会议名称(中文)： 第七届金融风险国际论坛
会议名称(英文)： 7th Financial Risks International Forum
所属学科： 理论经济学,应用经济学
开始日期： 2014-03-20
结束日期： 2014-03-21
所在国家： 法国
所在城市： 法国
具体地点： Paris
主办单位： The Louis Bachelier "Finance and Sustainable Growth" Laboratory
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[ 重要日期 ]
摘要截稿日期： 2013-12-01
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E-MAIL： anyinquiry:risk@institutlouisbachelier.org
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会议网站： http://www.ssrn.com/update/fen/fenann/ann13316.html
会议背景介绍： The Financial Risks InternationalForum on "Big Data in Finance andInsurance" is an InternationalResearch Forum for academics andprofessionals organized by TheLouis Bachelier "Finance andSustainable Growth" Laboratory.
We invite academics, professionals and regulators to submitpapersfor this meeting which will take place in Paris on March 20&21, 2014.
征文范围及要求： AIM/TOPICS: The aim of this conference is to highlightthemethodological, organizational and regulatory challenges posedbythe availability of large data sets in Finance. The setsofavailable data increased for different reasons such asthepossibility to collect data on individual contracts, to enlargetheset of observed individual variables, to considerdifferentiatedfinancial products or to increase the observationfrequency. A nonlimitative list of topics of interest is givenbelow:
- Large Scale Linear and Nonlinear Factor Models,Granularity,Nonlinear Principal Component Analysis, Construction ofIndexesfrom Large Data Sets;
- Social Networks, Behavioral Scores, Real Time Updating ofScoresand Rankings (Driving Behavior Monitoring from OnboardSensor'sData, Academic Research Ranking, etc.);
- Analysis of Retail Contracts, of Balance Sheets Histories,ofInvestors and Fund Managers Behavior, of Risk AppetiteIndicatorsGiven on Google;
- Contagion and Systemic Risk: How to Structure LargeNetworks?;
- Regulation in a Large Dataset Environment: Quick DetectionofAnomalies, Control of the Available Information,TechnologicalRisks, Non Regulated Web Currencies;
- Microprudential Foundations of Macroprudential Regulation;
- Analysis of Markets with Highly Differentiated Products:Pricingthe Quality Characteristics, Hedonic Price Indexes,Application toMarkets of Physical Goods (Real Estate Markets, ArtMarkets,Commodity Markets, etc.);
- Effect of Big Data on the Organization of the Markets (WebMarketMonitoring), on the Role of Intermediaries (Crowdfunding), ontheProduct Design (Effect of an On-Board GPS on the Design andMarketof Car Insurance Contracts, etc.);
- High Frequency Data (Asymmetric Information vsAsymmetricTreatment of Information), Market Microstructure;
- IO Implications of Big Data (Economic Challenges posed by BigDataAccess).
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