The aim of the Workshop is to promote the exchange of ideas that are relevant to researchers and practitioners, and cover topics in Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Computational Finance, Financial Economics, Econophysics, Financial Econometrics,...

The following courses will be offered: - Practical General Equilibrium Modeling with GAMS; - Energy and Environmental CGE Modeling with GAMS

Special Topics: Dealing with Market Frictions Hedging in Markets with Price Impact.

This conference invites oral and poster presentations containing computational or financial econometric components.

The workshop covers presentations of both methodological and applied contributions on the frontier of research in quantitative macroeconomics, with a focus on empirical research.

The following course will be offered: Practical General Equilibrium Modeling with GAMS. The course will introduce all the basic tools for constructing and implementing large-scale applied general equilibrium models for policy analysis. The deadline to apply for a scholarship is two months before...

The aim of the workshop is to bring scholars together to present their current research involving expectations surveys. Contributions in the following areas are of particular interest: - factors influencing the way consumers and firms form expectations - the effect of policy measures on...

Cette 18e journée d’économétrie organisée à l’université Paris Nanterre a pour objet de permettre à des chercheurs de présenter des travaux de recherche théoriques et/ou appliqués en économétrie de la finance. L’accent sera mis sur l’utilisation des techniques...

The confluence of access to large granular data sources (‘Big Data’) and the rapid advance of modelling techniques like those from machine learning (ML) promises new insights into the economy and a larger information set for policymakers. The Bank of England (BoE) and the Data Analytics for...