The International Research Conference Aims and Objectives
The International Research Conference is a federated organization dedicated to bringing together a significant number of diverse scholarly events for presentation
within the conference program. Events will run over a span of time during the conference depending on the number and length of the presentations.
With its high quality, it provides an exceptional value for students, academics and industry researchers.
International Conference on Quantitative Finance and Risk Management
aims to bring together leading academic scientists, researchers and research scholars to exchange and share their experiences and research results on all aspects of
Quantitative Finance and Risk Management.
It also provides a premier interdisciplinary platform for researchers, practitioners and educators to present and discuss the most recent innovations,
trends, and concerns as well as practical challenges encountered and solutions adopted in the fields of Quantitative Finance and Risk Management.
Call for Contributions
Prospective authors are kindly encouraged to contribute to and help shape the conference through submissions of their research abstracts, papers and e-posters.
Also, high quality research contributions describing original and unpublished results of conceptual, constructive, empirical, experimental, or
theoretical work in all areas of Quantitative Finance and Risk Management are cordially invited for presentation at the conference.
The conference solicits contributions of abstracts, papers and e-posters that address themes and topics of the conference, including figures, tables and references of
novel research materials.
Guidelines for Authors
Please ensure your submission meets the conference's strict guidelines for accepting scholarly papers.
Downloadable versions of the check list for
Full-Text Papers and
Abstract Papers.
Please refer to the
Paper Submission Guideline,
Abstract Submission Guideline and
Author Information
before submitting your paper.
Conference Proceedings
All submitted conference papers will be blind peer reviewed by three competent reviewers.
The peer-reviewed conference proceedings are indexed in the Open Science Index,
Google Scholar,
Semantic Scholar,
Zenedo,
BASE,
WorldCAT,
Sherpa/RoMEO,
and other index databases. Impact Factor Indicators.
Special Journal Issues
19. International Conference on Quantitative Finance and Risk Management has teamed up with the Special Journal Issue on
Quantitative Finance and Risk Management.
A number of selected high-impact full text papers will also be considered for the special journal issues.
All submitted papers will have the opportunity to be considered for this Special Journal Issue.
The paper selection will be carried out during the peer review process as well as at the conference presentation stage.
Submitted papers must not be under consideration by any other journal or publication.
The final decision for paper selection will be made based on peer review reports by the Guest Editors and the Editor-in-Chief jointly.
Selected full-text papers will be published online free of charge.
Conference Sponsor and Exhibitor Opportunities
The Conference offers the opportunity to become a conference sponsor or exhibitor.
To participate as a sponsor or exhibitor, please download and complete the
Conference Sponsorship Request Form.
Selected Papers
-
PredictionSCMS: The Implementation of an AI-Powered Supply Chain Management System
Ioannis Andrianakis, Vasileios Gkatas, Nikos Eleftheriadis, Alexios Ellinidis, Ermioni Avramidou
-
Optimizing Organizational Performance: The Critical Role of Headcount Budgeting in Strategic Alignment and Financial Stability
Shobhit Mittal
-
Retrieval Augmented Generation against the Machine: Merging Human Cyber Security Expertise with Generative AI
Brennan Lodge
-
A BERT-Based Model for Financial Social Media Sentiment Analysis
Josiel Delgadillo, Johnson Kinyua, Charles Mutigwe
-
Evaluating Portfolio Performance by Highlighting Network Property and the Sharpe Ratio in the Stock Market
Zahra Hatami, Hesham Ali, David Volkman
-
A BIM-Based Approach to Assess COVID-19 Risk Management Regarding Indoor Air Ventilation and Pedestrian Dynamics
T. Delval, C. Sauvage, Q. Jullien, R. Viano, T. Diallo, B. Collignan, G. Picinbono
-
Physics of Decision for Polling Place Management: A Case Study from the 2020 USA Presidential Election
Nafe Moradkhani, Frederick Benaben, Benoit Montreuil, Ali Vatankhah Barenji, Dima Nazzal
-
Pension Plan Member’s Investment Strategies with Transaction Cost and Couple Risky Assets Modelled by the O-U Process
Udeme O. Ini, Edikan E. Akpanibah
-
CybeRisk Management in Banks: An Italian Case Study
E. Cenderelli, E. Bruno, G. Iacoviello, A. Lazzini
-
Time Series Simulation by Conditional Generative Adversarial Net
Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto
-
Critical Psychosocial Risk Treatment for Engineers and Technicians
R. Berglund, T. Backström, M. Bellgran
-
Cultural Effects on the Performance of Non- Profit and For-Profit Microfinance Institutions
Patrick M. Stanton, William R. McCumber
-
Daily Site Risks Associated with Construction Projects and On-spot Corrective Measurements: Case Study of Revamping Projects in Kuwait Oil Company Fields Area
Yousef S. Al-Othman
-
Portfolio Management for Construction Company during Covid-19 Using AHP Technique
Sareh Rajabi, Salwa Bheiry
-
Employment Promotion and Its Role in Counteracting Unemployment during the Financial Crisis in the USA
Beata Wentura-Dudek
Digital Program consists of the e-proceedings book which is available online-only
and includes the conference communications (proceedings abstracts and papers).
Registered participants can access the digitally available conference
proceedings ( and certificates ) by visiting their profile pages.
Asset pricing
Derivative pricing
Genetic models in economics and finance
Financial crisis aspects
Risk algorithms
DSGE models
Portfolio management
Volatility modeling
Macro-econometric models
Financial markets
Empirical finance
Macroeconomic dynamics
Risk management
Banking and interest rate dynamics
Agent based computing
International finance
Heterogeneous agent modeling
Computational economics and statistics
Financial instability
Arbitrage
Computational macroeconomics
Efficient capital market
Cognitive agent models
Monetary policies
Behavioral finance
Neural models of economic processes
Economic simulation models
Market microstructure
Algorithmic trading
Experimental economics
Quantitative finance
Financial physics
Forecasting
Exchange rate dynamics
Social networks
Nonlinearity and chaos
Computational finance
Securitization
Switching regime models
Risk premium puzzle
Emerging markets
Financial econometrics
Real estate markets
Financial risks
Nonlinear dynamics
Energy finance
Computational algorithms for finance
Data analysis
Complexity in derivatives
Experimental and prediction markets
Applied econometrics
Financial mathematics
Copula and financial complexity
Econo-physics
Abstracts/Full-Text Paper Submission Deadline |
|
November 28, 2024 |
Notification of Acceptance/Rejection |
|
December 13, 2024 |
Final Paper (Camera Ready) Submission & Early Bird Registration Deadline |
|
November 30, 2024 |
Conference Dates |
|
January 09-10, 2025 |