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Tun Ismail Mohamed Ali Distinguished Chair, Faculty of Economics and Management, Universiti Kebangsaan Malaysia are hosting a Finance Seminar. We would be delighted if you could join us for a one-day seminar entitled:
More and more academic research finds that financial markets are partially forecastable. This Finance Seminar introduces the notion of market efficiency and the random walk model, and then builds on these benchmarks to show why, when and how financial markets may be partially forecastable. We then discuss and illustrate the art and science of building quantitative forecasting systems based on recent academic research.
This seminar will be of particular interest for asset managers with a quantitative touch.
Topics:
market efficiency,
rationality versus (systematic) irrationality,
information and bounded rationality,
testing for predictability,
seasonal anomalies,
gradual information diffusion,
possible biases and measurement problems,
practical considerations when building forecasting systems,
data snooping and safeguards,
in- and out-of-sample forecasts and performance.
More and more academic research finds that financial markets are partially forecastable. This Finance Seminar introduces the notion of market efficiency and the random walk model, and then builds on these benchmarks to show why, when and how financial markets may be partially forecastable. We then discuss and illustrate the art and science of building quantitative forecasting systems based on recent academic research.
This seminar will be of particular interest for asset managers with a quantitative touch.
Topics:
market efficiency,
rationality versus (systematic) irrationality,
information and bounded rationality,
testing for predictability,
seasonal anomalies,
gradual information diffusion,
possible biases and measurement problems,
practical considerations when building forecasting systems,
data snooping and safeguards,
in- and out-of-sample forecasts and performance.
Date: 5 November 2015
Time: 9.00 a.m to 5.00 p.m.
Venue: (TBC)
Fees: RM 500 per person
Registration Deadline ( Confirm of Attendance): 26 Oct 2015
Payment deadline: 26 Oct
Time: 9.00 a.m to 5.00 p.m.
Venue: (TBC)
Fees: RM 500 per person
Registration Deadline ( Confirm of Attendance): 26 Oct 2015
Payment deadline: 26 Oct
Payment can be made only via;
Account name: Universiti Kebangsaan Malaysia
Account No: 8002234307
Bank address: CIMB Bank Bhd,
Lot 1:04 and 1:05,
Level 1,
Pensions UNIKEB,
43600 UKM Bangi,
Selangor
Swift Code: CIBB MYKL
Account No: 8002234307
Bank address: CIMB Bank Bhd,
Lot 1:04 and 1:05,
Level 1,
Pensions UNIKEB,
43600 UKM Bangi,
Selangor
Swift Code: CIBB MYKL
For payment via internet banking which direct to the UKM account, it is recommended for payer to enter ' ‘TKE6’ (activity code) in the payment details.
*The payers are required to submit supporting documents as proof of payment to kursiytiukm@ukm.edu.my
Contact:
The Secretariat
YTI Distinguished Chair
Faculty of Economics & Management,
Universiti Kebangsaan Malaysia
Email: kursiytiukm@ukm.edu.my
Tel. No: +603-89213401
Fax: +603-89251821
(Attn : Ms. Farah Dilla)
