Welcome!

The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. It is an independent non-profit membership organization, currently housed at New York University. SoFiE is committed to promoting and expanding research and education by organizing and sponsoring conferences, programs and activities at the intersection of finance and econometrics, including links to macroeconomic fundamentals.

Join the SoFiE Facebook group at: http://www.facebook.com/groups/sofienyu/


Cover of the Journal of Financial Econometrics

Journal of Financial Econometrics (JFEC)

JFEC is SoFiE's official journal. It showcases the latest financial econometric research from all corners of the globe.


New SoFiE Seminar Series

SoFiE is pleased to announce the new Society for Financial Econometrics Seminar Series, featuring bi-monthly presentations of cutting-edge research by leading scholars in financial econometrics. Presentations are followed by discussion and audience participation. The SoFiE Seminar series is organized and moderated by Andrew Patton from Duke University.

Next Event:

2021 SoFiE Machine Learning Virtual Conference

2021 SoFiE Machine Learning Virtual Conference
The Society for Financial Econometrics (SoFiE) and the Kenan Institute of Private Enterprise at the University of North Carolina at Chapel Hill will host a virtual conference on machine learning in finance on March 5, 2021. The conference is sponsored by the Journal of Financial Econometrics (JFEC) and the International Center for Finance (ICF) at Yale University.

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