Statistical Methods in Finance 2018

Dec 17 - 20, 2018













Student Paper Competition

If you are a student and want your paper to be considered for student paper competition, then ask your supervisor to send a mail at statfin@cmi.ac.in, with a particular mention that you were the primary contributor and author of the paper, by Oct 10, 2018.

You must submit your paper by Oct 10, 2018, to be considered for the competition.

It is a good practice to arXiv your paper and during the submission you just share the link of the paper.

It is a good practice to publish the code in GitHub or in any public domain and share the link in the paper.

Please fill-up the application for the registration form by Oct 10, 2018.

Masters and Bachelors students can submit their research paper for the competition. If you finish the submission process by Oct 10, 2018, and your paper qualify for the competition, you will be allowed to attend the conference. Note that the submission process includes three steps: All three steps should be completed by Oct 10, 2018.

Topic of Interest

  • Quantitative Finance: Risk analysis, Optimization, Brownian Motion, Fractals, Stochastic Calculus,...
  • Statistics: likelihood analysis, Bayesian analysis, Time series analysis, high-dimension data, high frequency data, network models,...
  • Empirical Finance: Equity, Debt, Derivative, Commodities, Real Estate,
  • Economics: Macro Economics, Inequality, Financial inclusion
  • Emerging Field: Bitcoin, Micro finance
  • General Advice

  • Choose an informative title
  • Number the main sections so you can refer to them; for example: 'see Section 4', 'as was explained in Section 1'.
  • Always use a spell checker - spelling mistakes will distract the reader and reviewer of the paper; and undermine the impact of your paper.
  • In scientific writing, short sentences are often better than longer sentences.
  • If a sentence contains more than twenty words, typically considered as long sentences.
  • Avoid passive voices. Try to write in active voice and in present tense.
  • Try reading your paper aloud to check where your sentences should end.
  • Use paragraphs to group that relate to the same theme.
  • Include only tables and figures of particular importance in the text.
  • You may use ggplot package of R for excellent plots and graph.
  • Make sure you discuss any tables and figures that you do include in the text. What do they show?
  • Any table/figure in the table in the paper should have a number and a caption which describes exactly what is given in the table/figure.
  • Explain the problem and why it is important in finance and/or economics. It is better to present the socio-economic impact of the problem.
  • Explain the the statistical method that you have used to solve the problem. Compare your result with some benchmarke models.





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