2021-2022 Conferences

Human + AI
Date TBA (1-day symposium)
Location TBD
Jointly organized by James Evans (Sociology, UChicago), Sendhil Mullainathan (Computer Science & Behavioral Science, UChicago), Chenhao Tan (Computer Science, UChicago)

Near-Term Quantum Advantages and Applications
Dates TBA
Location TBD
Jointly organized by Scott Aaronson (UT Austin), Adam Bouland (Stanford), Abhinav Deshpande (Caltech), William Fefferman (UChicago),  Umesh Vazirani (UC Berkeley)

Market Microstructure, Quantitative Trading, High Frequency and Large Data
This conference will take place in the Spring of 2022 (dates and location TBA)
Jointly organized by Roger Lee and Per Mykland

SoFiE Summer School: Big Data, Finance and Economics
Dates: Summer 2022 (Dates TBD)
The University of Chicago, Stevanovich Center, 5727 S. University Ave, Chicago

Big Data and Machine Learning in Econometrics, Finance, and Statistics
October 6-8, 2022
Stevanovich Center for Financial Mathematics Conference Center, 5727 S. University Ave, Chicago
Jointly organized by Rina Foygel Barber (Statistics, UChicago), Chao Gao (Statistics, UChicago), Roger Lee (Financial Mathematics, UChicago), Per Mykland (Statistics, UChicago), Niels O.Nygaard (Financial Mathematics, UChicago), Rebecca Willett (Statistics & Computer Science, UChicago), Dacheng Xiu (Econometrics & Statistics, UChicago), Lan Zhang (Business, University of Illinois, Chicago)

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2020 Conferences

SoFiE Summer School: The Econometrics of Mixed Frequency (Big) Data
Dates: July 20-24, 2020
The University of Chicago, Stevanovich Center, 5727 S. University Ave, Chicago
Lecturers: Professor Babii and Professor Ghysels, University of North Carolina at Chapel Hill

2019 Conferences

May 2-4, 2019: Market Microstructure and High Frequency Data

Scientific Organizing Committee: Roger Lee, University of Chicago, Per Mykland, University of Chicago

May 20-23, 2019: Geometric Data Analysis

Scientific Organizing Committee: Robert Adler, Technion, Israel, Frederic Chazal, INRIA, France, Shmuel Weinberger, University of Chicago, USA

October 3-5, 2019: Big Data and Machine Learning in Econometrics, Finance, and Statistics

Scientific Organizing Committee: Frank Diebold, University of Pennsylvania, Chao Gao, University of Chicago, Eric Ghysels, University of North Carolina, Per Mykland, University of Chicago, Niels Nygaard, University of Chicago, Dacheng Xiu, University of Chicago, Lan Zhang, University of Illinois at Chicago.

Jointly organized by the University of Chicago Stevanovich Center for Financial Mathematics, the University of North Carolina Rethinc.ML center and the University of Pennsylvania.

2018 Conferences

Market Microstructure and High Frequency Data
May 3-5, 2018
The University of Chicago, Stevanovich Center, 5727 S. University Ave, Chicago
Jointly organized by Roger Lee, Per Mykland and Lan Zhang

New Aspects of Statistics, Financial Econometrics, and Data Science
May 10-12, 2018
The University of Chicago, Stevanovich Center, 5727 S. University Ave, Chicago
Jointly organized by Zheng Tracy KeEric DieboldEric GhyselsPer Mykland and Lan Zhang

2018 SoFiE Summer School on Machine Learning and Empirical Asset Pricing
July 22-27, 2018
The University of Chicago, Saieh Hall for Economics, SHFE 021, 5757 S. University Ave, Chicago
Jointly organized by Bryan KellyDacheng Xiu and Per Mykland

2017 Conferences
Market Microstructure and High Frequency Data
June 1-3, 2017
The University of Chicago

Big Data in Predictive Dynamic Econometric Modeling
May 18-19, 2017
Jointly organized by the Stevanovich Center and the University of Pennsylvania

In addition to our usual conferences, the Stevanovich Center also hosted the Stevanovich Institute for the Formation of Knowledge (SFIK) Inaugural Conference
November 16-19, 2017
The University of Chicago

2016 Conferences
Banking and Financial Crises – Lessons from History
December 16, 2016
Jointly organized by the Stevanovich Center & the Federal Reserve Bank of Chicago

Market Microstructure and High Frequency Data
May 19-21, 2016
The University of Chicago

2015 Conferences
Econometrics of High-Dimensional Risk Networks

October 16 and 17, 2015 – The University of Chicago

Market Microstructure and High Frequency Data

May 14-16, 2015 – The University of Chicago

Geometry and Data Analysis

June 8-10, 2015 – The University of Chicago

2014 Conferences
Market Microstructure and High Frequency Data
May 29-31, 2014 – The University of Chicago

Recent Developments in Parallel Computing in Finance
June 5 and 6, 2014 – The University of Chicago

Summer School on Modern Applications of Representation Theory
July 21 – August 8, 2014 – The University of Chicago

Financial Statistics
September 26-28, 2014 – The University of Chicago

Prospects in Applied Mathematics
October 19-20, 2014 – The University of Chicago

Trading and Portfolio Theory
November 11 and 12, 2014 – The University of Chicago

2008 Conferences