5th Conference on
Financial Econometrics
April 25-26, 2019 • Western University
Organizers: Silvia Goncalves (McGill University),
Kris Jacobs (University of Houston), Jeroen Rombouts
(ESSEC Business School), and Lars Stentoft
(Western University)
The 5th Annual Financial Econometrics and
Risk Management Conference was held
in London, Ontario in April of 2019.
The goal of this conference is to continue to
develop robust new real-time financial models
that accurately reflect the complexity of today’s
financial markets and to discuss the design of
the complex products existing in today’s financial
markets. To prevent similar economic disasters as
the financial crisis of 2007-2009, mathematicians
must continue to work on providing financial
institutions with the ability to rapidly and accurately
measure the risks associated with such products.
The conference activity spanned two days and
began with a workshop on Machine Learning
Methods and Application in Finance with a feature
a lecture by Rene Garcia from the University of
Montreal and the Toulouse School of Economics.
A dinner for speakers, session chairs, and
sponsors cultivated a collegial atmosphere for
the following day’s conference proceedings.
The day-long conference program consisted of talks
from 7 national and international academic experts
on financial econometrics and risk management.
Over 60 participants engaged in the events. The
conference will be planned annually as a result of the
strong support of academics, practitioners, students,
and funders. The 6th annual Financial Econometrics
and Risk Management conference is slated to take
place at the Fields Institute in April of 2020.
Pictured, clockwise from top: Participants engage
in a poster session, Richard Samworth, Elizabeth
Schifano, conference participants, Bhramar
Mukherjee. Photos by Warren Ganeshanathan.
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