© 2024 – Forecasting Financial Markets Association

Forecasting Financial Markets Conference

Venice (Italy), 21-23, May 2025

The 30th FFM Conference will be co-organised by the Forecasting Financial Markets Association, and the Department of Economics, Ca’ Foscari University, Venice (Italy)

Overview

You are cordially invited to submit your research papers for presentation at the 30th Forecasting Financial Markets Conference (#FFM30), that will take place on May 21-23, 2025, in Venice (Italy).

The FFM30 will be an excellent networking opportunity for academics, doctoral students, and practitioners to present new research results and discuss current and challenging issues in their disciplines.

Keynote Speakers

Professor Andrew Harvey
Faculty of Economics, University of Cambridge

Andrew Harvey is a Fellow of the Econometric Society and a Fellow of the British Academy (FBA). He is the author of two widely used textbooks, The Econometric Analysis of Time Series and Time Series Models, as well as two influential research monographs: Forecasting, Structural Time Series Models and the Kalman Filter and Dynamic Models for Volatility and Heavy Tails.

Professor Monica Billio
Ca’ Foscari University

Monica Billio is the Coordinator of the Master’s Degree Programme in Economics, Finance, and Sustainability. She has published over 150 articles in peer-reviewed journals, books, and conference proceedings in financial econometrics and time series econometrics, with applications in risk management, portfolio management, financial crises, systemic risk, financial stability, and sustainable finance.

She coordinates and has coordinated numerous projects funded by the European Commission, the World Bank, the European Investment Bank, and the Italian Ministry of Research. Currently, she is coordinating two national research projects focused on sustainable finance, as well as a technical support project for supervisory authorities (markets, banks, and insurance) in 11 European countries, including Italy.

Publication Opportunities

  • Special Issue in the Journal of Forecasting; Issue Editor: Prof. Hans-Jörg von Mettenheim

Conference Themes

  • Advances in asset management
  • Artificial intelligence and machine learning
  • FinTech, RegTech, InsurTech, GreenTech
  • Derivatives pricing models
  • Fund management and trading rules
  • Market microstructure
  • Modeling volatility and correlation
  • Modeling with high-frequency data
  • Risk analysis and credit trading
  • Sustainable investments and Green Finance

Organisations and Sponsors

The Conference is funded by the European Union – NextGenerationEU, in the framework of GRINS – Growing Resilient, INclusive and Sustainable project (GRINS PE00000018 – CUP H73C22000930001), National Recovery and Resilience Plan (NRRP) – PE9 – Mission 4, C2, Intervention 1.3