Session TB-9: Complexity in finance in stream OR in Finance and Insurance
Tuesday, 10:30-12:00Room: Clarendon SR 2.01
| Session chair(s): |
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| 2644. A Comprehensive Methodology for Predicting Volatility: Leveraging Intrinsic Entropy Estimates through the Integration of GARCH Models and LSTM Networks |
Claudiu Vinte
[R] - Romania | accepted | ||
| Marcel Ausloos
[] - United Kingdom | ||||
| Bogdan Iftimie
[] - Romania | ||||
| Titus-Felix Furtună
[] - Romania | ||||
| 2498. Rank-Size Analysis of Optimal Portfolio Weights Across Portfolio Optimization Models |
Valerio Ficcadenti
[R] - United Kingdom | accepted | ||
| Alessio Di Paolo
[] - Italy | ||||
| Francesco Cesarone
[R] - Italy | ||||
| Roy Cerqueti
[R] - Italy | ||||
| 1529. Resilience of multilayer networks through community detection with a portfolio stability application |
saverio storani
[R] - Italy | accepted | ||
| Roy Cerqueti
[R] - Italy | ||||
| Raffaele Mattera
[] - Italy | ||||
| 2824. Analytical adjustment of the IRB for Supervisory Formula for the estimation error |
Mariacristina Uberti
[R] - Italy | accepted | ||
| Simone Casellina
[] - France | ||||
| Simone Landini
[] - Italy | ||||
| Patrick Zoi
[] - Italy | ||||