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 days of the conference.
Agenda
Organization of two sessions at the Computational and Financial Econometrics, December 2022
– Alternative data in Finance, Special invited session CI023
Serge Darolles, Chairman and organizer, Université Paris Dauphine – PSL, Members of the QMI
Does alternative data improve financial forecasting?, T. Foucault, HEC Paris
When are Google data useful to nowcast GDP: An approach via preselection and shrinkage, A. Simoni, CNRS – CREST France
Alternative data for ESG events monitoring using NLP: Practical quantitative results, S. Forte, SESAMm, France
– Financial Times series, Organized session CO078
Jean Michel Zakoïan, Chairman and organizer, CREST, Members of the QMI
Optimal estimating function for weak location-scale dynamic models, C. Francq, CREST France
Empirical asset pricing with score-driven conditional betas, J. Royer, CREST France.
Strict stationarity and existence of moments for a family of functional GARCHs, M. Kandji, CREST, Institut Polytechnique de Paris, France.
Venue
The 16th International Conference on Computational and Financial Econometrics (CFE 2022) will be hosted by King’s College London, 17-19 December 2022. Tutorials will also be given on Friday the 16th of December 2022.
