4th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND)

Welcome to the fourth edition of International Workshop in Financial Markets and Nonlinear Dynamics (FMND). 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 ( in the hotel Provinces Opéra http://www.hotel-provinces-opera.com/fr/hotel-provinces-opera-paris/index/index) from 31  May to 1 June 2019.


Co-sponsor: Society for Nonlinear Dynamics and Econometrics


Keynote Speakers:

Prof. John CAMPBELL (Harvard University, the USA)

Prof. Tarun CHORDIA (Emory University, the USA)

Prof. Olivier SCAILLET (Universite de Geneve and Swiss Finance Institute, Switzerland)

Prof. Howel TONG (University of Electronic Science and Technology of China, Chengdu, China & London School of Economics, London, UK London School of Economics, the UK)

Prof. Dick VAN DIJK (the Erasmus School of Economics, the Netherland)




Prof. Gilles DUFRENOT (Aix-Marseille University, France)

Prof. Fredj JAWADI (University of Lille, France)


The submission system is managed via the Workshop website. 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.


There are interesting publishing opportunities associated with the conference, in particular some selected papers will be considered for publication in a special issue of Economic Modelling, a special issue of Studies in Nonlinear Dynamics and Econometrics, a special issue of International Journal of Finance and Economics , a section of Journal of International Financial Markets, Institutions and Money, a section of Journal of Financial Markets, and more also.


 We all look forward to welcoming you in Paris!!


Topics covered

-          Market Microstructure                  - High Frequency Trading

-          Order Book Dynamics                    - Optimal trading

-          Price formation                            - Market Analysis

-          Market Impact                             - Algorithmic Trading

-          Market Regulation                         - Volatility Dynamics

-          Market Liquidity                            - Financial Mathematics

-          Electronic Market                          - Nonlinear Dynamics

-          Market Organization                      - Financial Econometrics               

-          High Frequency data analysis          - Threshold Modeling

-          Price Discovery                            - Switching Regime Models

-          Asset pricing                                - GARCH Modeling

-          Financial Intermediation                 - Nonlinear Time Series

-          Price dynamics                              - Markov Switching Models

-          Market imperfections                      -  Copula Techniques

-          Exchange Rate Dynamics                 - Simulation Methods

-          Liquidity Modeling                           - Non Parametric Models

-          Market efficiency                            - Nonlinear Panel Models

-          Stock Markets                               - Forecasting

-          Behavioral Finance                          - Continuous Time Processes

-          Quantitative Finance                       - Dynamic Conditional Moments

-          Banking and Investment                  - Long Memory Models

-          Derivatives Pricing                           - State Space Models

-          Capital Asset Models                       - Economic Measurement

-          Risk Management                            - Nonlinear Causality Tests

-          Financial Engineering                       - Quantile Panel Regressions

-          Hedge Funds                                  - Bayesian Analysis

-          Money Market Dynamics            

-          Experimental Finance                   

-          Extreme Risk and Insurance 


Important dates

Please notice the following important deadlines:


Deadline for submission: February 28, 2019.

Notification of final decision: March 15, 2019.

Author Registration: March 15, 2019 - April 15, 2019.

Dates of the workshop: May 31- June 1, 2019.



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