The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. It is an independent non-profit membership organization, currently housed at New York University. SoFiE is committed to promoting and expanding research and education by organizing and sponsoring conferences, programs and activities at the intersection of finance and econometrics, including links to macroeconomic fundamentals.
Upcoming Conferences
Twelfth Annual SoFiE Conference
Date: June 12-14, 2019 and Pre-Conference June 11, 2019
Sponsored by: the School of Economics and School of Data Science at Fudan University, Shanghai
Conference Location: Fudan University, in Shanghai, China
Thirteenth Annual SoFiE Conference
Date: June 15-17, 2020 and Pre-Conference June 14, 2020
Conference Location: University of California, San Diego
Past Conferences
Eleventh Annual SoFiE Conference
Date: June 12-14, 2018 and Pre-Conference June 11, 2018
Conference Location: Lugano, Switzerland, Università della Svizzera italiana (USI) and Palazzo dei Congressi
Tenth Annual SoFiE Conference (North America)
June 20-23, 2017: NYU Stern Volatility Institute, Salomon Center, Finance Department and Investment Technology Group
Ninth Annual SoFiE Conference (Asia)
June 14-17, 2016: City University of Hong Kong and GRU (Hong Kong)
Eighth Annual SoFiE Conference (Europe)
June 23-26, 2015: CREATES at Aarhus University and the Danish National Research Foundation (Denmark)
Seventh Annual SoFiE Conference (North America)
June 11-13, 2014: Rotman School of Management and the Global Risk Institute in Financial Services (Canada)
Sixth Annual SoFiE Conference (Asia)
June 12-14, 2013: Sim Kee Boon Institute for Financial Econometrics, Singapore Management University & the Risk Management Institute, National University of Singapore (Singapore)
Fifth Annual SoFiE Conference (Europe)
June 20-22, 2012: Oxford-Man Institute at the University of Oxford (England)
Fourth Annual SoFiE Conference (North America)
June 15-17, 2011: University of Chicago (USA)
Third Annual SoFiE Conference (Asia)
June 16-18, 2010: University of Melbourne (Australia)
Second Annual SoFiE Conference (Europe)
June 10-12, 2009: Swiss Finance Institute at the University of Geneva (Switzerland)
Inaugural SoFiE Conference (North America)
June 4-6, 2008: NYU Stern School of Business (USA)
One theme of the conference seeks to highlight econometric research in the area of artificial intelligence and machine learning in finance.
Lan Zhang,
University of Illinois at Chicago
Jianqing Fan,
Princeton University
Christian Gourieroux,
University of Toronto and Toulouse School of Economics
George Tauchen,
Duke University
For inquiries, please email sofie@fudan.edu.cn