FinEML Conference 2024 at USI Lugano

Financial Econometrics Meets Machine Learning
University USI Lugano
Date
Friday 1 Nov 2024, 09:00 - Saturday 2 Nov 2024, 18:00
Type
Conference
Location

University of Lugano

Call for papers Add to calendar
University USI Lugano

We invite you to the second edition of the Financial Econometrics Meets Machine Learning (FinEML) conference. After the successful first edition in Rotterdam, the second edition will be held at Università della Svizzera Italiana (Lugano). The FinEML conference is a cooperation between the Econometric Institute at Erasmus University Rotterdam, Università della Svizzera Italiana, University of Geneva, and the Swiss Finance Institute.

Keynote Speakers

Confirmed keynote speakers are Federico Bandi (Johns Hopkins University), Yingying Li (Hong Kong University of Science and Technology), and Simon Scheidegger (HEC Lausanne).

Location

University of Lugano, view the location via Google Maps | Buffi 13, CH-6900 Lugano

Special issue

Selected papers from this year's conference may be considered for a special issue on Financial Econometrics and Machine Learning of the Journal of Financial Econometrics.

Call for Papers

Submissions on the following topics are welcome:

  • Asset Pricing: Novel machine learning techniques for asset pricing models, as well as insights into risk factors, portfolio optimization, and modeling the stochastic discount factor. 
  • Big Data: Factor models and sparse models, covering the problems of weak, useless, and latent factors, misspecified factor models, and mixed-frequency data.
  • Forecasting with Machine Learning: Machine learning techniques for financial forecasting, including time series analysis, predictive modeling, and risk assessment.
  • Macro Finance: Integration of machine learning methods in macro-financial modeling, covering topics such as term-structure modeling, projection methods, text analytics of central banks' communication, and nowcasting.
  • Option Pricing: Use of machine learning to address issues like predicting implied volatilities, developing structural option pricing models, uncovering option return predictability, estimating tail risk, and recovering forward looking investors' beliefs.

Important Dates

  • Submission deadline: 05.09.2024
  • Notification of acceptance: 15.09.2024
  • Registration deadline: 25.09.2024
  • Conference date: 01.11.–02.11.2024 

Poster Session

During the conference, there will be a poster session open to PhD students and junior researchers. Please indicate your willingness to present a poster during the submission process.

Organizing committee

  • Patrick Gagliardini (Università della Svizzera Italiana (Lugano), SFI)
  • Onno Kleen (Erasmus University Rotterdam, TI)
  • Alberto Quaini (Erasmus University Rotterdam, TI)
  • Olivier Scaillet (University of Geneva, SFI)
  • Paul Schneider (Università della Svizzera Italiana (Lugano) , SFI)
  • Anastasija Tetereva (Erasmus University Rotterdam, TI)
  • Fabio Trojani (University of Geneva, SFI)

Sponsors

Logo Swiss Finance Institute Image - Logo Econometric Institute Image - Logo Society for Financial Econometrics

Call for papers

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