7 May 2025 - 7 May 2025
9:00AM - 5:00PM
Durham University Business School, Mill Hill Lane
Free but registration required
Hosted by the Centre for Quantitative Research in Financial Economics (QRFE)
09:00 – 09:25: Coffee and Registration
09:25 – 09:30: Opening of the workshop and welcome
09:30 – 10:20: Kristy Jansen (USC Marshall), Granular Treasury Demand with Arbitrageurs
Jointly with Wenhao Li and Lukas Schmid (USC Marshall)
10:20 – 11:10: Konstantin Sokolov (University of Memphis), 𝕏 Bots and Earnings Announcements
Jointly with Jan Hanousek, Jr. (University of Memphis), Jan Hanousek (Mendel University and CEPR London)
11:10 – 11:40: Coffee Break
11:40 – 12:30: Sean Cao (University of Maryland), AI and Fintech Research
12:30 – 14:00: Lunch Break
14:00 – 15:00: Keynote speech by Anna Pavlova (London Business School)
15:00 – 15:30: Coffee Break
15:30 – 16:20: Matthias Rottner (Bank of International Settlements), Modelling the interplay of energy shocks and monetary policy in a multisector economy.
Jointly with Benoit Mojon (Bank of International Settlements)
16:20 – 17:00: Arzé Karam (Durham University Business School), Quantum walk model of flash events
Jointly with Stuart Adams (Durham University), Christopher McCarty and Jack Waller (Kingston University)
17:00 – 17:45: Panel Discussion
18:15 – 20:00: Dinner (by invitation)
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