We are pleased to announce the 3rd edition of the FinEML (Financial Econometrics Meets Machine Learning) Conference to be held on 23 and 24 October 2025 at Erasmus University Rotterdam, Netherlands. The conference is organised jointly by the Erasmus University Rotterdam, the University of Geneva, and Università della Svizzera Italiana.
- Date
- Thursday 23 Oct 2025, 09:00 - Friday 24 Oct 2025, 18:00
- Type
- Conference
- Location
- Campus Woudestein
- Location
Erasmus University Rotterdam
Topics
Submissions on the following topics are welcome:
- Asset Pricing: Novel econometric and machine learning approaches for asset pricing, including risk factor discovery, portfolio optimization, and advanced modeling of the stochastic discount factor.
- Big Data: Factor models and sparse methods tailored to large-scale, high-dimensional financial data.
- Forecasting: Novel forecasting techniques covering time series analysis, predictive modeling, and risk assessment in dynamic financial markets.
- Macro Finance: Econometrics and machine learning methods for macro-financial analyses, encompassing yield curve forecasting, text-based insights from central bank communications, projection models, and nowcasting techniques.
- Option Pricing: Data-driven advances in implied volatility forecasting, option return predictability, tail risk estimation, and extracting forward-looking investor beliefs.
- Theoretical Machine Learning: Focusing on learning theory, optimisation techniques, complexity analysis, and statistical guarantees that underpin machine learning algorithms with applications in finance.
Speakers
Confirmed keynote speakers are: Patrick Gagliardini (USI), Andrea Vedolin (Boston University) and Maryam Farboodi (MIT).
Moreover, FinEML will host one of the invited lectures by the Society for Financial Econometrics (SoFiE). This year, the invited lecturer is Yacine Ait-Sahalia (Princeton University).
The Invited Lecture Series was launched in 2024 in Montreal, with Robert Engle and Lars Peter Hansen delivering the inaugural lectures.
SoFiE Invited Lecture Series
FinEML will host an Invited Lecture Series from The Society for Financial Econometrics. The invited lecturer will be Yacine Ait-Sahalia.
Poster Session
During the workshop, there will be a poster session open to PhD students and junior researchers. Please indicate your willingness to present a poster during the submission process.
Important Dates
- Submission deadline: 20 June 2025
- Registration deadline: 12 September 2025
- Workshop date: 23 and 24 October 2025
Call for papers
Sponsors
Local Organising committee
- Mariia Artemova
- Gustavo Freire
- Maria Grith
- Onno Kleen
- Rasmus Lönn
- Alberto Quaini
- Anastasija Tetereva
- Evgenii Vladimirov
Programme committee
| Caio Almeida | Princeton University |
| Mariia Artemova | Erasmus University Rotterdam |
| Jozef Barunik | Charles University in Prague |
| Christian Brownless | Universitat Pompeu Fabra |
| Andrea Bucci | University of Macerata |
| Mehmet Caner | North Carolina State University |
| Marcelo Fernandes | FGV Sao Paulo |
| Gustavo Freire | Erasmus University Rotterdam |
| Maria Grith | Erasmus University Rotterdam |
| Ekaterina Kazak | University of Manchester |
| Onno Kleen | Erasmus University Rotterdam |
| Sébastien Laurent | Aix Marseille |
| Rasmus Lönn | Erasmus University Rotterdam |
| Daniele Massacci | King's College London |
| Marcelo Medeiros | UIUC |
| Alberto Quaini | Erasmus University Rotterdam |
| Mirco Rubin | EDHEC Business School |
| André Portela Santos | CUNEF Madrid |
| Cisil Sarisoy | FRB |
| Olivier Scaillet | University of Geneva |
| Paul Schneider | Università della Svizzera Italiana |
| Anastasija Tetereva | Erasmus University Rotterdam |
| Simon Trimborn | University of Amsterdam |
| Fabio Trojani | University of Geneva |
| Evgenii Vladimirov | Erasmus University Rotterdam |
