3-5 September 2019, University College Dublin (UCD), Ireland

Programme

(updated the 2nd of September, 2019)

Abstracts of the keynote talks

In the last five decades, the significant progress has been achieved to develop and apply big data methods and technologies to solve a large range of problems in quantitative finance and risk management with large and complex datasets. At the same time, new problems and challenges have emerged. The purpose of the conference is to bring together international academics, industry researchers and practitioners, early career researchers and PhD students working on the big data in financeto present their latest advances and discuss further opportunities and challenges. The conference will be organized under EU-program BigDataFinance (www.bigdatafinance.eu).

The conference will organise keynote talks by the world leading academics including Prof. Nikolaus Hautsch,  Prof. Ser-Huang Poon, Prof Mark Chen, and Dr Jyrki Piilo. Moreover, Dr Hugh Christensen, BMLL Technologies, will provide an industrial keynote.

Researchers are hereby invited to submit a full paper (up to 10 pages) detailing their research, or an extended abstract (1-2 pages) describing their work-in-progress. Proceedings will be published at www.bigdatafinance.eu webpages.

A Call for Papers for a Special Issue on Econometrics and Financial Data Science is expected to be launched shortly by the European Journal of Finance. Topics include Advancements to Econometric Algorithms, Big Data Textmining, Dynamic Asset Allocation, FinTech, Forecasting, Operational Risk Assessments, Protocols for Backtesting, RegTech and many more

Paper/abstract submission is not mandatory in order to participate in the conference.

Topics of the conference include but are not limited to:

• Financial Markets Infrastructures
• Forecasting and Market Prediction
• Market Efficiency and Behavioural Finance
• High-frequency Financial Econometrics
• Portfolio Optimization and Analysis
• Pricing and Complexity in Derivatives
• Risk Management
• Volatility Modelling
• Network theory in finance
• Machine Learning in Finance
• High Performance Computing in Finance
• Social Media Big Data in Finance
• Real-Time Big Data in Finance
• Applications and case studies

IMPORTANT DATES

Paper Submission deadline: 10^th of July 2019 (extended from 30^thof June 2019)

Notification of acceptance: 21^thof July 2019

Registration deadline:  31^stof July 2019

Camera-ready Manuscript:  15^thof August 2019

 

SUBMISSIONS

You may submit a full paper (up to 15 pages) detailing your research, or an extended abstract (1-2 pages) describing work-in-progress. All submitted papers will be subject to peer reviewing for significance, technical merit, and application value as well as their relevance to the conference themes. Deadline is 30^thof June 2019.

Submissions and registrations at Easychair: https://easychair.org/my/conference?conf=dcf2019

The format for both types of papers (full paper and extended abstract) is the one-column Taylor and Francis style for European Journal of Finance.Please see the Instructions for authors by the link below for further information and instructions, including Word or LaTeX templates:

https://www.tandfonline.com/action/authorSubmission?show=instructions&journalCode=rejf20

For the conference, you can include an Appendix beyond 10-page limit, if needed.

REGISTRATION AND CONFERENCE FEES

Registration at https://easychair.org/conferences/?conf=dcf2019

Conference fees: The cost of participation for external participants to cover expenses is 250 EUR for the conference (including dinner). A discounted price 150 EUR available for a limited number of external PhD students.

Location

UCD Michael Smurfit Graduate Business School, Carysfort Ave, Carrysfort, Blackrock, Co. Dublin, Ireland

CONFERENCE COMMITTEE

Co-Chairs:

Dr. Xiao-Jun Zeng, University of Manchester

Prof. John Keane, University of Manchester

Prof. Andreas Hoepner, University College Dublin

Prof. John Cotter, University College Dublin

Prf. Juho Kanniainen, Tampere University