qfw2018

Aims and Scope

The University of Roma Tre is pleased to host the XIX Workshop on Quantitative Finance – QFW2018 – from January 24 to January 26. The QFW2018 is an annual conference for academia and industry on theoretical and practical aspects of quantitative finance.

The aim of the Workshop is to promote the exchange of ideas that are relevant to researchers and practitioners and cover topics in Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Computational Finance, Econophysics, Financial Econometrics, Statistics of Financial Markets, Corporate Finance, and related fields.

After the great success of the previous edition at the University of Milano-Bicocca, we repeat the same conference format, lasting two days and a half. We particularly encourage the participation of Italian and foreign PhD students and young researchers, either coming from industry or academia.

General Information

To encourage and allow the widest possible participation, there is no registration fee. Conference sponsors will provide coffee-breaks, lunches and the social dinner. Furthermore, scholarships will be made available for foreign PhD students. Following a well-established tradition, each presentation will be assigned an official discussant to foster debate and receive additional feedback.

Deadlines

For any inquiries or questions please contact qfw2018@uniroma3.it

  • Registrations will open on October 1st, 2017
  • Deadline for extended abstract/paper: November 26th, 2017
  • Communication of acceptance: December 23th, 2017
  • In case of acceptance paper by January 7th, 2018
  • Conference dates: January 24-26, 2018


Scientific Committee

Emilio Barucci (Politecnico di Milano), Giacomo Bormetti (Università di Bologna), Francesco Cesarone (Università Roma Tre), Andrea Consiglio (Università di Palermo), Marco Frittelli (Università di Milano), Stefano Herzel (Università Roma Tor Vergata), Friedrich Hubalek (TU Wien), Fabrizio Lillo (Università di Bologna), Elisa Luciano (Università di Torino), Maria Elvira Mancino (Università di Firenze), Claudio Morana (Università di Milano-Bicocca), Massimo Morini (Banca Imi), Carlo Mottura (Università Roma Tre), Aldo Nassigh (Unicredit), Mustafa Pinar (Bilkent University), Roberto Renò (Università di Verona), Emanuela Rosazza Gianin (Università di Milano-Bicocca), Mathieu Rosenbaum (Université Pierre et Marie Curie), Peter Tankov (Université Paris-Diderot), Fabio Tardella (Sapienza Università di Roma), Josef Teichmann (ETH Zurich), Tiziano Vargiolu (Università di Padova).

Organizing Committee

Anna Attias (Sapienza Università di Roma), Alessandra Carleo (Università Roma Tre), Francesco Cesarone (Università Roma Tre), Rocco Ciciretti (Università Roma Tor Vergata), Andrea Gheno (Università Roma Tre), Lorenzo Lampariello (Università Roma Tre), Marco Nicolosi (Università di Perugia), Davide Pirino (Università Roma Tor Vergata), Andrea Scozzari (Università Niccolò Cusano).

email: qfw2018@uniroma3.it (case insensitive)

web: http://disa.uniroma3.it/qfw2018/

Websites of the last four editions of the conference

– Milano 2017

Pisa 2016

Parma 2015

Firenze 2014

Paper Submission

To submit a paper or an extended abstract follow this link and the instructions provided by the Easychair Conference Management System.

Submissions will be closed November, 26, 2017.

Conference Registration

Registration is compulsory to attend the workshop. To register please follow this link

Conference Venues

The conference will take place at:

Dipartimento di Studi Aziendali, Roma Tre University
Via Silvio D’Amico, 77
00145 Rome, Italy

email: qfw2018@uniroma3.it

Location: (41.85108, 12.47994)

How to get there?

Metro B  – The quickest and easiest way to get to the Venue is by metro. The nearest stop is Stazione Basilica S. Paolo (metro B line or blue line). After a 10-minute walk you get to the Venue (see map).

  1. Leave the station towards Via Gaspare Gozzi (at the opposite side of the tracks compared to the Basilica di San Paolo).
  2. Head south on Via Gaspare Gozzi toward Via Pietro Giordani (with the tracks on your right) until you reach Via Silvio D’Amico.
  3. Turn left onto Via Silvio D’Amico. The Venue will be on your left after 230m.
  4. Enter the building through the main entrance and follow the indications to the Conference welcome area.

Bus 714 connects Stazione Termini (interchange stop between A and B metro lines) to the EUR district and stops at Viale Cristoforo Colombo, a 7-minute walk from the Venue (see map).

Bus 715 leaves from Teatro Marcello, in the city centre, and stops in front of the Venue in Via Silvio D’Amico (see map).

The Bus service may suffer delays.

ATAC and  muoversiaroma.it  websites help you to find connections, route planning and bus waiting times.

Further Information

  • Wi-Fi (also via the eduroam service) is provided within the building.
  • Each conference room is equipped with screens and projectors. A limited number of electrical outlets are available in the rooms.
  • The facility is built considering the needs of users with physical disabilities. For any assistance during the visit, please contact qfw2018@uniroma3.it beforehand.

Suggested Hotels 

The accommodation solutions reported in the following list are all close to the conference venue.

H10 Hotel

ABITART Hotel 

OLY Hotel

Hotel AREA

Hotel SAINT PAUL 

Hotel PULITZER 

As the conference venue is served by bus lines and Metro B line, several different hotels – connected by these transportation services – could be of interest. A suggestion could be to look for accommodation in the well-served Monti area, near metro stop Cavour.

