Statistical modeling, financial data analysis and applications

The idea of the workshop is to bring together leading international experts in Quantitative Finance, Econophysics, and Econometrics, providing a forum for an informal exchange of ideas in the charming Venetian atmosphere of Palazzo Franchetti on the Canal Grande.

Main topics of the workshop will be

* Time series modeling
* Clustering, learning, classification
* Bubbles, crashes and financial networks
* Empirical finance: asset allocation, data analyses
* Pricing, trading and investment strategies
* ...

F. Abergel, École Centrale Paris
F. Baldovin, University of Padova
M. Caporin, University of Padova
A. Chakraborti, École Centrale Paris
A.L. Stella, University of Padova and Istituto Veneto di Scienze Lettere ed Arti (IVSLA)

École Centrale Paris                      University of Padova                      Institut Louis Bachelier                               IVSLA
                                                              

Fondazione Cariparo                                                  Progetti Eccellenza