Professional Development : Call for Papers
1st Annual International Mathematical Finance Conference
March 22-24, 2013 Conference
Westin Colonnade, Coral Gables
180 Aragon Avenue
Coral Gables, FL
PURPOSE: Bring together academics, Finance and Mathematics, as well as practitioners interested in expanding the theory, application and scope of mathematical finance.
PARTICIPATION: Additional information at International Mathematical Finance Conference or http://www.bradley.edu/academic/continue/professionals/imfc/
TOPICS OF INTEREST: Topics of interest include but are not limited to Regulation and Model implementation; Asset Liquidity Risk; Derivative Market Microstructure; Numerical Methods and Data Issues; Game Theory, Neural Nets and AI in Derivative Markets; Exotic Options (Parisian, Barrier, etc);Uncertainty Management in Securitized Assets, Portfolio Credit Risk Modeling and Systemic Risk Management, Interest Rate Risk Modeling, Asset Pricing, Pension Fund Liability Valuation in Incomplete Markets, Capital and Liquidity Management
SUBMISSION: Only electronic files will be accepted. Papers have to be in English. To submit a paper, please send your manuscript as Ms-word file to the conference email: email@example.com.
PUBLICATION OPPORTUNITIES: Authors of accepted papers, if they so wish, can have their paper published in either Journal of Financial and Economic Practice or Review of Futures Markets.
CONFERENCE FEES: Submission is free. Details about registration fee will be available on the website. The registration fee includes the conference dinner, and a year’s subscription of Journal of Financial and Economic Practice.
DEADLINES: Submission deadline is July 1st, 2012, and authors of accepted papers will be notified by September 30th, 2012. Complete papers are expected by January 31, 2013.
IMA Conference on Mathematics in Finance
April 8-9, 2013
Edinburgh Conference Centre, Heriot-Watt University
One persistent theme in the history of mathematics is the close relationship between the subject and finance. From the Babylonians, through Fibonacci and then Stevin, Pascal, Fermat, Huygens, Bernoulli and Bachelier the development of mathematics has often been based on solving problems in finance.
The series of financial crises following 2007 have highlighted the need for novel mathematics to address the increasingly complex problems of finance. The IMA Conference on Mathematics in Finance has been organised in conjunction with the Bank of England, now responsible for financial stability in the UK, and with reference to the Department for Business Innovation and Skills Foresight project on the Future of Computer Trading in Financial Markets. The aim is to encourage mathematicians, from a wide range of backgrounds, to address important societal issues in relation to the operation of modern markets.
On this basis we are inviting academics and practitioners to submit papers to the Conference describing mathematical models of:
• Systemic risks in financial markets
Macroeconomic models of insolvency cascades, including early warning indicators and systemic risk measures.
• Feedback or learning in financial markets
Macroeconomic models addressing issues of “super-portfolios”, homogeneity in trading strategies or herding and bubbles.
• Complex systems in finance and economics
Macroeconomic models involving, for example, coupled systems, hierarchies, evolution and addressed using complexity theory.
• Leverage and liquidity
Microeconomic models accommodating liquidity fluctuations in the markets. For example, models accommodating the price-impact of transactions or loss of liquidity in the debt market.
• Behavioural finance
Microeconomic models incorporating cognitive or social factors, for example prospect theory, hyperbolic discounting or time-inhomogeneous utility.
• Knightian uncertainty or non-ergodic markets
Microeconomic models incorporating Knightian uncertainty, ambiguity, or transient parameters (for example, regime switching).
• Pre- and post-trade analysis in computer based trading
Models relating to algorithmic execution of trades, statistical arbitrage or “predatory trading”, both predictive analysis (pre-trade) and post trade “learning”. Including data mining techniques.
• Stability in electronic markets
Simulation of markets, tools for bench-testing of algorithms.
• Risk and solvency in insurance
Models developed specifically to address issues in the insurance markets related to Solvency II.
Models emerging out of statistical mechanics, including the application of random field theory and random media to finance and economics, as well as multi-agent models.
CALL FOR PAPERS:
Papers will be accepted for the conference based on a 150 word abstract for oral or poster presentation. Abstracts should be submitted by 15 December 2012 either online at http://online.ima.org.uk or by e-mail to firstname.lastname@example.org
Please state whether your title is intended for oral or poster presentation. Oral presentations are expected to be 30 minutes in length, including time for questions and answers.
Abstracts are expected to following the following template:
Contributing author(s) Initials, Surname
Affiliation(s) Department, organisation.
ABSTRACT: 150 words - text only.
