자료실
2024 APAF International Conference
작성자 한국금융공학회
등록일2024.07.02
조회수254
Session_1.1.pdf
Session_1.2.pdf
Session_1.3.pdf
Session_1.4.pdf
Session_2.1.pdf
Session_2.2_abstract.pdf
Session_2.3.pdf
Session_2.4.pdf
Session_3.1.pdf
Session_3.2_abstract.pdf
Session_3.3.pdf
Session_3.4.pptx
Session_4.1.pptx
Session_4.2_abstract.pdf
Session_4.3.pptx
Session_4.4.pdf
Session_5.2.pptx
Session_5.3.pdf
Session_6.1.pdf
Session_6.2.pdf
Session_6.3.pdf
Session_7.1.pdf
Session_7.2.pdf
Session_7.3.pdf
Special Syposium 1.2.pdf
Special Syposium 2.1.pdf
Session_4.2.pdf
Special Syposium 2.2.pptx
Special Syposium 1.1.pdf
| Session | Chair | Affilation | Time | Presenters | Paper Title |
| 1 | Won Kang | Sejong Univ. | 10:30~12:30 | Joon Hyug Chung | A Model Sustainability-Linked Convertible (SLC) Agreement as a Formal Relational Contract |
| Myung Jun Kim | Liability-Driven Investment under Inflation Risk | ||||
| Myeongsu Choi | Predicting implied volatility surface with a Large Number of Factors and Machine Learning | ||||
| Geul Lee | One-day option-implied dividend rate reversals | ||||
| 2 | Jun, Sang-gyung | Hanyang Univ. | Maria Kim | Unconventional Lifelines: How Corruption Eases Firm Credit Constraints Amid Natural Disasters in Vietnam | |
| Hideatsu Tsukahara | Spatial models with copulas and their applications to finance | ||||
| Hyun Joong Kim | Skills and Bargaining Power in Venture Capital Markets | ||||
| Taiga Saito | Incomplete equilibrium model under logarithmic utilities with different time preferences and subjective beliefs | ||||
| 3 | Soo Young Song | Chung-Ang Univ. | Seongkyu (Gilbert) Park | Tick Size, Round Numbers, and High Frequency Traders | |
| Teppei Ogihara | Analyzing high-frequency stock price data and learning volatility using neural networks | ||||
| Jens Müller-Merbach | Overnight volatility when overnight trading can be observed | ||||
| Robin K. Chou | More Is Not Always Better: Accounting Reporting Complexity and Stock Price Efficiency | ||||
| 4 | Wang,Shu-Feng | Ajou Univ. | Kuan-Cheng Ko | Short-Term Moving Average Distance and the Cross-Section of Stock Returns | |
| Jinyong Yu | Stock price synchronicity, crash risk, and emerging-market institutional trading | ||||
| Pei-Shih Weng | “ Do Political Preferences Shape Retail Investors’ Decisions? Evidence from the Taiwan Stock Market | ||||
| Hankil Kang | Are Factor Pricing Models Internally Consistent? | ||||
| 5 | Jonghae Park | Gyeongsang National Univ. | 13:30~15:00 | Taehoon Lee | Using the Barnacle Mating Algorithm for Optimization of Technical Analysis Indicators for Stocks and Forecasting Stock Price Trend Volatility with Machine Learning |
| Hankyung Lee | A Study on Market Reaction and Short Selling of Quarterly disclosures by listing Type | ||||
| Woo Sung Kim | Inventory Investment, Firm Value, and Growth: Evidence from Korea. | ||||
| 6 | Youngsoo Choi | Hankuk Univ. of Foreign Studies | Jaeram Lee | Aggressive trading and order imbalances in the options market | |
| Yuji Yamada | Construction of Mixed Derivatives Strategy for Wind Power Producers | ||||
| Pan Xiao | Persistency of Cointegration Relationship for Spot and Futures Prices of WTI and Brent Crudes | ||||
| 7 | Doojin Ryu | Sungkyunkwan Univ. | Bekhzodbek Najmiddinov | Simulation-based analysis on optimal high-frequency market-making trading using a deep neural network method | |
| Yongjae Lee | Temporal Representation Learning for Stock Similarities and Its Applications on Investment Management | ||||
| Jin Meiling | Cryptocurrency as Hedge and Safe havens: A flexible semi-parametric Approach | ||||
| 8 | Jang Woo Lee | Busan National Univ. | Tong YuanYuan | Research and Application of Digitalization for Future Communities Based on the Mox-IriScape Netview System | |
| Sunghwan Kim | The Effects of Multichannel Endogenous Decisions on Default Risk Management and Prediction: Theory and Evidence | ||||
| Wujie | Promoting the Transformation of New Productivity in Intelligent Manufacturing Based on Digital Twin (DT) Modular Technology |
| Special Syposium Ⅰ | Time | Presenter | Title |
| OCIO | 16:00~17:00 | Seryoong Ahn | Current Status and Problems of the OCIO Market and Improvement Direction |
| Chaewoo Nam | The growth potential and development challenges of the OCIO market | ||
| Special Syposium Ⅱ | Time | Presenter | Title |
| STO | 17:00~18:00 | Minhyuk Lee | Comparison of the issuance cost of bond tokens compared to traditional bonds |
| Hong Bae Kim | Introduction of Bond tokens and Roadmap to Capital Market Innovation |