Session TC-7: Portfolio Risk Management in stream Risk Management in Commodities and Financial Markets
Tuesday, 12:30-14:00Room: Clarendon GR.01
| Session chair(s): |
|
| 1185. Applicability of intraday entropy for high-frequency trading eliminating overnight anomaly |
David Neděla
[R] - Czech Republic | accepted | ||
| Aleš Kresta
[] - Czech Republic | ||||
| 1487. Exploring Determinants of Dynamic Stochastic Dominance Ratios: A Causal Approach Using Explainable AI |
Jurgita Cerneviciene
[R] - Lithuania | accepted | ||
| Audrius Kabasinskas
[] - Lithuania | ||||
| Milos Kopa
[R] - Czech Republic | ||||
| 2585. Optimizing high and low ESG portfolios with DCC-GARCH models and graph theory |
Pilar Gargallo
[R] - Spain | accepted | ||
| Manuel Salvador
[] - Spain | ||||
| Jesús Miguel
[] - Spain | ||||
| Luis Lample
[] - Spain | ||||