Contributors of accepted abstracts will be invited to submit papers that will be made available to delegates at the conference. Selected papers will be peer-reviewed and published as a special issue of the IMA Journal of Management Mathematics.
To be confirmed.
Dr Timothy Johnson, Heriot-Watt University - Chair
Professor Alexander McNeil, Heriot-Watt University - Co-Chair
Dr Rodrigo Guimaraes, Bank of England
Professor David Hobson, University of Warwick
Professor Philip Treleaven, University College London
For further information on this conference, please visit the conference webpage:
For scientific queries please contact: Dr Tim Johnson, email@example.com
For general conference queries please contact Lizzi Lake, Conference Officer
E-mail: firstname.lastname@example.org Tel: +44 (0) 1702 354 020
Institute of Mathematics and its Applications, Catherine Richards House, 16 Nelson Street, Southend-on-Sea, Essex, SS1 1EF, UK.
3rd International Conference of the
Financial Engineering and Banking Society (F.E.B.S)
ESCP Europe Paris Campus
The 2013 Conference is organised by the Laboratory of Excellence for Financial Regulation (LabEx-
ReFi), under the auspices of the FEBS.
The Laboratory of Excellence for Financial Regulation (LabEx-ReFi) has been created as an initiative of
CNAM, ENA, University Paris 1 Panthéon-Sorbonne (CES, PRISM and IRJS) and ESCP Europe (the
project leader) in the context of the "Grand Emprunt". The LabEx-ReFi is a research centre dedicated to
the evaluation of regulation policies, with its main objectives being to improve the understanding of
financial systems and regulations’ implications, with a view of providing public authorities with
independent academic expertise and guidelines for actions.
The conference, titled 'Financial Regulation and Systemic Risk', covers a wide range of topics related to
financial regulation, financial engineering, bank governance and systemic risk, including but not limited to
a. What is “good regulation”?
b. The principles and quality of accounting standards
c. Asset and portfolio valuation
d. Clearing houses, CCP
e. Structured products regulation
f. Capital adequacy: definition, impact on banking activity
g. Risk measures and stress testing: regulations, measurement and test
h. Credit counterparty risk, CVA
i. The role of rating agencies
j. Financial intermediaries and shareholders remuneration
k. Regulation of insurance companies
l. Systemic risk impact of regulations: good or bad?
m. Systemic risk overlook: methods and data
n. Macro-economic impact of regulations on growth, sovereign debt, credit markets, etc.
o. The legal context and ”post-market” activities
p. Epistemology of the financial crisis
The 2013 Conference will put a special emphasis on the developments of new financial regulations and
the aversion of systemic risk in a post-financial crisis era.
Authors are invited to submit their papers with the purpose of presenting new and unpublished research.
The criteria for selecting papers for the programme include the nature of the research problem, the
implications of the proposed research in the financial industry and the economy in general, the academic
quality of the research design, and the contribution to the literature. Those interested in participating in the conference are invited to submit a full paper in pdf format via our
online submission system, before 28th February, 2013, at 11:00pm (GMT).
The link for submissions is: www.rcem.eu/febs2013/submission.
Submitted papers will be reviewed by the Scientific Committee of the Conference with respect to their relevance with the theme and aims of the Conference.
||8th February, 2013 - by 11:00pm (GMT)
|Notification of Acceptance
||8th March, 2013
||8th May, 2013
||6th - 7th - 8th June, 2013
We expect presenting authors to comply with the following guidelines:
1. Registration for the conference to be made within two weeks following notification of acceptance.
2. Presentations should be academic oriented and not business communication and/or advertisement.
3. Final version of the paper should be submitted by the agreed deadline.
4. Authors are strongly encouraged to discuss and provide quality feedback on their work presented at the conference, in case they are asked to do so by the organising committee.
Journal Special Issue
The Journal of Banking and Finance (JBF) will publish a special issue, under the Guest Editorship of Kostas Andriosopoulos, Franck Bancel, Alexis Collomb, and Raphael Douady, from papers presented at the FEBS/ LabEx ReFi 2013 Conference in Paris.
The theme for this special issue is "Financial Regulation and Systemic Risk". Authors of articles selected for presentation at the 2013 conference will be invited to submit their final version to JBF for consideration for publication in the special issue. Articles submitted for the special issue should be revised in order to take into consideration conference discussant’s comments. Submitted articles will follow the normal JBF submission and review process. The journal's usual submission fees apply. Papers must be submitted through EES at http://ees.elsevier.com/jbf/default.asp and authors should specify "FEBS/LabEx ReFi 2013" for "Paper Type" during the submission process. Papers for the special issue should be submitted through EES between 8th July, 2013 and 24th July, 2013.