Overview

You are cordially invited to submit your research papers for presentation at the 31st Forecasting Financial Markets Conference (#FFM31), that will take place on 10-12 June, 2026, in Milano, Italy.

The FFM31co-organised by the Forecasting Financial Markets Association and the Department of Economics, Management and Statistics, University of Milano-Bicocca, Milano, Italy, will be an excellent networking opportunity for academics, doctoral students, and practitioners to present new research results and discuss current and challenging issues in their disciplines.

The conference is also organised in partnership with Gwenlake, IPAG Business School (Department of Research, Dissemination, and Impact), and Keynum.ai.

Forecasting Financial Markets is an international conference on quantitative finance that has been held every year since 1994.

Since its inception, the conference has grown in scope and stature to become a key international meeting point for those interested in quantitative finance, with the participation of quantitative market professionals and prestigious academic and research institutions from all over the world, including major central banks and quantitative fund managers.

Keynote Speakers

Lucia ALESSI
European Commission – Joint Research Centre

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Lucia Alessi joined the JRC in 2016. Her team develops research in the field of Finance, with a focus on sustainable finance and digital finance. Before moving to the European Commission, she worked at the European Central Bank, which she joined in 2007, serving in various DGs including Research, Economics, and Macroprudential Policy and Financial Stability.

Her more recent research focuses on sustainable finance, including the assessment of the 'greenness' of financial portfolios, as well as physical and transition risks. Earlier in her career, she worked on econometric models for big data. Lucia studied Economics at Bocconi University in Milan and earned a Ph.D in Economics and Management from Sant’Anna School for Advanced Studies, Pisa.

Zhenya LIU
Renmin University of China, Beijing, and EM Normandie

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Zhenya Liu is Professor of Finance and joined EM Normandie in 2023. He received his PhD in Economics from Renmin University of China in 1994 and completed his postdoctoral research at Purdue University (USA). His career spans China and the United Kingdom, with positions at Renmin University of China, Birmingham Business School, and JP Morgan Futures (China). He has authored over 20 books on the Chinese financial system and published more than 60 articles in leading journals, including the Journal of Econometrics, Journal of Business and Economic Statistics, Econometric Theory, Journal of Empirical Finance, International Journal of Forecasting, and China Economic Review.

He is a leading expert in financial econometrics, hedge fund strategies, and quantitative investment. His research focuses on financial econometrics, statistical factor models, stochastic optimal stopping, random matrix theory, and machine learning.

Loriana PELIZZON
Ca’ Foscari University of Venice, and SAFE, Goethe University Frankfurt

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Loriana Pelizzon is Deputy Scientific Director and Director of the Financial Markets Department at the Leibniz Institute for Financial Research SAFE and Full Professor of Law and Finance at Goethe University Frankfurt. She is also part-time Full Professor of Economics at Ca’ Foscari University of Venice and a Research Affiliate at MIT Sloan.

She holds a PhD in Finance from London Business School. Her research focuses on risk measurement and management, hedge funds, market microstructure, financial institutions, systemic and sovereign risk, and financial crises. She has been involved in numerous EU and international research projects and currently serves as Co-Vice President of the Advisory Scientific Committee of the European Systemic Risk Board and as a Research Fellow at CEPR.

   

Important Dates

(Extended) Deadline for Submissions:
March 20th

Notification to Authors:
March 26th

Early bird Registration:
April 20th

31st FFM Conference:
June 10th–12th

Rolling notifications: You are encouraged to submit and register early.

 

Conference Themes

  • Advances in asset management
  • Artificial intelligence and machine learning
  • FinTech, RegTech, InsurTech, GreenTech
  • Derivatives pricing models
  • Fund management and trading rules
  • Market microstructure
  • Modeling volatility and correlation
  • Modeling with high-frequency data
  • Risk analysis and credit trading
  • Sustainable investments and Green Finance

Publication Opportunities

  • Special Issue in the Journal of Forecasting; Issue Editor: Prof. Hans-Jörg von Mettenheim
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