MathFinance Conference 2020
1 October 2020
MathFinance is excited to host its first digital conference. This year we have an excellent line-up of speakers from both the professional and academic world presenting relevant and cutting-edge topics in the world of quantitative finance. The focus of this conference is on topics in the realm of quantitative finance as well as artificial intelligence applications in quantitative finance.
For the first time we will have speakers and attendees that spans across three continents (North America, Europe and Asia) due to the combination of our flagship conference in Germany with that in Asia. This year we are excited to have the following distinguished speakers at our conference:
Dr. Bruno Dupire: Head of Quantitative Finance, Bloomberg
Dr. Jesper Andreasen: Head Quantitative Research, Saxo Bank
Dr. Jan Vecer: Charles University
Dr. Rolf Poulsen: University of Copenhagen
Dr. Adil Reghai: Head of Quantitative Research, Equity and Commodity Markets, Natixis
Dr. Jos Gheerardyn: CEO, Yields.io
Dr. Kay Pilz: CEO, Kinetic Mind
Dr. Natalie Packham: Berlin School of Economics and Law
Dr. Antonis Papapantoleon: National Technical University of Athens
Dr.Thorsten Schmidt: Senior Financial Engineer, MathFinance
Dr.Martin Keller-Ressel: Technical University Dresden
Dr.Patrick Kuppinger: Head Quant Group, Bank Vontobel AG
Dr.Nils Detering: University of California, Santa Barbara
For the agenda and registration process please visit:
MathFinance is excited to offer in-house as well as external training courses on the following subjects:
– FX Options & Structured Products
– Machine Learning & Artificial Intelligence Applications for Financial Markets
– Equity Derivatives: Pricing, Hedging, Structuring & Risk Management
– Interest Rate Derivatives: Pricing, Hedging, Structuring and Risk Management
– Credit Risk Modelling: IFRS 9 & Stress Testing
For further details on our other offerings please visit:
Call for Papers
Special Issue on Artificial Intelligence, Machine Learning and Platform Innovation in Quantitative Finance (MathFinance Conference 2020)
Traditionally, Quantitative Finance has revolved around the development of parsimonious models that yield some economic understanding of financial markets. In recent years, there has been a change in this paradigm by embracing data-driven methods from AI and ML. Here are some reasons that explain this shift: greater amounts of financial data are available that require fast processing; financial analysis and computations are supplemented by non-financial data, such as textual data, in order to create new insights; data-driven methods allow to detect trends and market changes that would not be observed with a rigid model. At the same time, platform technology has taken over trading of spot and derivatives in financial markets. Pricing models, Greeks and risk calculation have to be faster and more accurate than ever before. The special issue welcomes contributions that explore innovative uses of AI / ML methods and platform technology in Quantitative Finance. These can involve economic, quantitative, computational and technological aspects.
Speakers and participants of the MathFinance Conference 2020 are encouraged to submit their work, but the special issue also welcomes contributions from the community.
Editors of the Special Issue
Prof. Dr. Natalie Packham, Berlin School of Economics and Law
Prof. Dr. Uwe Wystup, Managing Director, MathFinance
Instructions for Submission
For submission, authors are requested to access the access the Editorial Manager at the following URL: http://www.editorialmanager.com/dfin/default.aspx. Please answer ”Yes” when asked if your manuscript belongs to a special issue and select the special issue in the list that will pop up.
Potential authors are reminded that all papers that are finally accepted for this special issue will be subject to format restrictions complying with the publisher’s standards. To speed up publication, and to ensure a unified layout throughout the special issue, authors are kindly advised to use LaTeX. Springer’s LaTeX template (click here) can be used to prepare source files (please choose the formatting option “smallextended”). The authors are highly recommended not to modify the class file by introducing personal settings and/or definitions.
- Deadline for paper submission: 15 October
- First-round decisions: 15 November
- Deadline for second-round submission: 15 December
- Final decisions: January 2021
About Digital Finance
The journal is a top tier peer-reviewed academic and practitioner journal that publishes high-quality articles with a focus on digital finance and innovation as well as on the analysis of digital and internet innovations on financial services and the economy. The journal publishes theoretical or empirical, qualitative or quantitative papers of interest to academics, practitioners, and regulators with the emphasis on empirical, financial market, and investment innovation, financial policy research and recommendations related to improving the welfare in the digital economy. Further details on this journal are available on the Springer website: https://www.springer.com/42521