School of Business and Economics

Events

26 September 2018 - 27 September 2018

Workshop on Recent Developments in Financial Data Science and Econometrics

Presented By School of Business and Economics

About this event

Keynote Speakers: 

Workshop Founders and Guest Editors: 

  • Andreas Hoepner, University College Dublin, Republic of Ireland
  • Dave McMillan, University of Stirling, UK
  • Andrew Vivian, Loughborough University, UK
  • Chardin Wese Simen, University of Reading, UK

Local Organisers:

  • Andrew Vivian, Loughborough University, UK
  • Panagiotis Asimakopoulos, Loughborough University, UK
  • Giovanni Calice, Loughborough University, UK

Overview:

Financial Data Science is an emerging complementary field to Econometrics. It is concerned with the estimation of robust and accurate models from empirical data but puts a stronger emphasis than traditional Econometrics on the relevance of novel data sets and new technologies made possible through recent advances in computer science such as Deep Learning. Financial Data Science is thus positioned at the intersection between financial markets, statistics and computer science.

This workshop will draw together academics and practitioners to discuss and debate key issues around these rapidly developing areas. Papers for the workshop and special issue which use novel datasets or recently developed techniques or study recent uncertain time periods are especially encouraged.

The main topic areas for the workshop are:

Financial Data Science

  • Big Data and Finance
  • Financial Technology
  • Novel Data Sets
  • Computational Finance

Financial Econometrics

  • Forecasting Financial Series
  • Financial Risk Modelling
  • Financial Market Dynamics
  • Econometrics of Data subject to Structural Change or Non-Normal Distributions or Bubbles

Paper Submission Procedure:

Papers for the workshop are to be submitted via Easychair:

https://easychair.org/conferences/?conf=fdse20180

Deadline for Submission: Thursday 9th August, 2018

Authors will be notified by: Thursday 16th August, 2018

Presenting Author Registration Deadline: Thursday 23rd August, 2018
Workshop Dates: Wednesday 26th and Thursday 27th September, 2018

Please direct any queries about the event to FDSE2018@lboro.ac.uk

European Journal of Finance Special Issue

After the Workshop participants will be invited to submit their paper for consideration for a special issue of The European Journal of Finance with the theme “Recent Developments in Econometrics and Financial Data Science”. The guest editors for the special isssue are the four workshop organisers. A call for papers for the special issue will be sent after the workshop. Submission to the Special Issue will be required before the end of 2018. Please note that if there is excess demand for the special issue then some papers would be considered for a regular issue of the European Journal of Finance instead.