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

Program and Logistics (Updated July 17)

Schedule (Updated July 17)

May 10-12, 2018
The University of Chicago, Stevanovich Center, 5727 S. University Ave, Chicago
May 3-5, 2018
The University of Chicago, Stevanovich Center, 5727 S. University Ave, Chicago
Jointly organized by Roger LeePer Mykland and Lan Zhang

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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 Modelling
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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