14:30-15:15 |
Prof Mark Salmon (Financial Econometrics Research Centre, Warwick Business School) |
Title |
On Uncertainty, Market Timing and the Predictability of Tick by Tick Exchange Rates |
Discusant |
Prof Ron Smith (Birkbeck Collage, University of London) |
15:15-16:00 |
Prof Michaeal Moore (Queen's University Belfast) |
Title |
Private Information and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set |
Discussant |
Prof Joe Pearlman (London Metropolitan University) |
16:30-17:15
|
Dr Walter Distaso (Tanaka Business School) |
Title |
Assessing Market Microstructure Effects via Realized Volatility Measures, With an Application to the Down Jones Industrial Average Stocks |
Discussant
|
Nicolas Bischoff (Barclays Bank, London) |
17:15-1800
|
Prof Michaeal Dempster (Centre for Financial Research, Judge Business School, Cambridge University) |
Title |
An Automated FX Trading System Using Adaptive Reinforcement Learning |
Discussant
|
Prof Giulia Iori (City University) |
