The AFF is the official symposium of the Financial Forecasting F2 section of the ESCMSE. It aims in brining together scientists from across fields that have an interest in various aspects of financial forecasting. As part of the ICCMSE, participants in the AFF have the benefit of interacting with colleagues of different backgrounds and see research on similar topics but with different perspectives. 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 Forecasting.
4. Nonlinear and Nonparametric models.
5. Models for Asset Pricing.
6. Models for Risk Management.
7. Models for Volatility and Correlation of Asset Returns.
8. Models and Strategies for Trading.
9. Comparing performance of different models.
10. Applications in Stock, Foreign Exchange and Fixed Income markets.