I am pleased to announce the organisation of the first conference
on " Quantitative Finance and Financial Econometrics " (QFFE) that
will be held in Marseille (France) from May 30
This conference received a scientific sponsorship
from the Society for Financial Econometrics (SoFiE).
Our guest speakers are
Andrew J. PATTON (Duke
University)
and
Dick van DIJK (Erasmus
University Rotterdam).
Prior to this conference we also organise a summer
school made up by two courses delivered from May 28th to May 30th, 2018 by
Sébastien LAURENT (Aix-Marseille
University), on Forecasting Risk with Intra-Day
Data
and
Andrew J. PATTON (Duke
University) on Forecasting Risk with Intra-Day
Data
Important dates:
Submissions
of a complete paper : February 28th, 2018
Decision
: March 20th, 2018
Registration
deadline for the conference and/or summer school: May 2nd, 2018
Submissions on the
following topics are welcome:
• Big-data in finance
• Empirical finance
• High-frequency data
• New methods in quantitative finance
• Time series forecasting
• Volatility and risk modeling
On behalve of the conference chairs and the
scientific committee,
Best Regards
Sébastien Laurent