[Call for papers] FinEML Conference 2024 at USI Lugano

We invite you to the second edition of the Financial Econometrics Meets Machine Learning (FinEML) conference. After the successful first edition in Rotterdam, the second edition will be held at Università della Svizzera Italiana (Lugano). The conference is organized jointly by the Erasmus University Rotterdam, the University of Geneva, and Università della Svizzera Italiana.

Keynote Speakers

Confirmed keynote speakers are Federico Bandi (Johns Hopkins University), Yingying Li (Hong Kong University of Science and Technology), Andrew Patton (Duke University) and Simon Scheidegger (HEC Lausanne).

Special issue

Selected papers from this year's conference may be considered for a special issue on Financial Econometrics and Machine Learning of the Journal of Financial Econometrics.

Paper submissions

Submissions on the following topics are welcome:

• Asset Pricing: Novel machine learning techniques for asset pricing models, as well as insights into risk factors, portfolio optimization, and modeling the stochastic discount factor. 
• Big Data: Factor models and sparse models, covering the problems of weak, useless, and latent factors, misspecified factor models, and mixed-frequency data.
• Forecasting with Machine Learning: Machine learning techniques for financial forecasting, including time series analysis, predictive modeling, and risk assessment.
• Macro Finance: Integration of machine learning methods in macro-financial modeling, covering topics such as term-structure modeling, projection methods, text analytics of central banks' communication, and nowcasting.
• Option Pricing: Use of machine learning to address issues like predicting implied volatilities, developing structural option pricing models, uncovering option return predictability, estimating tail risk, and recovering forward-looking investors' beliefs.

Poster Session

During the conference, there will be a poster session open to PhD students and junior researchers. Please indicate your willingness to present a poster during the submission process.

Registration

Registration link coming soon.

Important Dates

• Submission deadline: 05.09.2024
• Notification of acceptance: 15.09.2024
• Registration deadline: 25.09.2024
• Conference date: 01.11.2024 - 02.11.2024

Organizing committee

• Patrick Gagliardini (Università della Svizzera Italiana (Lugano), SFI)
• Maria Grith (Erasmus University Rotterdam, TI)
• Onno Kleen (Erasmus University Rotterdam, TI)
• Loriano Mancini (Università della Svizzera Italiana (Lugano), SFI)
• Alberto Quaini (Erasmus University Rotterdam, TI)
• Olivier Scaillet (University of Geneva, SFI)
• Paul Schneider (Università della Svizzera Italiana (Lugano) , SFI)
• Anastasija Tetereva (Erasmus University Rotterdam, TI)
• Fabio Trojani (University of Geneva, SFI)

Contact

Feel free to reach out to us via email: fineml@ese.eur.nl