SCFM is pleased to host the 2020 SoFiE North American Summer School on the Econometrics of Mixed Frequency (Big) Data. Professors Babii and Ghysels, UNC Chapel Hill, will present research that focuses on MIxed Data Sampling (MIDAS) regression models and filtering methods with applications in finance and other fields.
The application deadline was May 10, 2020. Please email firstname.lastname@example.org if you’re interested in attending the Summer School.
About the Stevanovich Center for Financial Mathematics
The Stevanovich Center seeks to advance the understanding of the increasingly complex world of financial markets by integrating mathematics, statistics, econometrics, economics and finance. Our main focus is quantitative finance, ranging from mathematical finance – via financial econometrics – to asset pricing.
The Center brings together leading academic researchers and financial professionals whose insights from daily experience in the markets help translate theory into improved practice. The Center hosts weekly seminars and annual conferences where University of Chicago researchers, visitors from academia and experts from the marketplace present, discuss and debate ideas that advance our understanding of the mathematical basis of financial markets. These interactions lead to more sophisticated tools to address challenges that range from analyzing, visualizing, and interpreting massive data sets, to building more accurate, tractable, and robust models to measure, price, and hedge risk. These tools are of interest to investors, regulators and policymakers. The Stevanovich Center for Financial Mathematics is a member of the Society for Financial Econometrics. If you’d like to get involved with the Center, please contact email@example.com