Research Seminars

IQ-KAP organizes a research seminar at DekaBank with internal and external speakers presenting their research.

Here is an overview of current and earlier conference presentations

04.03.2020

Stock picking with Machine Learning

Dr. Dominik Wolff (Deka) Dr. Fabian Echterling (Deka)

30.01.2020

Understanding Machine Learning for Diversified Portfolio Construction by Explainable AI

Dr. Jochen Papenbrock (Firamis)

25.10.2019

Asymmetric Information and the Distribution of Trading Volume

Prof. Jos van Bommel (Uni Luxemburg)

28.06.2019

Bayesian Eigenspectrum Fitting for Covariance Estimation in Portfolio Construction

Torsten Mörstedt (Deka)

22.03.2019

Home-Country Media Slant and Equity Prices

Prof. Rasa Karapandza (EBS)

14.09.2018

Machine Learning Approaches for Equity Market Predictions

Dr. Dominik Wolfff (Deka)

24.08.2018

Volatilitäts-Strategien

Dr. Arif Soshi (Deka)

25.11.2017

The value of visibility

Prof. Alexander Hillert (Goethe Uni Frankfurt)

25.08.2017

Corporate Transparency and Bond Liquidity

Prof. Dr. Roland Füss (Uni St. Gallen)

23.06.2017

Anlagestrategien für Aktienanleihen

Asty Al-Jaaf (Deka)

08.06.2017

Machine Learning Ansätze zur Aktienselektion

Steven Hooker (Deka)

23.05.2017

Low-Beta Strategies/ Beta Dispersion and Market Timing

Laura-Chloé Kuntz (Uni Göttingen)

10.03.2017

Datenaufbereitung und Mustererkennung innerhalb Intraday Forex und Futures Daten

Adrian Weiss (Deka)

02.03.2017

Volatilitäts-Strategien

Dr. Arif Shoshi (Deka)

13.01.2017

Machine Learning Approaches for Stock Return Predictions

Zihan Liu (Deka)

29.11.2016

Anomalies Across the Globe: Once Public, No Longer Existent?

Dr. Heiko Jacobs (Uni Mannheim)

13.06.2016

Stock Returns and Future Tense Language in 10-K Reports/ Out-of-Sample Equity Premium Predictability and Sample Split Invariant Inference

Prof. Rasa Karapandza (EBS)

20.04.2016

Herausforderungen des ETF-Fondsmanagements

Jörg Wucherpfennig (Deka)

25.03.2016

Return Prediction Models and Portfolio Optimization

Dr. Dominik Wolfff (Deka)