The 10th edition of International Workshop in Financial Markets and Nonlinear Dynamics (FMND) will…
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Note: The submissionto the 10th edition of the International Workshop on Financial Markets and Nonlinear Dynamics (FMND), which will be held on May 28-29, 2026, in Paris, is now OPEN.
We very much look forward to receiving your papers.
Welcome to the 10th edition of International Workshop in Financial Markets and Nonlinear Dynamics (FMND, May 28-29, 2026 in Paris). We are happy to organize this event, allowing both scholars and finance professionals alike to exchange and confront innovative and thought-provoking ideas about financial market dynamics and nonlinear econometrics.
The Workshop will take place in Paris from 28 to 29 May 2026 with the collaboration of the Internationational Association for Applied Econometrics (IAAE), the Society for Nonlinear Dynamics and Econometrics (SNDE), the Institute for Nonlinear Dynamics Inference (INDI), the French Finance Association (AFFI), the IAE Lille University School of Management (LUMEN), Aix Marseille School of Economics.
The International Association for Applied Econometrics (IAAE)
IAE Lille University School of Management (LUMEN)
Keynote Speakers:
Prof. Christiane Baumeister (University of Notre Dame, the USA)
Prof. Olivier Scaillet (University of Geneva, Switzerland)
Prof. Raman Uppal (EDHEC Business School, The UK)
Prof. Jonathan Wright (Johns Hopkins University, The USA)
Organizers:
Prof. Gilles Dufrénot (Sciences Po Aix, France)
Prof. Fredj Jawadi (University of Lille, France)
The submission system is managed via the Workshop website at: http://fmnd.fr/submit-your-paper.html . Please submit your full paper in PDF format, following the instructions there. You may also want to look at the Call for Papers to see the exact list of topics covered by the conference. You can also submit your paper by email at: nd.mm2012@gmail.com
There are interesting publishing opportunities associated with our workshop, in particular some selected papers will be considered for publication in a special issue of Applied Economics (ABS 2), a special issue of Macroeconomic Dynamics (ABS 2), a special issue of Studies in Nonlinear Dynamics and Econometrics (ABS 2), a section in Journal of Financial Stability (ABS 3).
We all look forward to welcoming you in Paris in May 2026!
Topics covered:
We are looking for papers that might include (but are not restricted to) theoretical, experimental and empirical research in finance and/or econometrics in the following areas:
Finance : Empirical Finance - Quantitative Finance- Experimental Finance - Computational Finance - Behavioral Finance - Green and sustainable Finance - Stock Markets Dynamics - Exchange Rate Dynamics - Cryptocurrencies - Blockchains and crypto assets- Market Microstructure - High Frequency Trading - Optimal trading - Market Analysis- Order Book Dynamics - Algorithmic Trading - Market Liquidity modeling - Electronic Market - High Frequency data analysis - Price Discovery - Market Organization - Market Regulation- Efficiency & Asset Pricing Models – Portfolio Choice – Portfolio Insurance- Derivatives Pricing - Volatility Dynamics- Risk Management - Information asymmetry - Bubbles - Uncertainty & investor sentiment - Financial Intermediation - Banking and Investment – Inflation and Central Banking- Financial crisis - Extreme Risk and Insurance - VaR & CoVaR- Expected Shortfall- COVID-19 & financial markets – Pandemics and financial markets - commodities price dynamics- Energy Finance - Commodity Prices , Geopolitical Tensions and commodity price volatility, etc.
Econometrics : Econometric Theory, Applied Econometrics, Financial Econometrics Financial Mathematics - Financial Engineering – Machine Learning- AI- Nonlinear Dynamics - Copulas - Nonlinear Time Series - State Space Models - Threshold Modeling - Switching Regime Models - Markov Switching Models - Linearity Tests - Nonlinear Causality Tests - Nonlinear Panel Models – GARCH Modeling – STR-GARCH models - Long Memory Models- Quantile Panel Regressions - Neural Network models - Modeling Extreme events -Time Series - Cointegration and causality - Bayesian Analysis - Non Parametric Models - Wavelet and Spectral Analysis - Simulation Methods - Forecasting, etc.
Important dates
Please notice the following important deadlines:
Deadline for submission: Feb 28, 2026.
Notification of final decision: March 15, 2026.
Early Bird Registration: March 15, 2026 - April 15, 2026.
Dates of the workshop: May 28-29, 2026.
Dates of the workshop: May 28-29, 2026.