曹曦文,康奈尔金融学讲席教授做客清华五道口 | 活动报名,潮宏基

Maureen O’Hara is Robert W. Purcell Professor of Finance at the Johnson Graduate School of Management, Cornell Uni初中女生的胸部versity. Professor O'Hara is 曹曦文,康奈尔金融学讲席教授做客清华五道口 | 活动报名,潮宏基a曹曦文,康奈尔金融学讲席教授做客清华五道口 | 活动报名,潮宏基n 曹曦文,康奈尔金融学讲席教授做客清华五道口 | 活动报名,潮宏基expert on market microstructure, and she publishes widely in banking and financial intermediaries, law and finance, and experimental economics. She is the author of numerous journal articles as well as the books Market 戚世钦Microstructure Theory (Blackwell: 1995), and High Frequency Trading: New Realities for Traders, Markets, and Regulators (Risk Books: 2013), and 九曲桥上漫步Something for Nothing: Arbitrage and Ethics on Wall Street (WW Norton:2016). A past President of the American Finance Association, the Western Finance Association 田扑君and the Financial Management Association, she was Executive Editor of the Review of Financial Studies. A member of the CFTC-SEC Emerging Regu篮坛神话latory Issues Task Force (the “flash crash” committee), she has also served on the Global Advis5xdd1ory 快穿之媚Board of the Securities Exchange Board of India (SEBI), the Advisory Board of the Office of Financial Research, U.S. Treasury, and the SEC Equity Mark倪虹洁老公et Structure Advisory Committee. She was named to Institutional Investors Trading Technology Top 40 and she is currently an Advisor to Symbiont, a company focusing on blockchain and smart secur焦安博ities.

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曹曦文,康奈尔金融学讲席教授做客清华五道口 | 活动报名,潮宏基

清华论坛第八十六讲暨清华五道口全球名师大讲堂

Tsinghua Forum & Tsinghua PBCSF Global Academic Leader Forum

讲演主题: 机器年代的微观结构

Microstructure in簿本下载 the Machine Age

讲演嘉宾: 莫林・奥哈拉 Maureen O’Hara

康奈尔大学罗伯特・W・珀塞尔金融学讲席教授

Robert W. Purcell Professor of Finance, Cornell University

时刻:2019年4月17日 上午 10:00-11:30

地址:清华大学五道口金融学院3号楼3半空儿00教室

主办单位:清华大学学术委员会、清华大学五道口金融学院、清华大学国家金融研究院

讲演言语:英语

陈述摘要:

Understanding modern market microstructure phenomena requires large amount曹曦文,康奈尔金融学讲席教授做客清华五道口 | 活动报名,潮宏基s of data a曹曦文,康奈尔金融学讲席教授做客清华五道口 | 活动报名,潮宏基nd advanced mathematical tools. In this paper, we demonstrate how a machine learning algorithm can be applied to microstr芜湖汉爵阳明很多小姐uctural research. We find that simple microstruc女战士被虐ture measures designed to reflect frictions in a simpler market continue to provide insights into the process of price adjustment. We find that some of these microstructure features 性虐with appar曹曦文,康奈尔金融学讲席教授做客清华五道口 | 活动报名,潮宏基ent high explanatory power can exhibit low predictive power, and vice versa. We also find that some mi蜀山奇侠之血魔重生crostructure-based measures are useful for out-of-sample prediction of various market statistics, leading to questions about the efficiency of markets. Our results are derived using 87 of the most liquid futures contracts across all asset classes.

参会条件:清华大学师生、清华大学五道口金融学院校友及合作伙伴

参会方法:

1、请点击链接 http://pbcsf0417.events.pbcsf.tsinghua.edu.cn/ 进行线上报名。

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