Call for Papers: Workshop on Bayesian Methods in Finance
Call for Papers
Bayesian methods provide a natural framework for addressing many central issues in finance. The recent developments of computational technologies make financial applications of Bayesian methods more convenient. ESSEC Business School (Asia-Pacific) and School of Economics at Singapore Management University will jointly organize a one-day workshop on Bayesian Methods in Finance on December 10, 2018 in Singapore. Any papers related to the following topics are warmly welcomed:
1. Bayesian portfolio allocation;
2. Bayesian methods and return predictability;
3. Bayesian inferences of asset pricing models;
4. Bayesian inference in option pricing;
5. Particle filters and Bayesian learning in finance.
1. Nicholas Polson, Professor of Econometrics and Statistics, Booth School of Business, University of Chicago;
2. Jin-Chuan Duan, Jardine Cycle & Carriage Professor of Finance, National University of Singapore.
1. Deadline of Submission: September 15, 2018;
2. Date of Notification: October 15, 2018;
3. Deadline of registration: November 1, 2018 (Registration fee is SGD 100).
Please submit your paper in PDF via email Bayesian2018@essec.edu with subject of Bayesian Workshop.