Paper presented: “Exploring Dependence Structures in Asset Pricing: Advancements in Multivariate Quantile-on-Quantile Regression.”

Paper presented: “Quantile Regression and Portfolio Refinement: Addressing Extreme Behaviors in Risk Management.”

Paper presented: “Motor insurers can identify bad drivers: creating individual and group risk scores from telematics.”

Paper presented: “Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics.”

Paper presented: “Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Estimations with Non-Crossing Conditions.”

Paper presented: “Non-Crossing Neural Network Quantile Regression Estimation for Driving Data with Telematics.”

Paper presented: “Non-crossing neural network regression estimation for driving data with Telematics”.

Paper presented: “Alternative scoring function specifications for estimating Conditional Tail Expectation regression via Neural Networks.”

Paper presented: “ Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility.”

Paper presented: “ Cross-sectional quantile regression for estimating conditional VaR of returns during periods of hight volatility.”

Paper presented: “ External Spillover Index and its relation with GDP per capita on European countries.”