Note: The 8th edition of International Workshop in Financial Markets and Nonlinear Dynamics (FMND) will be organized on May 30-31, 2024 in Paris.
Welcome to the 8th edition of International Workshop in Financial Markets and Nonlinear Dynamics (FMND, May 30-31, 2024 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 30 to 31 May 2024 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)
The Society for Nonlinear Dynamics and Econometrics (SNDE)
IAE Lille University School of Management (LUMEN)
Prof. Tarun CHORDIA (Emory University, the USA)
Prof. Thierry FOUCAULT (HEC Paris, the USA)
Prof. Cars HOMMES (Amsterdam University & Bank of Canada, the Netherlands)
Prof. Gilles DUFRENOT (Sciences Po Aix, 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. You can also submit your paper by email at: firstname.lastname@example.org
There are interesting publishing opportunities associated with our workshop, in particular some selected papers will be considered for publication in a special issue of Revue Finance, a special issue of International Journal of Finance and Economics, a special issue of Macroeconomic Dynamics, and a special issue/section of Journal of Financial Stability.
We all look forward to welcoming you in Paris in May 2024!
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 & Price dynamics - Asset Pricing Models – Portfolio Choice – Portfolio Insurance- Derivatives Pricing - Volatility Dynamics- Risk Management -Market imperfections- 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- Nonlinear Dynamics - Copulas - Nonlinear Time Series - State Space Models - Threshold Modeling - Switching Regime Models - Markov Switching Models - Linearity and asymmetry Tests - Nonlinear Causality Tests - Nonlinear Panel Models – GARCH Modeling – STR-GARCH models - Long Memory Models- Chaotic 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.
Please notice the following important deadlines:
Deadline for submission: Feb 28, 2024.
Notification of final decision: March 15, 2024.
Early Bird Registration: March 15, 2024 - April 15, 2024.
Dates of the workshop: May 30-31, 2024.
Dates of the workshop: May 30-31, 2024.
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.