Program

The Workshop will take place in building «Edificio Departamental de CC. Económicas y Empresariales», room «Sala de Grados». This is building number 16 in the map https://w3.ual.es/conocenos/img/UAL2007.pdf

Thursday, February 17h

  • 9:00-10:00. Invited talk: Juan Laborda (Universidad Carlos III, Spain), “Micro and Macrofoundations of Evolutionary Finance”.
  • 10:00-11:00. Invited talk: Farhan Amed (NED University of Engineering & Technology, Pakistan), «Fintech in 21st Century: Bibliometric Review & Future Research Agenda«.
  • 11:00-11:30. Coffee break (entertained by Javier Caballero).
  • 11:30-11:50. Short talk: Fabrizio Di Sciorio (Universidad de Almería, Spain), «The estimation of Implied Volatility in a data-driven approach«.
  • 11:50-12:10. Short talk: Laura Molero González (Universidad de Almería, Spain).
  • 12:10-12:30. Short talk: Ana María Sánchez Pérez (Universidad de Almería, Spain), «The nexus between the treatment of intertemporal and risky choices through the correlations between the anomalies present in DU and EU models«.
  • 12:30-12:50. Short talk: Serdar Erdogan and Volkan Dayan (Trakya University, Turkey), «The Relationship Between the Purchasing Managers’ Index (PMI) With Economic and Financial Indicators in Turkey: A VAR Analysis«.
  • 12:50-13:10. Short talk: Piedad Ortiz Fernández (Universidad de Almería, Spain), «Empirical evidence of the date-delay effect. Demographic moderators«.
  • 13:10-13:30. Short talk: Jorge Hernández Pérez (Universidad de Almería, Spain), «Forecasting Spanish productivity through stock-market investors’ decisions and managers’ economic expectations during pre-pandemic and pandemic periods«.
  • 13:30-13:50. Short talk: Agustín Gómez Águila (Universidad de Almería, Spain), «Modeling a process with a FBM«.

Lunch

  • 16:00-17:00. Invited talk: Elena Rivas Ruzafa (Head of Engineering & Data Science – Digital Products at JLL), “ The rise of tech disruption in Real Estate. How artificial intelligence and data science make possible what it was impossible before”.
  • 17:00-18:00. Invited talk: Thomas Seligman (Instituto de Ciencias Físicas, Universidad Nacional Autónoma de México), «Dynamics and risk assessment in correlation space«.
  • 18:00-18:30. Invited talk: Andrés García Medina (Centro de Investigación en Matemáticas, Monterey, Mexico), «Rotationally invariant estimators to unveil financial states».
  • 18:30-19:00. Invited talk: Alejandro Raul Hernandez-Montoya (Institute for Research on Artificial Intelligence (IIIA), University of Veracruz, Mexico), «Price runs, their respective multi-scale returns and on universality of stylized facts».
  • 19:00-19:20. Short talk: Lorena Carolina Bernabé Argandoña (Universidad Católica Santiago de Guayaquil, Ecuador), «El mercado de capitales y su presencia en Latinoamérica«.
  • 20:00-21:15. Visit to the Center of Almería.

Friday, February 18h

  • 9:00-10:00. Invited talk: Manuel Gómez Gutiérrez-Torrenova (President-CEO. AvanGreen Energy Solutions S.A.), “Business and sustainability: The business behind the green transition”.
  • 10:00-11:00. Invited talk: Rosario Nunzio Mantegna (Università degli Studi di Palermo, Italy), «High frequency trading and networked markets».
  • 11:00-11:30. Invited talk: Antonio M. Puertas (Universidad de Almería, Spain), «Linear Response: a theory from Physics to predict the average reponse after events».
  • 11:30-12:00. Coffee break (entertained by Javier Caballero).
  • 12:00-12:30. Short talk: Farshid Mehrdoust (University of Guilan, Iran), «On electricity markets in the regime-switching framework: pricing and calibration approach«.
  • 12:30-12:50. Short talk: Simone Alfarano (Universitat Jaume I, Spain), «A stochastic herding model for Bitcoin dynamics«.
  • 12:50-13:10. Short talk: Edvinas Grizickas Sapkute (Universidad de Almería, Spain), «El impacto de las restricciones normativas sobre la selección de carteras/The impact of regulation based constraints on portfolio selection«.
  • 13:10-13:30. Short talk: Ainara Rodríguez Sánchez (Universidad Nacional de Educación a Distancia, Spain), «Multicollinearity and Raise Regression in the Nelson-Siegel model«.
  • 13:30-13:50. Short talk: Basharat Shafi (Universidad de Almería, Spain), «Machine learning based approach for Pairs Selection«.

Lunch