WSDS
2026
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Concurrent
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Financial Econometrics & Market Modeling
Wed, Oct 28
, 3:00 PM - 4:30 PM
4 Abstracts
Paired Portfolio Trading: A Statistical Approach
Sara Mezuri
Canonical Correlation Analysis
Cointegration
Orthogonal Regression
Paired Portfolio Trading
A Stochastic Framework for Credit Risk Assessment: Integrating Markov Chains, Monte Carlo Simulation, and Bayesian Inference
Riddhi Chudasama
Stochastic modelling
economic scenario testing on fintech data
Credit borrower behavior.
How Bonding-Curve Design Shapes Early Token Price Behavior: Evidence from Pump.fun and Virtuals
Elsa Vandenberghe
(Thrackle)
Token bonding curves
token launch mechanisms
meme coins
AI agents
price dynamics
blockchain
Statistical Features of Market Downturns and Upturns in Global Stock Markets
Min Shu
Statistical Features
Global Stock market
Market Downturns and Upturns
Predefined Tolerance Level
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