41st International Symposium on Forecasting
We are excited to announce our sponsorship with the 41st International Symposium on Forecasting. Registrations are now open.
The International Symposium on Forecasting (ISF) is the premier forecasting conference, attracting the world’s leading forecasting researchers, practitioners, and students. Through a combination of keynote speaker presentations, academic sessions, workshops, and social programs, the ISF provides many excellent opportunities for networking, learning, and fun.
Click here for information on how to register for the 41st International Symposium on Forecasting.
Please see below some of the keynote speakers who will be presenting at the conference:
Gerd Gigerenzer
Director, Harding Center for Risk Literacy
University of Potsdam and Max Planck Institute for Human Development
David Hendry
Senior Research Fellow, Professor of Economics
University of Oxford, Nuffield College
Yongmiao Hong
Special-term Professor of Economics
University of Chinese Academy of Sciences, School of Economics and Management
View all of the keynote speakers.
The ISF offers unique, tailored workshops for symposium registrants. These workshops offer the opportunity to participate in an in-depth look at a specific forecasting theme.
There are a total of 6 workshops taking place on June 27, July 1 and July 2; you can view all of the workshops here.
We are excited to be joining proceedings, with Dr Malvina Marchese presenting 'Workshop 2: Long Memory in Volatility', by Dr Malvina Marchese on 27 June, 6 - 10 pm.
This workshop discusses the modelling and forecasting of market risk using EViews software. Risk modelling is all about modelling and quantifying risk. In financial industries, market risk being quantified by potential losses based on negative fluctuations in a portfolio's market value is of particular relevance. This workshop offers an introduction to modelling and forecasting risk in commodity markets, using EViews 12.
In the first part of the workshop, we will discuss a number of econometric models used in the empirical literature to forecast energy returns volatilities and correlations. These include short-memory univariate and multivariate GARCH models. We will then analyse the type of dependence found in energy returns and investigate how long-memory models can improve forecasting performances. We will demonstrate several tests of forecasting accuracy.
The second part of the workshop will build on the previous discussion of models. Participants will be introduced to a fundamental measure, the Value at Risk, used by portfolio managers to quantify risk. We discuss the different parametric and non-parametric econometric methods used to compute such measures and compare their performances within energy markets.
Click here for the Long Memory in Volatility Agenda.
If you would like any further information regarding the conference and workshops, please visit the International Insitute of Forecasters website.