Speaker: Prof. Auroop Ganguly, Civil & Environmental Engineering, Northeastern University Abstract: Global climate and earth system models (ESMs), which numerically solve partial differential equations with high performance simulations, continue to […]
Speaker: Dr. Oezge Sahin, Mathematical Statistics, Technical University of Munich Abstract: Environmental, Social, and Governance (ESG) scores measure companies' performanceconcerning sustainability and societal impact and are organized on three pillars: […]
Speaker: Srishti Mehra, School of Information, UC Berkeley Abstract: Environmental, Social, and Governance (ESG) are non-financial factors that are garnering attention from investors as they increasingly look to apply these […]
Speaker: Prof. Hui Xu, Accounting and Finance, Lancaster University Abstract: How does import competition from China affect engagement on ESG initiatives by US corporates? On the one hand, reduced profitability […]
Speaker: Prof. Damien Challet, Mathematics & Computer Science, University of Paris-Saclay Abstract: We systematically investigate the links between price returns and ESG features. We propose a cross-validation scheme with random […]
Speaker: Prof. Dorje C. Brody, Mathematics, University of Surrey Abstract: The behaviour of a person is dominated by their ability to process uncertain information available to them. When there is […]
Speaker: Prof. Andrea Macrina, Mathematics, University College London Abstract: We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two […]
Speaker: Dr. Carmine de Franco, Head of Research & ESG, Ossiam Abstract: We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in […]
Speaker: Prof. Matthew Dixon, Applied Mathematics, Illinois Institute of Technology Abstract: Catastrophe (CAT) bond markets are incomplete and hence carry uncertainty in instrument pricing. As such various pricing approaches have […]
Speaker: Prof. Julian Koelbel, School of Finance, University of St. Gallen Abstract: This study examines the impact of ESG ratings on mutual fund holdings, stock returns, corporate investment, and corporate […]
Speaker: Prof. John Geanakoplos, Economics, Yale University Abstract: Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation High future discounting rates favor […]
Speaker: Dr. Juan Sabuco, Smith School of Enterprise and the Environment, Oxford University Abstract: We develop an agent-based simulation of the catastrophe insurance and reinsurance industry and use it to […]