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National University of Singapore- Icube Building

21 Heng Mui Keng Terrace

Level 4-03-32

Singapore, 119613

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NUS–SKKU FinTech Seminar Series: February

About this event

The NUS–SKKU FinTech Seminar Series is a collaborative effort by the Asian Institute of Digital Finance (AIDF) at NUS and Department of FinTech at SKKU.

This seminar will be conducted in a hybrid format (In-Person and Online Live Webinar).

Please note the different locations for the event:

- In-Person (NUS) : National University of Singapore, I3 Building, Executive Seminar Room Level 4- 03-32. (21 Heng Mui Keng Terrace, Icube Building, Singapore 119613)

- In-Person (SKKU) : SKKU, Business School, 33206

- Online (Zoom Link will be sent via email)

We reconsider the idea of trend-based predictability using methods that flexibly learn price patterns that are most predictive of future returns, rather than testing hypothesized or pre-specified patterns (e.g., momentum and reversal). Our raw predictor data are images—stock-level price charts—from which we elicit the price patterns that best predict returns using machine learning image analysis methods. The predictive patterns we identify are largely distinct from trend signals commonly analyzed in the literature, give more accurate return predictions, translate into more profitable investment strategies, and are robust to a battery of specification variations. They also appear context-independent: Predictive patterns estimated at short time scales (e.g., daily data) give similarly strong predictions when applied at longer time scales (e.g., monthly), and patterns learned from US stocks predict equally well in international markets.

Speaker


		FinTech Seminar - February image

Professor Dacheng Xiu, University of Chicago

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Date and time

Location

National University of Singapore- Icube Building

21 Heng Mui Keng Terrace

Level 4-03-32

Singapore, 119613

Singapore

View Map

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Organizer NUS Asian Institute of Digital Finance

Organizer of FinTech Seminar - February

The Asian Institute of Digital Finance (AIDF) is a university-level institute in the National University of Singapore (NUS), jointly founded by The Monetary Authority of Singapore (MAS), the National Research Foundation (NRF) and NUS. AIDF aspires to be a thought leader, a FinTech knowledge hub, and an experimental site for developing digital financial technologies as well as for nurturing current and future FinTech researchers and practitioners in Asia.

In the modern era of data-driven decision making and the digital future, while the society is facing various challenges in digital finance, we will provide thought leadership through an integrated approach to education, research, and business incubation.

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