We invite academics, professionals and regulators to submit papers for this meeting which will take place in Paris on March 20 & 21, 2014.
The aim of this conference is to highlight the methodological, organizational and regulatory challenges posed by the availability of large data sets in Finance. The sets of available data increased for different reasons such as the possibility to collect data on individual contracts, to enlarge the set of observed individual variables, to consider differentiated financial products or to increase the observation frequency.
A non limitative list of topics of interest is given below:
-Large Scale Linear and Nonlinear Factor Models, Granularity, Nonlinear Principal Component Analysis, Construction of Indexes from Large Data Sets; […]
Deadline: December 8, 2013
A complete paper in PDF format must be submitted electronically using the submission form: http://www.financialrisksforum.com/risk2014/
The results of the selection procedure will be set by mid-January 2014.
For any inquiry: email@example.com
More information on the 7th Risk International forum