11-13 Sep 2024 Oxford (United Kingdom)

Overview

You are cordially invited to submit your research papers for presentation at the 29th Forecasting Financial Markets Conference (#FFM29), that will take place on September 11–13, 2024, in Oxford (United Kingdom).

The FFM29, organized by the IPAG Business School, will be an excellent networking opportunity for academics, doctoral students, and practitioners to present new research results and discuss current and challenging issues in their disciplines.

Forecasting Financial Markets is an international conference on quantitative finance, which has been held every year since 1994.

Since its inception, the conference has grown in scope and stature to become a key international meeting point for those interested in quantitative finance, with the participation of quantitative market professionals and prestigious academic and research institutions from all over the world, including major central banks and quantitative fund managers.

Keynote Speakers

Prof. Rama Cont
University of Oxford

Prof. Rama CONT

Rama Cont is the Statutory Professor of Mathematical Finance at the University of Oxford. He is known for contributions to probability theory, stochastic analysis and mathematical modelling in finance, in particular mathematical models of systemic risk. He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010.

He obtained his undergraduate degree from Ecole Polytechnique (France), a master's degree in theoretical physics from Ecole Normale Superieure and a degree in Chinese Language from Institut national des langues et civilisations orientales. His doctoral thesis focused on the application of Lévy processes in financial modelling.

Prof. Richard Baillie
Michigan State University & King’s College London

Richard T. Baillie is the A.J. Pasant Professor in Insurance in the Department of Economics at Michigan State University. He works in the areas of econometrics, time series analysis, asset pricing, financial markets, and international finance.

He earned a PhD in economics from the London School of Economics. Baillie began his career as a statistician at the Central Statistical Office in London. He has also been a professor in the Department of Economics at Georgetown University. Baillie joined the Michigan State University faculty in 1986 and has been Pasant Professor since 1999. Baillie is a Fellow of the Journal of Econometrics, and a Fellow of the American Statistical Association. He received the Michigan State University Distinguished Faculty Award in 2009.

Scientific Committee

  • Bartosz Kurek, Krakow University of Economics
  • Claudio Morana, University of Milano-Bicocca
  • Duc Khuong Nguyen, EMLV Business School, De Vinci Higher Education
  • Eric Girardin, Aix-Marseille University
  • Fabien Rondeau, University of Rennes
  • Franck Martin, University of Rennes
  • Fredj Jawadi, University of Lille
  • Georgios Sermpinis, University of Glasgow
  • Hans-Jörg von Mettenheim, IPAG Business School
  • Marie Giuseppina Bruna, IPAG Business School
  • Monica Billio, Ca Foscari University
  • Nir Vulkan, Oxford-Man Institute
  • Peter N. Smith, York University
  • Raphael Douady, University of Paris I: Panthéon-Sorbonne
  • Sabri Boubaker, EM Normandie Business School
  • Sylvain Barthélémy, TAC Economics

   

Important Dates

Deadline for submissions:        July 15th                        >> July 31st (extended)

Notification to authors:          August 05th

Early bird registration:     August 15th

Rolling notifications: you are encouraged to submit and register early.

Conference Themes

  • Advances in asset management
  • Artificial intelligence and machine learning
  • FinTech, RegTech, InsurTech, GreenTech
  • Derivatives pricing models
  • Fund management and trading rules
  • Market microstructure
  • Modeling volatility and correlation
  • Modeling with high-frequency data
  • Risk analysis and credit trading
  • Sustainable investments and Green Finance

Publication Opportunities

  • Special Issue in the Journal of Forecasting; Issue Editor: Prof. Hans-Jörg von Mettenheim
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