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Call for Papers: Workshop on Bayesian Methods in Finance

Description

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.



Keynote Speakers:


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.




Important Dates:


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).



Submission:

Please submit your paper in PDF via email Bayesian2018@essec.edu with subject of Bayesian Workshop.

Mon Dec 10, 2018
8:30 AM - 6:00 PM SGT
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Venue
Tickets
General Admission SOLD OUT $100.00
Venue Address
5 Nepal Park Singapore
Organizer
ESSEC Asia Pacific
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