11/25 CRETA Workshop on Advanced Econometri?cs 12 研討會訊息
Activity day:2011-11-17 
Published At:2011-11-17 
Views:272  2017-02-12 updated

 

大家好!台大計量理論與應用研究中心 (CRETA) 很榮幸於 11  25  (再度邀請到:

 

Professor Giorgio Valente from University of Essex

 

至本中心訪問,並於 CRETA Workshop on Advanced Econometrics 12 進行專題演講,

 

演講主題為:

 

Algorithmic Trading and Financial Markets: Trends and Implications

- Definitions and stylized facts (equity, FX, futures and fixed income)

- AT and market activity

- AT and liquidity

- AT and volatility

- AT profitability and IT investment size

- AT and price efficiency/informativeness

- Some policy implications

 

 

演講地點為台大管理學院一號館 2F 冠德講堂,歡迎大家踴躍報名參加

欲參加者,請於 11  22 (中午前至 CRETA 網站線上報名

有關更多演講資訊,請至 CRETA 網站: http://www.creta.org.tw/events/view/41

 

為了讓國內的學者及學生有更多機會與 Prof. Valente 進行交流

特別訂於以下時段進行 office hours:

- 11 月 22 日 ( 二 ) 早上 9 時 30 分到 12 時

- 11 月 29 日 ( 二 ) 下午 2 時 30 分到 4 時

 

有興趣的老師與學生可於以上時段至教授在 CRETA 的辦公室 (台大管理學院貳號館 415 室)