Statistical Methods in Finance 2023

December 19 to 23, 2023



The eighth conference and workshop on Statistical Methods in Finance aims to expose the participants to new and active areas of research and to engage researchers into active working groups. The conference will be jointly hosted by

at Chennai Mathematical Institute.

StatFin23 Group Photo

Winner of Student Paper Competition Honourable Mention of Student Paper Competition

Plenary Speakers

Debasis Mishra, Indain Statistical Institute, Delhi
Border's theorem on reduced-form auction design

Oliver Linton, University of Cambridge, UK


Workshop on Machine Learning in Finance

Invited Speakers

Sayantan Banerjee, Indian Institute of Management, Indore
Structure recovery and trend estimation for dynamic network analysis

Bikramaditya Datta, Indian Institute of Technology, Kanpur
Cryptocurrency, Mining Pools' Concentration, and Asset Prices

Sourish Das, Chennai Mathematical Institute, Chennai
On Bayesian Analysis with Jacobi Priors for Big Data

S Dharmaraja, Indian Institute of Technology, Delhi
Markov Regenerative Credit Rating Model

Arnab Hazra, Indian Institute of Technology, Kanpur
Estimating Changepoints in Extremal Dependence, Applied to Aviation Stock Prices During COVID-19 Pandemic

Shashi Jain, Indian Institute of Science, Bangalore
Exploring Alternative Hedging Strategies for Options: A Comparative Analysis of Static and Dynamic Approaches

Mathieu Lauriére, NYU Shanghai
Reinforcement learning for mean field games and mean field control problems, with applications to finance

Ariel Neufeld, Nanyang Technological University, Singapore
Markov Decision Processes under Model Uncertainty

T V Ramanathan , Savitribai Phule Pune University, India
Marginal Expected Shortfall

Nalini Ravishanker, University of Connecticut, Storrs, USA
Modeling Multivariate Positive-Valued Financial Time Series

Dale W.R. Rosenthal, University of Illinois at Chicago, USA
Liquid Factor Models and Better Exposure Estimation

Contributed Session

Manika Agarwal, Banasthali Vidyapith, Rajasthan, India
Functional-Coefficients Autoregressive Model with Stochastic Volatility: A Bayes Study

Sreeram Anantharaman, University of Connecticut, USA
Modeling Irregularly-spaced High Frequency Financial Time Series

Gangineni Dhananjhay, Narayana Engineering College, India
Machine learning in India's Financial Markets : A Perspective

Shriya Gehlot, Indian Institute of Management, Ahmedabad
A Graph Theoretic Test for Independence of Stock Returns

Shraddha Kodavade, NMIMS, India
Quantile Regression to Understand Interrelationship amongst Stock Exchanges Globally

Radhalakshmi K N, Indian School of Business
An analysis of abnormal shifts in NIFTY 50 index using a non mesokurtic distribution

Tushar Kanti Powdel, Tezpur University, India
Non Parametric Estimation of Parameters in Different Safety First Criteria

Vaibhav Sherkar, Indian Statistical Institute, Kolkata
Study of Stylized Facts in Stock Market Data

Isha Singla, SVKM's NMIMS University, India
Determinants of Profitability in Indian Hospitality Industry: A Panel data Investigation

Xinyu Zhang, North Carolina State University, USA
PaEBack: Pareto-Efficient Backsubsampling for Time Series Data

More Info

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, with a particular mention that you were the primary contributor and author of the paper by October 15, 2023.

You must submit your paper by October 15, 2023, to be considered for the competition. Mail your paper at

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Application for Registration is open now.

Venue Chennai Mathematical Institute H1-Sipcot IT Park, Siruseri, Kelambakkam, Chennai - 603103 Tamil Nadu