Paper Presentations PhD Students and Fellows CEF 2013
A large number of TI PhD students and fellows have their papers accepted at the 19th International Conference Computing in Economics and Finance, to be held on July 10-12, 2013 in Vancouver, Canada. PhD student Florian Sniekers will present his paper on “Unemployment benefits and endogenous Beveridge cycles”.
PhD student Dávid Kopányi presents on “Price-Quantity Competition with Risk-averse Firms”. PhD Student Grega Smrkoljwill present a paper on “Research Among Copycats: R&D, Spillovers, and Feedback Strategies”, written with TI fellow Florian Wagener.
PhD student Anne Opschoor will present on “Predicting Covariance Matrices with Financial Conditions Indexes”, a paper written with fellows Dick van Dijk and Michel van der Wel. PhD student Tomasz Makarewicz present on “Price Dynamics and Bubble Formation in Learning-to-Forecast and -Optimize Experiments”, written with fellows Te Bao and Cars Hommes. PhD student Sait Ozturk presents on “Intraday Price Discovery in Fragmented Markets: A State Space Approach”, a paper written with fellows Michel van der Wel and Dick van Dijk.
TI Fellow Michel van der Wel will present on “Common Factors in Commodity Futures Curves”, a paper written with PhD student Dennis Karstanje and TI fellow Dick van Dijk. TI fellow Cars Hommes, is presenting a paper on “Heterogeneity in House Prices”, written with Wilko Bolt, Maria Demertzis (both De Nederlandsche Bank) and fellows Cees Diks and Marco van der Leij. Cars Hommes also presents on “Early Warning Signals for Critical Transitions in Finance”, a paper written with Cees Diks and Juanxi Wang (University of Amsterdam).
The conference is organized by the Society of Computational Economics.