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.
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