Financial Data Science is an emerging complementary field to Econometrics. It is concerned with the estimation of robust and accurate models from empirical data but puts a stronger emphasis than traditional Econometrics on the relevance of novel data sets and new technologies made possible through recent advances in computer science such as Deep Learning. Financial Data Science is thus positioned at the intersection between financial markets, statistics and computer science.

This workshop will draw together academics and practitioners to discuss and debate key issues around these rapidly developing areas. 

Papers for the workshop and special issue which use novel datasets or recently developed techniques or study recent uncertain time periods are especially encouraged.

European Journal of Finance Special Issue
After the Workshop participants will be invited to submit their paper for consideration for a special issue of The European Journal of Finance with the theme “Recent Developments in Econometrics and Financial Data Science”. The guest editors for the special isssue are the four workshop organisers. A call for papers for the special issue will be sent after the workshop. Submission to the Special Issue will be required before the end of 2018. Please note that if there is excess demand for the special issue then some papers would be considered for a regular issue of the European Journal of Finance instead.