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, 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.

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2018 Conferences
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
May 10-12, 2018
The University of Chicago, Stevanovich Center, 5727 S. University Ave, Chicago
The University of Chicago, Stevanovich Center, 5727 S. University Ave, Chicago
Jointly organized by Roger LeePer Mykland and Lan Zhang
2017 Conferences

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

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 & the University of Pennsylvania

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

Conference on Liquidity
First Chicago-Paris Conference on Finance

One Day Workshop on Finance and Statistics

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