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.

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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.

Announcement: 11th Annual SoFiE Conference

The 11th annual SoFiE conference will be held at the Università della Svizzera italiana, in Lugano Switzerland. The conference is being hosted by Faculty of Economics at the Università della Svizzera italiana (USI, Lugano), and the Swiss Finance Institute (SFI). The conference will take place from June 12-14, 2018 with a pre-conference day for young researchers on June 11, 2018.

A Call For Papers is now active.

This conference is intended to highlight new technological developments in Finance and showcase research on econometric methods related to fintech and machine learning

Papers must be submitted via the EasyChair submission system:

Submissions must be received by January 12, 2018.
All submitted papers will be reviewed by the Program Committee.

Please contact sofie@stern.nyu.edu with any questions.

Christian Gourieroux, University of Toronto and Toulouse School of Economics

Pierre Collin-Dufresne, École Polytechnique Fédérale de Lausanne
Ronnie Sadka, Boston College
Allan Timmermann, University of California San Diego
Fabio Trojani, Università della Svizzera italiana and SFI
Caroline Uhler, Massachusetts Institute of Technology
Paolo Zaffaroni, Imperial College, London
Jean-Michel Zakoian, CREST, Paris

Joel Hasbrouck, NYU Stern School of Business

Università della Svizzera italiana, Lugano, Switzerland

Patrick Gagliardini, Università della Svizzera italiana and SFI
Loriano Mancini, Università della Svizzera italiana and SFI
Alberto Plazzi, Università della Svizzera italiana and SFI
Paul Schneider, Università della Svizzera italiana and SFI

Information on the Financial Econometrics Pre-Conference for Young Scholars
Due to the continued success of the pre-conference, we are once again accepting submissions for 2018. Everybody planning to attend the Annual SoFiE conference is invited to register and attend this Pre-Conference to help raise the quality and recognition of the young scholars in our organization!

The pre-conference provides students, postdocs, and untenured professors (with up to three years in a tenure-track job) the opportunity to present their work prior to the regular conference. Joint work with senior co-authors is eligible for the pre-conference as long as the presenting co-author is eligible.

Papers eligible for the pre-conference are treated exactly as other submissions for the SoFiE conference. However, if they do not make the program, they are automatically considered for the pre-conference. Finally, it is also possible to submit a paper for consideration for the pre-conference only, as long as this is indicated at the time of submission.

The pre-conference will last one full day and will feature only young scholars, apart from the invited address by Fabio Trojani from the University of Geneva and the Swiss Finance Institute. We aim to have a seasoned scholar paired up with each individual paper in the pre-conference to enhance informal information exchange and constructive feedback.

Additionally, the Executive Committee of SoFiE is pleased to announce that the 2019 meeting will be held at the Tsinghua PCBSF, in Beijing, China, dates are to be announced at a future time.

The 10th Annual SoFiE Conference took place at NYU Stern in New York City between June 21-23, 2017. Please follow the link to the conference website and our Facebook group to review the program and check out photos from the event.

Next Event:

Tenth Annual SoFiE Conference

10th Annual SoFiE Conference
Sponsored by: Volatility Institute, Salomon Center, and Finance Department at NYU Stern and The Society for Financial Econometrics (SoFiE)
Date: June 21-23, 2017 and Pre-Conference June 20, 2017
Conference Location: New York, NY
Call for Papers: Full Details
Conference Website:
Full Details

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