-------- Messaggio Inoltrato -------- Oggetto: 1st international conference on " Quantitative Finance and Financial Econometrics ", sponsored by SoFiE - Marseille - May 2018 Data: Wed, 17 Jan 2018 21:14:38 +0100 Mittente: Sébastien Laurent sebastien.laurent@univ-amu.fr Rispondi-a: qffe2018@amse-aixmarseille.fr A: qffe2018@amse-aixmarseille.fr

Dear colleagues,

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^th  to June 1^st , 2018. 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 28^th  to May 30^th , 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/

For more information (on submission, registration, accommodations, etc), see the attached call for papers and the conference website

https://qffe2018.sciencesconf.org/

_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