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.

The conference and the JFEC announce a combined submission process for papers. When you submit a paper to the conference, you may also submit it to be considered for publication by the JFE. Eric Ghysels, Bryan Kelly, and Dacheng Xiu will be the editors in charge of this special issue.

You are invited to submit a paper or papers on any topic related to machine learning in finance. Submit your paper via email to submissions manager Chelsea Donahue at rethinclabs@kenan-flagler.unc.edu. The deadline for submissions is January 31, 2021. The program will be announced in late February.

When submitting your paper for dual submission, you must explicitly indicate in your email that you are interested in consideration by the JFEC. Papers submitted for dual consideration must not be under review at JFEC as a regular submission nor at any other journal until the dual submission process ends. The anticipated timeframe for the JFEC to notify applicants about whether their paper is accepted for publication is late February.

Once your paper has been accepted, you must submit it via the JFEC's online system within a month after the conference ends to receive a fast-track process for the special issue.

If you have questions about the conference, please contact Chelsea Donahue at the email address above. For questions about the JFEC, please contact the editors directly.