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
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.
Submission Instructions and Timeline
Papers for the workshop are to be submitted via Easychair.
- 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 via email.
About the School of Business and Economics, Loughborough University:
The School of Business and Economics is among just 1% of business schools in the world to hold triple-accreditation (AACSB, EQUIS, AMBA). The quality of teaching and the commitment of staff, combined with the international standing of its research, are reflected in its position as a leading UK institution. The School of Business and Economics is part of Loughborough University.
Loughborough University is consistently ranked in the UK Top 10 and ranked 1st for Student Experience. Our outstanding research is generating globally important work that is driven by society’s need for solutions to real-life issues, making it not only cutting-edge, but relevant too. Our reputation for sporting excellence, which spans performance, facilities, expertise and working partnerships, confirms our position as the number one university for sport. Our superb 440-acre single-site campus is the University’s most glorious asset, offering great facilities for students, staff and visitors to the University.
Loughborough is at the heart of England and being centrally placed it is well served by road, rail and air.
Andrew Vivian, Loughborough University, UK
Panagiotis Asimakopoulos, Loughborough University, UK
Giovanni Calice, Loughborough University, UK
- Workshop Founder and Guest Editor: Andreas Hoepner, University College Dublin, Republic of Ireland (FDSE2018@lboro.ac.uk)
- Workshop Founder and Guest Editor: Dave McMillan, University of Stirling, UK (FDSE2018@lboro.ac.uk)
- Workshop Founder and Guest Editor: Andrew Vivian, Loughborough University, UK (FDSE2018@lboro.ac.uk)
- Workshop Founder and Guest Editor: Chardin Wese Simen, University of Reading, UK (FDSE2018@lboro.ac.uk)