The SoFiE Financial Econometrics Schools are annual week-long research-based courses for Ph.D. students and new faculty in financial econometrics. The course is intended for Ph.D. students and researchers in statistics, econometrics and finance. It covers an introduction to statistical machine...

This session focuses on recent advances in macro finance as well as the use of computational techniques in this field. Possible topics include but are not limited to the following: asset pricing, investor heterogeneity, learning and ambiguity, new preference structures for pricing models, or...

THE COURSE IS DELIVERED IN HYBRID MODE and it is conditional to the recruitment of a minimum of 15 participants in presence. If the conditions of the ongoing COVID 19 pandemic do not allow an in presence event, the course will be cancelled.

Theme: “The Econometrics of Derivatives Markets” Topics for the Summer School: - Introduction to Financial Market Volatility Estimation and Modeling - Review of High-Frequency Econometrics for Financial Data - Analysis of Risk Premiums in Continuous-Time Models - Econometrics for Parametric...

The goal of the conference is to promote the exchange of ideas and experience among economists conducting quantitative analysis for policy and decision making in the public and private sectors. The conference will cover all areas of modeling and data science applied to monetary, financial,...

Subject Areas: Bayesian methods; Big Data; Business cycles; Climate and environment; Combinations; Crime; Data mining; Demand; Demography; Denisty; Econometrics; Education; Energy; Exponential smoothing; Finance; Forecast evaluation; Government forecasting; Healthcare; Inflation; Intermittent demand;...

The EcoMod School will offer many five-day intensive hands-on courses in Prague, Czech Republic. The training is fully practical and provides 'hands-on' experience through intensive use of exercises on the computer.

SoFiE is planning for an in-person conference at UC San Diego. However, given the uncertainty of these times, we are also preparing for the possibility of a remote event.

This biennial conference provides a forum for new theoretical and applied work on forecasting. For more than a decade the world economy has operated under elevated economic, financial and political risks, and it has recently been hit by economic shutdowns of unprecedented length owing to the...

The objective of the course is to teach participants how to: - Estimate DSGE models: classical and Bayesian estimation (Day 1); - Forecast with DSGE models: mean, median, density forecast (Day 2); - Evaluate the accuracy of forecasts: ex-post forecasting competitions (Day 3). The course is aimed...