POSTERS SECTION (alphabetical order by first name) - Posters' size 90 X 120
1. Aldo Paolillo (University of Rome “Tor Vergata”, Italy) Identifying Economic Shocks in a Rare Disaster Environment
2. Ali Moin (Eramus University, Rotterdam, Nederland) Sentiment Networks and Equity Return Predictability
3. Andre Maranhão (EESP) Estimating the Brazilian credit cycle in the context of high-dimensional and time-irregular spans
4. Andrew Herren (University of Texas at Austin, U.S.A.) Stochtree: tree ensembles for supervised learning and causal inference
5. Aniela Fagundes Carrara (UFSCar, Brazil) Pass-through of oil prices to Brazilian inflation: ana analysis between 2014 and 2023.
6. Ayden Higgins (Univserity of Exeter, U.K.) Panel Data Models with Interactive Fixed Effects and Relatively Small T
7. Daniel Batista (University of Geneva. SFI, Switzerland) Semivolatility Managed Portfolios
8. Diego Ferreira (UNIFESP, Brazil) The impact of food inflation on core inflation in Brazil: a time-varying parameter approach
9. Edoardo Zanelli (University of Bologna) Improved Inference for Nonparametric Regression and Regression-Discontinuity Designs.
10. Eduardo Horta (UFRGS, Brasil) Curve dynamics with covariates
11. Eduardo G. Pinheiro (IMECC-UNICAMP) Robust Estimation of High-Dimensional cDCC Model
12. Eli Hadad (Universidade Presbiteriana Mackenzie) Enhanced Pairs Trading
13. Emerson Rivera (IMECC-UNICAMP) Estimation of High-Dimensional cDCC Model by Composite Likelihood Method
14. Emmanuel Djanga (Department of Statistics, University of Oxford, U.K.) Cryptocurrency Volatility Forecasting with Applications in Trading.
15. Fernanda Carneiro (UNIFESP, Brasil) Commodity Price Shocks: their impacts on inflation and the basic food basket in Brazil
16. Francis Araujo (IMPA, Brazil) Calibration and Pricing Under the Local Volatility-of-Volatility Model
17. Giuseppe Cavaliere (Univserita di Bologna) Bootstrap Inference in the Presence of Bias
18. Guilherme Bitencourt Martins (UFSC, Brazil) Forecasting Brazilian macroeconomic variables using Bayesian additive regression trees
19. Guilherme C. Soares (FEA-RP/USP, Brazil) Exploring Gaussian-Laplace Combinations in High-Dimensional Dynamic Spike-and-Slab Models
20. Guilherme Piantino (INSPER, Brazil) Uncertainty quantification in VAR models with Regime Changes using Deep Gaussian Process
21. Hugo Salgado Morales (Universidad de Chile) The Impact of material care programs in prisions on the academic performance of their children
22. Ignacio Crespo (CUNEF University, Spain) Forecasting Intra-daily Volume in Large Panels of Assets
23. Igor Ferreira Batista Martins (Orebro University, Sweden) What Events Matter for Exchange Rate Volatility?
24. Jean S. M. Diniz (IMECC-UNICAMP) Robust estimation of Markov-Switching GARCH and DCC Models
25. Jesus Villota Miranda (CEMFI, Spain) Predicting Market Reactions to News: an LLM-Based Approach Using Spanish Business Articles
26. João Flávio A. Silva (UFSCar, Brazil) Enhancing Temporal Stability on Supervised Learning Models
27. João Pedro M. Franco (FEARP-USP, Brazil) An Analysis of Volatility Spillovers in Cryptocurrencies Using Spatial Weight Matrices and Multivariate Stochastic Volatility Models
