Publications

  • Keilbar, G. and Wang, W. (2022). Modelling systemic risk using neural network quantile regression, Empirical Economics 62, 93–118
  • Keilbar, G. and Zhang, Y. (2021). On Cointegration and cryptocurrency dynamics, Digital Finance 3, 1-23

Talks

  • Econometrics Seminar, University of York, November 2021
  • Mathematical Statistics Seminar, WIAS Berlin, February 2021
  • Quantitative Economics and Finance Seminar, Fudan University, January 2020
  • 1st Yushan Conference, National Chiao Tung University, December 2019
  • Stat of ML Conference, Charles University Prague, September 2019
  • 12th Annual SoFiE Conference, Fudan University, June 2019
  • Economic Applications of Quantile Regression 2.0, NOVA SBE Lisbon, June 2019