Overview
The seventh 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
on virtual platform.Plenary Speakers
 |
| Jean-Pierre Fouque, University of California, Santa Barbara, USA |
| Mean Field Game and Mean Field Control Q-Learning Abstract |
 |
| Per Mykland,University of Chicago, USA |
| Title of the Talk: TBA Abstract |
 |
| Avanidhar Subrahmanyam, University of California, Los Angeles, USA |
| TBA Abstract |
Workshop
Workshop on Artificial Intelligence in FinanceMore will be announced soon
Invited Speakers
 |
| Anindya Chakrabarti,Indian Institute of Management, Ahmedabad, India |
| Information comovement and market risk : Inference from high-frequency trading data Abstract |
 |
| Catherine Forbes, Monash University, Australia |
| Familial Inference Abstract |
 |
| Sayar Karmakar, University of Florida, USA |
| ARCH-GARCH models: Estimation, Inference, Forecasting Abstract |
 |
| Rustam Ibragimov, Imperial College, London, UK |
| New Approached to Robust Inference On Market (Non-)Efficiency, Volatility Clustering And Nonlinear Dependence Abstract |
 |
| Shashi Jain, Indian Institute of Science, Bangalore, India |
| TBA Abstract |
 |
| Yoann Potiron, Keio University, Tokyo, Japan |
| Generating observation times with a hitting-boundary process in high-frequency data Abstract |
 |
| Mohammad Arshad Rahman, Indian Institute of Technology, Kanpur |
| TBA Abstract |
 |
| Siuli Mukherjee, Indian Institute of Technology, Bombay |
| TBA Abstract |
Young Researcher's Session
TBA
Venue
Virtual platform
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 statfin@cmi.ac.in, with a particular mention that you were the primary contributor and author of the paper by May 15, 2022.
You must submit your paper by May 15, 2022, to be considered for the competition. Mail your paper at statfin@cmi.ac.in
Read moreApplication for Registration will open soon.