28. João Pedro Nacinben (FEARP-USP, Brazil) A Multivariate Stochastic Volatility Model with Generalized Factor Dynamics
29. José Antunes-Neto (Kellog School of Management, U.S.A.) The Impact of Information Shocks in the Dispersion of Betas
30. José Carlos Abreu Neto (EAESP-FGV, Brasil) Predicting Private Equity Funds’ Success with Machine Learning Tools.
31. Josué Costa (INSPER, Brasil) Idiosyncratic Currency Carry Trade: characteristic or covariances?
32. Juan Arismendi_Zambrano (UCD Smurfit Graduate Business School, Ireland) Law-Induced Asymptotic Projections in Arbitrage Equilibriums
33. Juan David Garcia_Gonzalez (Bocconi University, Milan) Science Drain, Sccience Gain: the scientific outcomes of overseas scholarships
34. Kevin G. R. Pergher Instituto de Informática, UFGRS, Brazil) Improving Hierarchical Risk Parity via Orthogonal Lower Dimensional Projections
35. Kweku Yamoah (School of Economics, University of Leicester, U.K.) Comparison of Shrinkage Estimators for Local Projections
36. Laura Rataichesck (FGV) Climate change and economic growth: an analysis of Brazilian municipalities (2002-2021)
37. Leandro dos Santos Maciel (FEA-USP, Brazil) Market sentiment and the predictability of cryptocurrency risk premium using technical indicators
38. Lucas Godeiro (UFERSA, Brazil) Quantile Forecasting with Textual Data
39. Lucas Resende (ENSAE, France) Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means
40. Lucas Squillante (UNESP, Rio Claro, Brazil) Unveiling the interdisciplinary character of Ising-like models
41. Magno Severino (USP, Brasil) Model selection for Markov Random Fields on Graphs under a Mixing Condition
42. Matheus L. Carrijo (EESP-FGV, Brasil) Spanning the Payoff Space with Factors
43. Mathues Brito (EESP-FGV, Brazil) Distracted by Crypto: how cryptocurrencies impact retail equity trading
44. Manuel Parra-Díaz (Universidad del Rosario, Colombia) Deep Risk Budgeting Portfolios
45. Mauricio Ferraresi Junior (EESP-FGV, Brasil) High-Dimensional Bayesian Model of Flow-Based Portfolio Choice.
46. Miguel Ventura (ESSEC, France) Deep learning and optimal market making on a high dimensional limit order book
47. Milene Maiser Moraes (UFSC, Brasil) Modelling the Brazilian Yield Curve: a machine learning approach for forecasting and analysis.
48. Nomena Andrianjanaka (CUNEF Universidad, Spain) Alternative representation for mutual funds using NLP, to build efficient portfolio strategies.
49. Paulo Cesar Ramos Huarachi (National University of Engineering, Peru) Machine Learning Insights into Bolivia’s Economic Downturns
50. Pedro Lima (University of Texas at Austin, U.S.A.) Minnesota BART
51. Pedro Venturi (Queen Mary University of London, U.K.) Rethinking Sparsity: Parametric Portfolios and Firm Characteristics
52. Prem Chhetri (University of Bordeaux, France) Investing for Impact: an econometric analysis to identify social dynamics in Indian P2P financing ecosystem
53. Rafael Alcantara (University of Texas at Austin, U.S.A.) Constrained BART Model for Identifying Heterogeneous Treatment Effects in Regression Discontinuity Design
54. Rodney Fonseca (Statistics Department, UFBA, Brazil) Two-round debiased lasso for federated regression
55. Rodrigo Leite (COPPEAD/UFRJ, Brasil) Predicting Openings and Closings of Bank Branches using Machine Learning
56. Sajid Safeer (University of British Columbia, Canada) Blockchain-IoT Driven Deecentralized Application for Climate Smart Optimization in Agricultural Supply Chain
57. Stanislas Michel (ESSEC Business School, Paris) Adapting the Black-Scholes Framework for Cryptocurrency Option Valuation: Methodologies and Implications
58. Tomas Nobrega (INSPER, Brazil) Betting on Credit Betas
59. Thiago Adriel da Cruz Alves Santos (UNIFESP, Brasil) Forecasting Brazilian Inflation using Machine Learning Techniques in Mixed Frequency Models.
60. Vaishnav Garg (EESC, France) Networks of financial volatility: effects of expectation
61. Viola Simonetti (ESSEC, France) Statistically Detectable Rational Bubbles
62. Vinícius Hector (EPGE/FGV, Brazil) Dry Wetland: Water Scarcity in the Brazilian Pantanal
63. Weider Loureto Alves (CAEN/UFC, Brazil) Economic Effects of Goods and Bad Fiscal Uncertainty Shocks