Quantitative Finance and Financial Econometrics

Presentation

AMSE organizes the 8th QFFE event (Quantitative Finance and Financial Econometrics).
The Spring School will be held on June 2-3, 2026 and the International Conference on June 4-5, 2026.

Submissions on the following topics are welcome: Big data in finance; Empirical finance; High-frequency data; New methods in quantitative finance; Time series forecasting; Volatility and risk modelling.

The Spring School, on June 2 and 3, will welcome two lecturers:

Yingying Li, Hong Kong University of Science and Technology
Large Portfolio Management
Mathieu Rosenbaum, École Polytechnique
Rough Volatility

The International Conference, on June 4 and 5, will welcome two keynote speakers:

Patrick Gagliardini, Università della Svizzera Italiana
Yingying Li, Hong Kong University of Science and Technology

and two guest speakers:

Francisco Blasques, Vrije Universiteit Amsterdam
Mathieu Rosenbaum, École Polytechnique

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