Home Institutional Management FORUM, Paris, March 2013
Agenda In collaboration with the Institut Louis Bachelier (ILB), Morningstar and the Financial Research and Innovation forum. The aim of this forum (Forum GI ) was to offer a point of contact between academia, technological innovation and practical applications, so as to encourage experts and practitioners to think about financial mechanisms in a new way. Four members of the QMI participated in this initiative (in french):
Bacry, E. (X & QMI) “Modélisation de la dynamique haute fréquence du prix et des transactions ”
Jay, E. (QAMLab & QMI) “Méthodes Robustes de construction de portefeuilles ”
Le Fol, G. (Université Paris-Dauphine & QMI) “M-Liq: une méta mesure de liquidité ”
Jurczenko, E. (ESCP Paris & QMI) “Generalized-Based Investing”
Venue Palais Brongniart, Paris
Previous events
The 18th International Conference on Computational and Financial Econometrics (CFE 2024) Conference
The 18th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), CFE-CMStatistics 2024, will be hosted by King’s College London, 14-16 December 2024.
Read more
14th Annual Hedge Fund Research Conference Conference
The Annual Hedge Fund Research Conference is a two-day academic conference with sessions that did cover the latest research on asset management, and more particularly on institutional investors’ risks and performance; transparency (reporting) and due diligence; financial intermediation activity; hedge fund and broad macroeconomic issues such as systemic risk and contagion; institutional investors’ incentives and...
Read more
The 17th International Conference on Computational and Financial Econometrics (CFE 2023) Conference
The 17th International Conference on Computational and Financial Econometrics (CFE 2023) will be be hosted by HTW Berlin, University of Applied Sciences (Wilhelminenhof campus), Berlin, Germany, 16-18 December 2023. The joint conference CFE-CMStatistics will have five Plenary Sessions. Moreover, CFE 2023 had four Special Invited Sessions, a significant number of Organized Invited Sessions on key topics, Contributed, and Poster Sessions that...
Read more
The 16th International Conference on Computational and Financial Econometrics (CFE 2022) Conference
The 16th International Conference on Computational and Financial Econometrics (CFE 2022) will be hosted by King’s College London, 17-19 December 2022. The joint conference CFE-CMStatistics will have five Plenary Sessions. Moreover, CFE 2022 will have four Special Invited Sessions, a significant number of Organized Invited Sessions on key topics, Contributed, and Poster Sessions that will run in parallel during the three...
Read more
Intelligence Artificielle & Machine Learning – 4th Edition Hackathon
Dès l’après-midi du vendredi 11 mars, travaillez pendant 24h avec étudiants, jeunes diplômés, chercheurs et ingénieurs de l’Université Paris-Dauphine PSL, ENSAE, LFIS et SESAMm pour explorer les domaines de l’intelligence artificielle et du machine learning dans l’industrie de la gestion d’actifs. L’évènement est gratuit mais l’inscription avant le 25 février est obligatoire et se fait...
Read more
The 15th International Conference on Computational and Financial Econometrics (CFE 2021) Conference
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.
Read more
Forecasting Portfolio Weights, by Hughes Langlois Webinar
A portfolio manager’s two primary objectives are to: (i) achieve an optimal long-term allocation across strategies and / or assets, and (ii) appropriately rebalance the portfolio over time, i.e. in the short-term. This article considers the weaknesses of classical approaches to these challenges and proposes an innovative short-term allocation approach designed to achieve the portfolio’s long-term...
