Quantitative Methods in Finance 2019 Conference
The Quantitative Methods in Finance 2019 Conference
The conference will bring together leading experts in Quantitative Finance Industry and Academia in Sydney Australia
This event ran in December 2019. We are currently in the process of finalising plans for an event in December 2020 - this will most likely be announced by the end of March.
We gratefully acknowledge funding support by the New South Wales Government.
Furthermore, we are grateful to the Global Association of Risk Professionals (GARP) for sponsoring the GARP Best Paper Award for papers presented at QMF 2019. The winner is the paper Modeling of Persistent Extremes in Financial Markets and Winning Streak Paradox by Runhuan Feng, Pingping Jiang and Hans Volkmer. Congratulations!
Pensions, Insurance, Rough Volatility, Machine Learning, Filtering, Risk Measurement, Systemic Risk, Credit Risk, High Frequency Trading and other areas of Quantitative Finance
Plenary Speakers include
Giovanni Barone-Adesi, Christa Cuchiero, Ernst Eberlein, Robert Elliott, Jean-Pierre Fouque, Rüdiger Frey, Masaaki Fukasawa, David Garvin, Martino Grasselli, Constantinos Kardaras, Hyeng Keun Koo, Sébastien Lleo, Dilip Madan, Jan Obłój, Wolfgang Runggaldier, Michael Schmutz, Martin Schweizer, Gerhard Stahl, Peter Tankov, Joseph Teichmann, Thaleia Zariphopoulou
Organisers: Erik Schlögl, Anthony Dooley and the Quantitative Finance Research Centre of the University of Technology Sydney
Bruti-Liberati Lecture: Martin Larsson
Click here to download the
Pre-conference Workshop in honour of Eckhard Platen
16 December 2019
Speakers: Cuchiero, Fontana, Grasselli, Kardaras, Obłój, Ruf, Schweizer, Tappe
Click here to download the
|Early Bird Fees
(bookings on or before
10 September 2019)
(bookings on or after
11 September 2019)
Four Day Conference (Industry)*
|Four Day Conference (Academic Staff and Student)*||$799.00||$995.00|
|Pre-Conference Workshop Fees:|
|Workshop (if attending Four Day Conference, price per workshop)||$245.00||$295.00|
|Conference Dinner at the L'Aqua Gold Room, Rooftop Level, Cockle Bay Wharf, Darling Park NSW 2000||$120.00||$120.00|
|All registration fees are in Australian Dollars and include GST|
|Credit card and service fees will apply (TBA, commensurate with fees charged by our payment processing provider)|
|*Conference Fee Includes: Morning tea, lunch & afternoon tea daily|
Note: Academic staff and students who are also in full time employment of a commercial institution are expected to pay the industry rate. For full time academics to qualify for the academic fee, a copy of your student ID and a department letter must accompany your payment or be shown on site.
Abstract submission is now closed. Registration is open at https://qmf2019.exordo.com.
Please note: The program and promotional material (the Conference Information) for the QMF 2019 Conference are correct as at the time of publication. QMF Organisers reserve the right to change dates, the program and speakers without notice as a result of circumstances beyond their control. Conference Information may be amended from time to time. Conference attendees should make their own enquiries regarding any amendments or alterations to any Conference Information. To the extent admissible by law, the QMF Organisers disclaim any liability (direct or indirect) in contract, tort (including negligence) or otherwise for any injury, loss, claim, damage, incidental or consequential damage, arising out of, or in any way connected with, the use of, or reliance on, any Conference Information, or any error, negligent act, omission or misrepresentation in Conference Information.