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ICAE

@icae.bsky.social

Instituto Complutense de Análisis Económico. @ICAE.bsky.social (@ICAE_UCM on X) is a research center at @unicomplutense.bsky.social . Seminar link: meet.google.com/gnb-myzc-zve . Web: www.ucm.es/icae

Posts Replies Media

ICAE @icae.bsky.social · 21/01/2026

In TODAY's ICAE seminar (Wed 21st Jan) @12.30 Max Caporin (@unipd.bsky.social) presented "Multivariate GARCH and portfolio variance prediction: a forecast reconciliation perspective", a novel approach improving predictions quality w/ a variety of GARCH models, g'luck to publish top!

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ICAE @icae.bsky.social · 04/09/2025

In addition, we find that some market-neutral and most factor-tilted strategies consistently outperform standard benchmarks in both return and risk-adjusted terms. Take-home message: public blockchain networks info are exploited/able for building profitable portfolios 3/5

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ICAE @icae.bsky.social · 04/09/2025

The project (supervisors: @vgonzalo.bsky.social @msartarelli.bsky.social @icae.bsky.social‬), tests whether on-chain metrics (blockchain ntwrk data) predict cryptos returns in multifactor models. Predictors spoiler: market value to realized value, active addresses, network value to transactions 2/5

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ICAE @icae.bsky.social · 27/03/2025

Wednesday April 2nd at 12.30 "The Wealth of Generations " by Luis Bauluz (@LuisBauluz @CUNEF) See you all there! Info and links to online broadcasting and seminar calendar in the bio @unicomplutense sites.google.com/view/luisbau...

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