageFriday
May 2

2 PM
online
ESG Mania and Institutional Trading
Riza Demirer
Department Economics & Finance, School of Business, Southern Illinois University