Welcome to join this upcoming lecture and gain an in-depth understanding of return dynamics and forecasting techniques across various asset classes in financial markets!

📌 This lecture will cover the following topics:

🔹 Energy Prices and Stock Market Correlation:
Analyze how fluctuations in oil and gas prices affect stock market returns in EU countries, using advanced models to explore differences in responses under varying industrial structures.

🔹 Systematic Review of Cryptocurrency Returns:
Summarize existing research and recent data, starting from the approval of Bitcoin and Ethereum ETFs, to review the performance history and future trends of cryptocurrency returns.

🔹 Frequency Decomposition Analysis of Equity Factors:
Introduce the Empirical Mode Decomposition (EMD) method to enhance the predictability of anomaly factors and capture underlying fundamental signals.

The lecture adopts a cross-asset perspective, integrating economic models and empirical results to explore the structure and predictability of returns in financial markets. It is ideal for participants interested in financial data analysis, investment research, or quantitative strategies.


📅 Lecture Information
▪️ Topic: Unveiling Return Dynamics: Energy, Crypto, and Equity Factor Insights
▪️ Speakers: Daniel Traian Pele, David Siang-Li Jheng, Owen Chaffard, Wolfgang Karl Härdle
▪️ Date & Time: Tuesday, June 17, 2025, 14:00–17:05 (Check-in begins at 13:30)
▪️ Venue: Audiovisual Center (3rd Floor Mezzanine), Li-Hsueh Building, Kaohsiung Medical University
▪️ Registration Link: 🔗 https://forms.gle/XqUTpeyf6GZna72P9
▪️ Registration Deadline: Until 12:00 PM, Friday, June 13, 2025 (Online registration only)
▪️ Participation: Limited to 70 in-person attendees
▪️ Organizer: Biomedical Artificial Intelligence Academy, Kaohsiung Medical University
▪️ Note: ☕ Light refreshments will be provided on-site. Everyone is welcome to register!

 

※ This activity has been approved for KMU Faculty Development Credit. To receive credit, participants must complete both check-in/out and the satisfaction survey.

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