Current call for proposal (2013)

The goal of this call for research proposal is to finance four types of projects in quantitative finance. In the context of the QMI, the most important research topics are:

  • Statistical Signal Processing
  • Listed market liquidity
  • Algo and/or High Frequency trading
  • Contagion and funds flows
  • Crisis and systemic risk
  • Risk disaggregation and portfolio allocation
  • High order moments and portfolio allocation
  • Machine learning & Classification techniques with application to trading systems
  • Impact of the quantitative trading on the economy
  • New sources of information
  • etc.

The call for project was distributed on a large number of international sites, which enabled our research initiative to be better known via:

  • The Journal of Finance website
  • The Financial Economics Network's Professional Announcements network
  • The l'ILB, la Fondation du Risque and CREST networks

The QMI aimed to finance each year two small projects (5000 euros per projet) et 2 major projects (10 000 euros per project) for a total of 30 000 euros. For the first call for research proposals, 33 projets were received from 47 prestigious international institutions.


To download the submission file, clich here