 

 

YITP Research Prize – QFW2018 

Young Investigator Training Program – Quantitative Finance Workshop 2018

Several research prizes for young researchers working in non-italian institutions could be made available by ACRI (Association of Bank Foundations) within the Young Investigator Training Program (YITP) to attend the XIX Workshop on Quantitative Finance, scheduled at the University of Roma Tre on January 24-26th 2018.  The prizes of EUR 3000 (Europe)/4000 (outside Europe) (before taxes) are meant to finance a visiting period of no less than one month, including the days spent at the conference, at one of the 27 Italian institutions belonging to the YITP-QFW0218 network listed below. Prizes are allocated on a competitive basis. To be eligible, candidates must have an accepted paper or poster at the conference and must be at most 40 years old.

Expressions of interest

Interested eligible candidates should submit the application form and a full CV in PDF format by email to francesco.cesarone@uniroma3.it between November 15, 2017 and January 2, 2018.

Prize Award

Successful candidates will be required to indicate five possible locations for their visit. Upon assignment of the researcher to the available institution, details concerning the visiting period will be discussed with the reference person at the hosting institution. At the end of the visiting period, the hosting institution will proceed with the payment of the prize to the researcher who should provide a complete description of his research activities.

YITP-QFW2017 network

1) Università Roma Tre – Dipartimento di Studi Aziendali Dott. Francesco Cesarone francesco.cesarone@uniroma3.it
2) Università Sapienza di Roma – Dipartimento di Metodi e Modelli per l’Economia, il Territorio, la Finanza Prof. Fabio Tardella fabio.tardella@uniroma1.it
3) Università di Milano-Bicocca, Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Prof. Claudio Morana claudio.morana@unimib.it
4) Università di Milano-Bicocca, Dipartimento di Statistica e Metodi Quantitativi Prof. Fabio Bellini fabio.bellini@unimib.it
5) Università di Milano-Bicocca, Dipartimento di Matematica e Applicazioni Prof. Francesco Caravenna francesco.caravenna@unimib.it
6) Politecnico di Milano, Dipartimento di Matematica Prof. Emilio Barucci emilio.barucci@polimi.it
7) Università Bocconi, Dipartimento di Finanza Prof. Anna Battauz anna.battauz@unibocconi.it
8) Università di Venezia, Dipartimento di Economia Prof. Antonella Basso basso@unive.it
9) Università di Bergamo, Dipartimento di Scienze aziendali, economiche e metodi quantitativi Prof. Giorgio Consigli giorgio.consigli@unimib.it
10) Università di Bologna, Dipartimento di Matematica Prof. Giacomo Bormetti giacomo.bormetti@unibo.it
11) Università di Palermo, Dipartimento di Scienze Economiche, Aziendali e Statistiche Prof. Andrea Consiglio andrea.consiglio@unipa.it
12) Università della Calabria, Dipartimento di Economia, Statistica e Finanza Prof. Massimo Costabile massimo.costabile@unical.it
13) Università di Perugia, Dipartimento di Economia Prof. Gianna Figà-Talamanca gianna.figatalamanca@unipg.it
14) Università di Milano, Dipartimento di Matematica Prof. Marco Frittelli marco.frittelli@unimi.it
15) Università del Piemonte Orientale, Dipartimento di Scienze Economiche e Metodi Quantitativi Prof. Gianluca Fusai gianluca.fusai@eco.unipmn.it
16) Università di Roma Tor Vergata, Dipartimento di Economia e Finanza Prof. Stefano Herzel stefano.herzel@uniroma2.it
17) Scuola Normale Superiore Prof. Fabrizio Lillo fabrizio.lillo@sns.it
18) Università di Torino, Dipartimento di Economia e Statistica Prof. Elisa Luciano elisa.luciano@unito.it
19) Università di Firenze, Dipartimento di Scienze per l’Economia e l’Impresa Prof. Maria Elvira Mancino mariaelvira.mancino@unifi.it
20) Università di Modena e Reggio Emilia, Dipartimento di Economia Prof. Silvia Muzzioli silvia.muzzioli@unimore.it
21) Università di Siena, Dipartimento di Economia Politica e statistica Prof. Claudio Pacati claudio.pacati@unisi.it
22) Università di Milano, Dipartimento di Economia Prof. Giovanni Puccetti giovanni.puccetti@unimi.it
23) Università Politecnica delle Marche, Dipartimento di Management Prof. Maria Cristina Recchioni m.c.recchioni@univpm.it
24) Università di Verona, Dipartimento di Scienze Economiche Prof. Roberto Renò roberto.reno@univr.it
25) Università di Parma, Dipartimento di Economia Prof. Simona Sanfelici  simona.sanfelici@unipr.it
26) Università Cattolica di Milano, Dipartimento di Discipline matematiche, finanza matematica e econometria Prof. Alessandro Sbuelz alessandro.sbuelz@unicatt.it
27) Università di Padova, Dipartimento di Matematica Prof. Tiziano Vargiolu vargiolu@math.unipd.it

Academic Sponsors (to be updated)

Company Sponsors (to be updated)