We are pleased to announce the 3rd edition of the FinEML (Financial Econometrics Meets Machine Learning) Conference to be held on 23 and 24 October 2025 at Erasmus University Rotterdam, Netherlands. The conference is organised jointly by the Erasmus University Rotterdam, the University of Geneva, and Universita della Svizzera Italiana.
- Date
- Thursday 23 Oct 2025, 09:00 - Friday 24 Oct 2025, 18:00
- Type
- Conference
- Location
- Campus Woudestein
- Location
Erasmus University Rotterdam
Topics
Submissions on the following topics are welcome:
- Asset Pricing: Novel econometric and machine learning approaches for asset pricing, including risk factor discovery, portfolio optimization, and advanced modeling of the stochastic discount factor.
- Big Data: Factor models and sparse methods tailored to large-scale, high-dimensional financial data.
- Forecasting: Novel forecasting techniques covering time series analysis, predictive modeling, and risk assessment in dynamic financial markets.
- Macro Finance: Econometrics and machine learning methods for macro-financial analyses, encompassing yield curve forecasting, text-based insights from central bank communications, projection models, and nowcasting techniques.
- Option Pricing: Data-driven advances in implied volatility forecasting, option return predictability, tail risk estimation, and extracting forward-looking investor beliefs.
- Theoretical Machine Learning: Focusing on learning theory, optimisation techniques, complexity analysis, and statistical guarantees that underpin machine learning algorithms with applications in finance.
Speakers
Confirmed keynote speakers are: Yacine Ait-Sahalia (Princeton University), Patrick Gagliardini (USI), Andrea Vedolin (Boston University).
SoFiE Invited Lecture Series
FinEML will host an Invited Lecture Series from The Society for Financial Econometrics. The invited lecturer will be Yacine Ait-Sahalia.
Poster Session
During the workshop, there will be a poster session open to PhD students and junior researchers. Please indicate your willingness to present a poster during the submission process.
Important Dates
- Submission deadline: 20 June 2025
- Registration deadline: 12 September 2025
- Workshop date: 23 and 24 October 2025
Call for papers
Sponsors
