NEWS & EVENTS

3rd Eubank Conference on Real World Markets

EVENTS

Oct 17, 2011

Critical Issues in Today’s Dynamic and Uncertain Political Climate and Markets

October 17-18, 2011 
Duncan Hall, Rice University

Hosted by:
Center for Computational Finance and Economic Systems (CoFES)
Department of Statistics
George R. Brown School of Engineering
Jones Graduate School of Business
School of Social Sciences

Conference Agenda

Monday, October 17

8:00–9:00 am

 ~ 

Registration

9:00–9:15 am

 

Call to Order and Introduction

Ned Thomas, William and Stephanie Sick Dean, George R. Brown School of Engineering, Rice University

Katherine Ensor, Professor and Chair of the Department of Statistics; Director (CoFES), Rice University

9:15–10:00 am

 

Financial Reform: Now Comes the Hard Part
Dexter Senft, Morgan Stanley, Managing Director

10:00–10:15 am

 

Break

10:15–11:00 am

 

Extreme Risk Management: Fusion of Best Practice from the Intelligence and Financial Communities
Christina Ray, Senior Managing Director, Omnis, Marketing Intelligence

11:00–11:45 am

 

Risk Assessment in Energy Trading
Ginger Koev, Hewlett-Packard Company, Manager in Demand Forecasting

11:45–12:00 pm

 

Open Mic Session

12:00–1:30 pm

 

Lunch

1:30–2:15 pm

 

Using Ensembles of Simple Models to Understand the Housing Market
Hadley Wickham, Assistant Professor of Statistics, Rice University

2:15–3:00 pm

 

Identifying and Dealing with the Approach of Bears and their Departure
Ricardo Affinito, Statistics Ph.D. Candidate, Rice University

3:00–3:15 pm

 

Break

3:15–4:00 pm

 

Quant Gaffes
John Dobelman, Professor in Practice of Statistics, Rice University

4:00–4:45 pm

 

Houses Built on Quicksand: The Panic of 2007-2008
Edward Williams, Henry Gardiner Symonds Professor of Management, Jones Graduate Business School, Rice University

5:00 pm

 

Adjourn

5:00–6:00 pm

 

Social, Martel Hall

6:00 pm

 

Banquet
Modern Statistics, Wealth and Security
Katherine Bennett Ensor, Professor and Chair, Department of Statistics; Director, CoFES 

Tuesday, October 18
James A. Baker III, Institute for Public Policy 
Kelly International Conference Center

9:00–9:45 am

 

 Does Debt Matter?
Kyle Bass, Founder of Hayman Capital Management, L.P.

9:45–10:30 am

 

The Destructive power of Debt
James Thompson, Noah Harding Professor of Statistics, Rice University

10:30–10:45 am

 

Break

10:45–11:30 am

 

Today's Economic and Political Climate from the Standpoint of a Fixed Income Portfolio Manager
William Sirakos Senior Executive Vice President, Chief Economist and Capital Markets Division Head, Cullen/Frost Bankers Inc.

11:30–12:15 pm

 

Convergence vs. Convexity: How Should Mature Economies Grow, and How Have They Grown?
Brian Domitrovic, Professor and Chair, Department of History, Sam Houston State University

12:15–12:30 pm

 

Open Mic Session

12:30–1:30 pm

 

Closing Reception at the Baker Institute – Doré Commons