2024 Conferences
Big Data and Artificial Intelligence in Econometrics, Finance, and Statistics
Dates: October 3-5, 2024
Location: Eckhardt Research Center (ERC), Room 161, 5640 S Ellis Ave, Chicago, IL 60637
2025 Conferences
Market Microstructure, Quantitative Trading, High Frequency and Large Data
Dates: May 15-17, 2025
Location: Eckhardt Research Center (ERC), Room 161, 5640 S Ellis Ave, Chicago, IL 60637
Big Data and Artificial Intelligence in Econometrics, Finance, and Statistics
Dates: October 2-4, 2025
Location: Eckhardt Research Center (ERC), Room 161, 5640 S Ellis Ave, Chicago, IL 60637
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Propose a Conference for Next Year
Tentative deadline is 15 May 2024.
2024 Conferences
Market Microstructure, Quantitative Trading, High Frequency and Large Data
Dates: May 2-4, 2024
Location: Eckhardt Research Center (ERC), Room 161, 5640 S Ellis Ave, Chicago, IL 60637
Jointly organized by Roger Lee (Financial Mathematics, UChicago), Per Mykland (Statistics, UChicago), Niels O.Nygaard (Financial Mathematics, UChicago) and Lan Zhang (Finance, UIC)
2023 Conferences
A Symposium on Human+AI
Date: September 29, 2023
Location: 390 John Crerar Library (JCL, Dept of Computer Science), 5730 S. Ellis Ave, Chicago
Jointly organized by James Evans (Sociology, UChicago), Sendhil Mullainathan (Computer Science & Behavioral Science, UChicago), Chenhao Tan (Computer Science, UChicago)
Big Data and Machine Learning in Econometrics, Finance, and Statistics
Dates: October 5-7, 2023
Location: Eckhardt Research Center (ERC), Room 161, 5640 S Ellis Ave, Chicago, IL 60637
(except on Friday afternoon: 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), Cong Ma (Statistics, UChicago), Per Mykland (Statistics, UChicago), Niels O.Nygaard (Financial Mathematics, UChicago), Dacheng Xiu (Econometrics & Statistics, UChicago), Lan Zhang (Finance, University of Illinois, Chicago)
Privacy and Data Governance: Implications for Statistical and Econometric Research
Dates: October 20-21, 2023
Location: David Rubinstein Forum @ The University of Chicago, 1201 East 60th St, Chicago
Jointly organized Ruobin Gong (Department of Statistics, Rutgers University) and V. Joseph Hotz (Department of Economics, Duke University, and Harris School of Public Policy, the University of Chicago)
2022 Conferences
Market Microstructure, Quantitative Trading, High Frequency and Large Data
Dates: May 18-20, 2022
Location: Sheraton Hotel, 301 E North Water St in downtown Chicago
Jointly organized by Roger Lee (UChicago), Per Mykland (UChicago), and Lan Zhang (UIC)
Stevanovich Center and National Science Foundation Workshop on Quantum Advantage and Next Steps
Dates: August 1-3, 2022
Location: David Rubinstein Forum @ The University of Chicago, 1201 East 60th St, Chicago
Jointly organized by Scott Aaronson (UT Austin), Hannes Bernien (University of Chicago),Adam Bouland (Stanford), Abhinav Deshpande (Caltech), William Fefferman (UChicago), Umesh Vazirani (UC Berkeley)
Big Data and Machine Learning in Econometrics, Finance, and Statistics
Dates: October 6-8, 2022
Location: Eckhardt Research Center (ERC), Room 161, 5640 S Ellis Ave, Chicago, IL 60637
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 (Finance, University of Illinois, Chicago)
Institute on the Formation of Knowledge: Summit on AI in Society
Dates: October 13, 5:22 PM–October 15, 5:22 PM, 2022
Location: Stevanovich Center for Financial Mathematics Conference Center, 5727 S. University Ave, Chicago
Human + AI
Date: October 29, 2022
Location: 390 John Crerar Library (JCL, Dept of Computer Science), 5730 S. Ellis Ave, Chicago
Jointly organized by James Evans (Sociology, UChicago), Sendhil Mullainathan (Computer Science & Behavioral Science, UChicago), Chenhao Tan (Computer Science, UChicago)
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 Ke, Eric Diebold, Eric Ghysels, Per 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 Kelly, Dacheng Xiu and Per Mykland
2017 Conferences
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
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
October 16 and 17, 2015 – The University of Chicago
Market Microstructure and High Frequency Data
May 14-16, 2015 – The University of Chicago
June 8-10, 2015 – The University of Chicago
2014 Conferences
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
2013 Conferences
2012 Conferences
This conference is jointly organized with the Becker Friedman Institute
2011 Conferences
2010 Conferences
2008 Conferences
First Chicago-Paris Conference on Finance