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Monday, December 17, 2018 |
9:00- 10:00 |
Plenary Talk by Nalini Ravishanker, University of Connecticut, USA
High-Frequency Financial Time Series Analysis
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10:00-10:15 |
High Tea
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10:15- 10:50 |
Invited Talk by N Balakrishna, Statistic, Cochin University of Science And Technology
Applications of Birnbaum-Saunders Distribution in Modelling Stochastic Volatility
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10:55- 11:30 |
Invited Talk by Ananya Lahiri, IIT Tirupati
Asymptotic properties of the volatility estimator from high frequency data modeled by mixed fractional Brownian motion
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11:30- 13:00 |
Contributed Session 1 Click Here for Detail
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13:00- 14:00 |
Lunch
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14:00- 14:35 |
Invited Talk by Sugata Sen Roy, Calcutta University
Financial Inclusion Measurement : Searching for an Alternative Index
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14:40- 15:15 |
Invited Talk by Anirban Chakraborti
Mesoscopic Financial Network: Sectoral Co-movements and Core-periphery Structure
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15:15-15:30 |
High Tea
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15:30-16:55 |
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Tuesday, December 18, 2018 |
9:00- 10:00 |
Prof T. Krishnan Memorial Talk by Katherine Bennett Ensor, Rice University, USA
Filtering and Estimation for a Class of Stochastic Volatility Models with Intractable Likelihoods
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10:00-10:15 |
High Tea
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10:15- 10:50 |
Invited Talk by Ravindra Khattree, Oakland University, USA
A New Approach to the Estimation of Beta Risk and An Analysis of Stock Market Through Copula Transformation and Winsorization with S&P500 Index as Proxy
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10:55- 11:30 |
Invited Talk by Sonali Das, CSIR, South Africa
Investigating effect of global crisis index on historical comovement of stock returns in the G7 countries: An FDA approach
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11:30- 13:00 |
Contributed Session 2 Click Here for Detail
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13:00- 14:00 |
Lunch
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14:00- 14:35 |
Invited Talk by T.V. Ramanathan, Savitribai Phule Pune University
A new class of asymmetric volatility models
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14:40- 15:15 |
Invited Talk by Rangan Gupta, University of Pretoria, South Africa
Cricket and Stock Markets
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15:15-15:30 |
High Tea
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15:30-16:15 |
Contributed Session 3 Click Here for Detail
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16:20-17:50 |
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18:00-20:30 |
Carnatic Music
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20:30-21:30 |
Conference Dinner
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Wednesday, December 19, 2018 |
9:00- 10:00 |
Plenary Talk by Ajay Shah, National Institute of Public Finance and Policy, New Delhi
The statistics of exchange rate regimes: Recent developments and possibilities for new research
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10:00-10:15 |
High Tea
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10:15- 10:50 |
Invited Talk by Debopam Bhattacharya, Cambridge University, UK
The Empirical Content of Discrete Choice Models
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10:55- 11:30 |
Invited Talk by Arnab Chakrabarti, Indian Statistical Institute, Chennai
Copula estimation for bivariate nonsynchronous financial data
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11:35- 12:10 |
Invited Talk by Vitthal Kulkarni, HDFC Bank, Mumbai
Recent Development in Derivatives Valuations under various Regulatory Guidelines.
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12:15- 12:50 |
Invited Talk by Susan Thomas, Indira Gandhi Institute of Development and Research, Mumbai
Volatility forecasting for Distance-to-Default estimation
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12:50-13:00 |
Vote of Thanks
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13:00- 14:00 |
Lunch
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14:00-17:00 |
Workshop on "Optimization in Finance" by Anindya Goswami
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Thursday, December 20, 2018 |
9:00-17:00 |
Workshop on "Optimization in Finance" by Anindya Goswami
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