7th Financial Risks INTERNATIONAL FORUM

risk2014

The Institut Louis Bachelier, in cooperation with the Fondation du Risque, the Europlace Institute of Finance and the Louis Bachelier « Finance and Sustainable Growth » Laboratory, is pleased to invite you to the 7th Financial Risks International Forum.
In the current context, this year’s forum will focus on « BIG DATA IN FINANCE AND INSURANCE ».

The forum pursues three objectives:

  • to identify the main streams of research that will structure the Finance and Insurance’s evolutions in the future;
  • to organize presentations and debates on these new trends;
  • to assess the market and regulatory impacts of these evolutions.

TOPICS

  • Large Scale Linear and Nonlinear Factor Models, Granularity, Nonlinear Principal Component Analysis, Construction of Indexes from Large Data Sets;
  • Behavioral Scores, Real Time Updating of Scores and Rankings
  • Analysis of Retail Contracts, of Balance Sheets Histories, of Investors and Fund Managers Behavior, of Risk Appetite Indicators Given on Google;
  • Analysis of Markets with Highly Differentiated Products: Pricing the Quality Characteristics, Hedonic Price Indexes, Application to Markets of Physical Goods
  • Contagion and Systemic Risk, Regulation in a Large Dataset Environment, Non Regulated Web Currencies
  • Effect of Big Data on the Organization of the Markets (Web Market Monitoring), on the Role of Intermediaries, on the Product Design
  • High Frequency Data, Market Microstructure.
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