Statistical Methods in Finance 2022

June 28 to July 2, 2022













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 Finance

More 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 more

Application for Registration will open soon.