FiRRM at the Cryptocurrency Research Conference 2019

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On the 15th of June, the University of Southampton hosted the 2019 Cryptocurrency Research Conference. Dr. Garrick Hileman- Head of Research at Blockchain, Obi Nwosu- Co-founder and CEO of Coinfloor, and Dr. Shaen Corbet- Associate Professor at Dublin City University, were keynote speakers for the event.

The two-day conference hosted a number of academics from universities and institutions around the world to present their research on cryptocurrency. As is self-evident from its title, the conference boasted a wide range of topics regarding cryptocurrency, including everything from hedging to the economic uncertainties associated with it.

G Köchling presenting at the conference.

Also present at the conference, of course, was FiRRM’s own Philipp Schmidtke and Gerrit Köchling, who presented their latest research on Volatility Forecasting Accuracy for Bitcoin. Their study consisted of testing the capabilities of 172 GARCH-type models in forecasting Bitcoin volatility. However, the results ultimately led them to conclude that GARCH models should be used with caution, if at all, as they could not themselves identify any one superior model. More details on the paper will soon be included, for those that are interested.

For more work produced by FiRMM, check out our Research page and stay up to date with our blog posts on the home page.

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