Quantitative Research in Financial Economics (QRFE) research centre focuses on all aspects of quantitative and empirical financial modelling and draws expertise from areas as diverse as applied stochastic modelling, financial econometrics, banking, microstructure and asset pricing.
Upcoming Events - 2024-25
Date | Title of Paper/Event | Time and Location | Topic and Speaker |
---|---|---|---|
7 October 2024 | One-Day QRFE Workshop on Blockchain-based markets, Fintech and cryptocurrencies | 9.00am-4.00pm, Mill Hill Lane | Keynote speaker: Christine Parlour, Berkeley Haas |
7 May 2025 | Second QRFE Workshop on Quantitative Finance | 9.00am-5.00pm, Mill Hill Lane | Keynote speaker: Anna Pavlova, London Business School |
16 May 2025 | One-Day QRFE Workshop on Challenges in Climate Change Modelling | TBD | Keynote speaker: Nickolay Gantchev, Warwick Business School |
Past Events
2023-24
Date | Title of Paper/Event | Time and Location | Topic and Speaker |
---|---|---|---|
19 October 2023 | One-Day Workshop on Market Microstructure, Fintech and AI | 9.00am-4.00pm, MHL452 | Keynote speaker: Albert Menkveld, Vrije Universiteit Amsterdam |
17 January 2024 | Hedge Funds and the Positive idiosyncratic Volatility Effect |
1:15-3:00pm, MHL405 |
Florian Wegert, University of Neuchâtel |
10 May 2024 | One-Day Workshop on Asset Pricing and Machine Learning | MHL454 | Keynote speaker: Dacheng Xiu, Chicago Booth |
23 May 2024 | First QRFE Workshop on Quantitative Finance | MHL452 | Keynote speaker: Dimitri Vayanos, London School of Economics |
10 June 2024 | The Double-Edged Sword of the 2020 European Short-Selling Bans | 1:15-3:00pm, MHL452 | Robert Kosowski, Imperial College London |
2022-2023
Date | Title of paper | Time and Location | Topic and Speaker |
---|---|---|---|
13 October 2022 | Market opacity and fragility |
3:00-5:00pm, Room MHL454 |
Finance Giovanni Cespa, Bayes Business School |
10 November 2022 |
Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices, with Francesco Bianchi and Howard Kung. |
2:45-4:45pm, Room MHL452 |
Finance, Economics Roberto Gomez Cram, London Business School |
1 December 2022 | Long Horizon Multifactor Investing Reinforcement Learning, with Chengyu Zhang | 3:00-5:00pm, Online |
Finance Ruslan Goyenko, McGill University |
15 December 2022 | Forecasting and Managing Correlation Risks, with Tim Bollerslev and Yushan Tang | 3:00-5:00pm, Online |
Finance Sophia Zhengzi Li, Rutgers Business School |
4 May 2023 |
Optimal Inference for Spot Regressions, with Tim Bollerslev and Yuexuan Ren |
3:00-5:00pm, Online |
Finance Jia Li, Singapore Management School |
25 May 2023 | Equilibrium in a Decentralized Finance Lending Market | 3:00-5:00pm, Room MHL454 |
Finance Fahed Saleh, Wake State University |
2 June 2023 | QRFE Asset Pricing Workshop | 8:00am-3:00pm, Room MHL453 |
Keynote speaker: Vikas Agarwal, Georgia State University. Full list of speakers here. |