The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial...

The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series. Authors working in applications or econometric theory in this area are invited to submit an abstract.

The conference aims to facilitate the discussion and development of new ideas in finance. We welcome both empirical and theoretical contributions from all areas of finance.