Conference and summer school theme is "Methodology and applications of dynamic structural models with strategic interactions". The summer school and conference will run in-person. The primary focus of DSE summer school is to provide PhD students with tools and hands-on computational instruction...

The 2022 DSE conference Methodology and applications of dynamic structural models with strategic interactions is run adjacent to the summer schools and brings together top junior and senior researchers from the field to share the recent advances in their theoretical and applied work. We invite...

We welcome paper submissions on environmental and resource economics, with theoretical, experimental, and empirical papers equally valued.

Special Theme: Social Networks, Disaster Recovery and Environmental Governance in the Face of Climate Change. The session topics include, but are not limited to: Crime networks; Networks and organisations; Health; Social media; Social enterprise; Governance; Network methods; Networks in...

This workshop provides a forum for the development and dissemination of applications of econometrics and other quantitative approaches in health economics. The workshop will follow the format of the long-running European workshops on Econometrics and Health Economics. The number of participants...

Focus: Pensions, Insurance, Rough Volatility, Machine Learning, Filtering, Risk Measurement, Systemic Risk, Credit Risk, High Frequency Trading and other areas of Quantitative Finance.

The Econometric Society is an international society for the advancement of economic theory in its relation to statistics and mathematics.

This workshop provides a forum for the development and dissemination of applications of econometrics and other quantitative approaches in health economics. Presentations by doctoral students and junior researchers are encouraged. The number of participants is limited to 40.

FOCUS: Pensions, Insurance, Regulation, Model Risk, CVA, Risk Measurement, Commodities, Emissions Trading and other areas of Quantitative Finance.

This workshop aims to present and discuss recent and ongoing research in mathematical finance, that goes beyond classical assumptions, allowing to investigate phenomena not covered e.g. under the classical risk neutral paradigm.