The AFF is the official symposium of the Financial Forecasting F2 section of the ESCMSE. The range of topics of interest is quite broad and it includes but is not limited to: 1. Computationally Intensive Methods in Economics, Finance and Forecasting. 2. High Frequency Forecasting. 3. Directional...

The application of econometric methods to financial markets is now commonplace and, in many cases, has become indispensable. Virtually every practical implementation of quantitative models requires some form of econometric modeling and statistical inference, hence the well-trained financial...