About the SoFiE 2019 Conference
  • The School of Economics and School of Data Science at Fudan University (Shanghai, China) will host the 12th Annual Meeting of the Society for Financial Econometrics (SoFiE) from June 12 to 14, 2019 at Fudan University in Shanghai,China. The Pre-conference for Young Scholars will take place on June 11, 2019.

    The conference will showcase the latest advances in financial econometrics, with special emphasis on the new technological developments in finance and econometric methods for Fintech and machine learning. The conference also intends to foster the dialogue between academics and practitioners on finance research topics.

  • Robert F. Engle, NYU Stern School of Business

  • Jianqing Fan, Princeton University

  • Eric Ghysels, UNC Kenan-Flagler Business School

  • Yongmiao Hong, Cornell University

  • Yingying Li, Hong Kong University of Science and Technology

  • Oliver B. Linton, University of Cambridge

  • Dacheng Xiu, University of Chicago Booth School of Business

  • Hongjun Yan, DePaul University, Kellstadt School of Business

  • Frank Kleibergen,

    University of Amsterdam

  • TBA...

  • Per A. Mykland,

    University of Chicago

  • Fudan University, Shanghai, China

  • Shiyi Chen, Fudan University (local co-chair)

  • Jianqing Fan, Princeton University (local co-chair)

  • Weiguo Gao, Fudan University

  • Zonglai Kou, Fudan University

  • Cristina Dan Wang, New York University - Shanghai

  • Mingdong Xu, Fudan University

  • Zhengjun Zhang, University of Wisconsin - Madison

Information on the Financial Econometrics Pre-Conference for Young Scholars
  • Due to the continued success of the pre-conference, we are once again accepting submissions for 2019. Everybody planning to attend the Annual SoFiE conference is invited to register and attend this Pre-Conference to help raise the quality and recognition of the young scholars in our organization!

    The pre-conference provides students, postdocs, and untenured professors (with up to three years in a tenure-track job) the opportunity to present their work prior to the regular conference. Joint work with senior co-authors is eligible for the pre-conference as long as the presenting co-author is eligible.

    Papers eligible for the pre-conference are treated exactly as other submissions for the SoFiE conference. However, if they do not make the program, they are automatically considered for the pre-conference. Finally, it is also possible to submit a paper for consideration for the pre-conference only, as long as this is indicated at the time of submission.

    The pre-conference will last one full day and will feature only young scholars, apart from the invited address by Yongmiao Hong from Cornell University. We aim to have a seasoned scholar paired up with each individual paper in the pre-conference to enhance informal information exchange and constructive feedback.

One theme of the conference seeks to highlight econometric research in the area of artificial intelligence and machine learning in finance.

Lan Zhang,

University of Illinois at Chicago

Jianqing Fan,

Princeton University

Christian Gourieroux,

University of Toronto and Toulouse School of Economics

George Tauchen,

Duke University

Contact Us

For inquiries, please email sofie@fudan.edu.cn