On 5 and 6 November 2026 Erasmus University Rotterdam, the University of Geneva, and Università della Svizzera Italiana will jointly organise the 4th edition of the FinEML (Financial Econometrics Meets Machine Learning) Conference. The conference will be held at the University of Geneva, Geneva, Switzerland.
- Date
- Thursday 5 Nov 2026, 09:00 - Friday 6 Nov 2026, 18:00
- Type
- Conference
- Location
University of Geneva, Uni Mail, Boulevard du Pont-d’Arve 40, CH-1211 Geneva 4, Switzerland
Registration
Registration for the conference is closed.
Speakers
Confirmed keynote speakers are: Peter Bühlmann (ETH Zürich), Christa Cuchiero (University of Vienna) and Kay Giesecke (Stanford University).
Moreover, FinEML will host one of the invited lectures by the Society for Financial Econometrics (SoFiE). This year, the invited lecturer is Christian Gouriéroux (University of Toronto, Toulouse School of Economics).
The Invited Lecture Series was launched in 2024 in Montreal, with Robert Engle and Lars Peter Hansen delivering the inaugural lectures.
Topics
Submissions on the following topics are welcome:
- Asset Pricing: Novel econometric and machine learning approaches for asset pricing, including risk factor discovery, portfolio optimization, and advanced modeling of the stochastic discount factor.
- Big Data: Factor models and sparse methods tailored to large-scale, high-dimensional financial data.
- Forecasting: Novel forecasting techniques covering time series analysis, predictive modeling, and risk assessment in dynamic financial markets.
- Macro Finance: Econometrics and machine learning methods for macro-financial analyses, encompassing yield curve forecasting, text-based insights from central bank communications, projection models, and nowcasting techniques.
- Option Pricing: Data-driven advances in implied volatility forecasting, option return predictability, tail risk estimation, and extracting forward-looking investor beliefs.
- Theoretical Machine Learning: Focusing on learning theory, optimization techniques, complexity analysis, and statistical guarantees that underpin machine learning algorithms with applications in finance
Programme
Thursday, 5 November 2026
| Time | Room A | Room B |
|---|---|---|
| 08:45-09:15 | Registration | |
| 09:15-10:15 | Keynote lecture Kay Giesecke (Stanford University) | |
| 10:15-10:45 | Coffee and snacks | |
| 10:45-12:15 | SDF, Sharpe Ratios & Factor Spanning | Networks, Information & Financial Systems |
| 12:15-13:45 | Lunch + poster session | |
| 13:45-15:15 | Machine Learning for Investment Decisions | Financial Dynamics |
| 15:15-15:45 | Coffee and snacks | |
| 15:45-16:45 | Statistical Learning & High-Dimensional Econometrics | Asset Pricing 1 |
| 16:45-17:15 | Coffee and snacks | |
| 17:15-18:15 | Keynote lecture Peter Bühlmann (ETH Zurich) | |
| 19:30 | Conference dinner |
Friday, 6 November 2026
| Time | Room A | Room B |
|---|---|---|
| 09:30-10:30 | SoFiE invited lecture Christian Gouriéroux (University of Toronto / Toulouse School of Economics) | |
| 10:30-11:00 | Coffee and snacks | |
| 11:00-12:30 | Forecasting 1 | Options, Risk-Neutral Densities & Variance Derivatives |
| 12:30-14:00 | Lunch | |
| 14:00-15:00 | Keynote lecture Christa Cuchiero (University of Vienna) | |
| 15:00-15:30 | Coffee and snacks | |
| 15:30-17:00 | Forecasting 2 | Inference & Uncertainty in Financial Machine Learning |
| 17:00-17:30 | Coffee and snacks | |
| 17:30-18:30 | Asset Pricing 2 | Portfolio Choice |
Directions
The conference will take place at Uni Mail, University of Geneva, Boulevard du Pont-d’Arve 40, 1205 Geneva, in rooms MS130 and MS030.
From Geneva AirportOpens external, take any train to Genève-Cornavin, the city’s main railway station (approximately seven minutes). From Cornavin, take tram 15 towards Plan-les-Ouates, ZIPLO and get off at Uni-MailOpens external, directly outside the venue. The tram journey takes approximately 11 minutes.
Guests staying in many accommodations in Geneva receive a complimentary Geneva Transport CardOpens external, providing free local public transport throughout their stay, including the airport train. Please contact your accommodation to obtain your card in case they are participating.
Organising committee
- Fabio Trojani
- Olivier Scaillet
- Tony Berrada
- Ines Chaieb
- Patrick Gagliardini
- Loriano Mancini
- Paul Schneider
- Anastasija Tetereva
- Alberto Quaini
- Maria Grith
- Mariia Artemova
- Onno Kleen
Programme committee
- Caio Almeida (Princeton University)
- Mariia Artemova (Erasmus University Rotterdam)
- Federico M. Bandi (Johns Hopkins University)
- Daniele Bianchi (Queen Mary University of London)
- Christian Brownlees (Universitat Pompeu Fabra and Luiss Guido Carli University)
- Andrea Bucci (University of Macerata)
- Mehmet Caner (North Carolina State University)
- Marine Carrasco (Université de Montréal)
- Marcelo Fernandes (Fundação Getulio Vargas, São Paulo School of Economics)
- Gustavo Freire (Nova School of Business and Economics)
- Patrick Gagliardini (Università della Svizzera italiana)
- Domenico Giannone (Johns Hopkins University)
- Maria Grith (Erasmus University Rotterdam)
- Ekaterina Kazak (University of Birmingham)
- Onno Kleen (Erasmus University Rotterdam)
- Sébastien Laurent (Aix-Marseille University)
- Yingying Li (Hong Kong University of Science and Technology)
- Rasmus Lönn (Erasmus University Rotterdam)
- Daniele Massacci (King’s College London)
- Markus Pelger (Stanford University)
- Alla Petukhina (HTW Berlin)
- Alberto Quaini (Erasmus University Rotterdam)
- Roberto Renò (University of Verona)
- Mirco Rubin (EDHEC Business School)
- André Portela Santos (CUNEF Universidad)
- Olivier Scaillet (University of Geneva and Swiss Finance Institute)
- Paul Schneider (Università della Svizzera italiana and Swiss Finance Institute)
- André B. M. Souza (Esade Business School)
- Anastasija Tetereva (Erasmus University Rotterdam)
- Allan Timmermann (University of California San Diego)
- Simon Trimborn (University of Amsterdam)
- Fabio Trojani (University of Geneva and Swiss Finance Institute)
- Evgenii Vladimirov (Erasmus University Rotterdam)
- Xinghua Zheng (Hong Kong University of Science and Technology)
Sponsors
