The joint conference CFE-CMStatistics will have five Plenary Sessions. Moreover, CFE 2021 will have five Special Invited Sessions, a significant number of Organized Invited Sessions on key topics, Contributed, Virtual and Poster Sessions that will run in parallel during the three days of the conference.
G. Le Fol Organizer and S. Darolles, Chairman and organizer, Université Paris-Dauphine, Members of the QMI
Forecasting portfolio weights, Hugues Langlois, HEC Paris
Market impact decay and capacity, Hector Chan, Université Paris-Dauphine, Member of the QMI
Dissecting beta, Costas Xiouros, BI Norwegian Business School with Paul Ehling
Forecasting option returns with news, Gang Li, The Chinese University of Hong Kong, with Bing Han, Jay Cao, Ruijing Yang, Xinting Zhan
Venue
The 15th International Conference on Computational and Financial Econometrics (CFE 2021) will be hosted by King’s College London, 18-20 December 2021. Tutorials will also be given on Friday the 17th of December 2021.
Hybrid conference, King’s College London, 18-20 December 2021.
