Quantitative Management institutions can encounter difficulties in accessing up-to-date research and articles. One of the goals of the chair is to develop a tutorial program susceptible of encouraging management companies to regularly use and valorise research results.
The call for proposals has been launched on the ILB, Fondation du risque and CREST networks.
12 projects have been received from various prestigious institutions.
The training projects which were considered were the following:
- 1. The econometrics of high frequency data
- 2. Commodities as an asset class
- 3. Hedging through a limit order book
- 4. Higher moments and portfolio allocation
- 5. Wavelet based statistical signal processing for financial time series
- 6. Risk-based Allocation portfolios
- 7. Statistical signal processing with financial applications
- 8. Financial market networks
- 9. Market microstructure and electronic trading
- 10. The dynamics of arbitrage conditional on discrete signals