QF 2013 - The First Workshop on Quantitative Finance (QF2013)

Chaired by Xianhua Wei ( weixh-AT-ucas.ac.cn,University of Chinese Academy of Sciences, China)
Since Markowitz's portfolio selection theory in 1950s, statistics and mathematics have been applied in finance and investment management. Lots of empirical studies showed that historical data analysis using proper mathematical models helped to test financial and economical theory, and improve investment performance in practice as well. Since the appearance of Black-Scholes model for pricing option, mathematics, information technology and finance have tended to infuse. The nature of complexity of financial instruments requires more sophisticated mathematical models and computer tools to extract information about risk and return from noisy data. Quantitative finance is a cross-disciplinary field relies on mathematical finance, intelligent methods and computer simulations to make trading, hedging and investment decisions, as well as facilitating the risk management of those decisions.
This special workshop tends to promote the research interests both in academic community and industrial community in the connection of (i) mathematics and statistics, (ii) information technology, (iii) finance and economics. The expected full-day workshop is divided into two sessions: morning session for academic papers presentation and afternoon session for industrial practices exchange and discussion. Estimated number of participants: 50 in total including about 25 from academic community and 25 from industrial community.
Morning session
The workshop calls for papers to the researchers and professors from universities and academic institutions in the above interface fields for their participation in the conference. The workshop welcomes both high-quality academic papers (theoretical or empirical) in the broad ranges of quantitative finance related topics including, but not limited to the following:
Theory
* Asset Pricing Theory
* Portfolio Selection Theory
* General Equilibrium Theory
* Rational Expectation Theory
* Term Structure Theory
* Arbitrage Theory
* Hedging and Trading Theory
* Insurance and Actuarial Theory
Applications
* Portfolio Optimization
*Asset Pricing and Valuation
* Financial Time Series Forecasting
* Credit Risk Modeling
* Interest/Exchange Rates Determination
* Financial Derivatives Pricing and Trading
* Basel III, Solvency II and Risk Management
* Emerging Markets Issues
* Extreme Events and Volatility Modeling
* Financial and Econometrics
* Modeling
The workshop will accept 6-8 regular papers, and they will be presented at the workshop. Some good papers can also be accepted as posters.
Afternoon session
The special workshop provides a platform for exchanging thoughts, methods and models in portfolio management and security investments practices for the whole quantitative investment community. And the workshop plans to keep it as a rule for hosting a get-together for the whole community each year.
The workshop will invite those senior quantitative analysts, portfolio managers and fund managers from famous securities companies, fund management companies and asset management companies for their participation at the conference. The participants will discuss the development of quantitative asset management, share experience and lessons of their own practices, and also work on the solutions to domestic application problem of quantitative finance. The afternoon session will be arranged as a forum. 2-3 invited speakers will give their keynote speeches (to be decided) focusing on quantitative asset management. Free discussion follows after afternoon tea break.