Call for research projects - QuantValley/QMI

  • Institution Universite Paris Dauphine
  • Event Type Research Support
  • Date June 01, 2013 - June 20, 2013
  • Location Paris
  • Details

    The Initiative de Recherche QUANTVALLEY/FdR "Quantitative Management Initiative (QMI)" was launched on February 1, 2012. It was created by two academic institutions, ENSAE (Ecole Nationale de la Statistique et de l’Administration Economique) and Université Paris Dauphine, with the view of developping a research program that addresses the use of quantitative tools and methods for asset management. It benefits from the support of three sponsors: QUANTVALLEY, GFI and UBS. The organising committee invites submission of high-quality theoretical or empirical research projects about topics such as (but not necessarily limited to): · Statistical signal processing · Listed market liquidity · Algo and/or high frequency trading · Contagion and fund flows · Risk disaggregation and portfolio allocation · High order moments and portfolio allocation · Machine learning and classification techniques with applications to trading systems · Impact of quantitative trading on the economy · New sources of information (Google, Twitter, …) · Behavioral finance, heterogenous agents and portfolio optimization · Macroeconomic analysis and financial markets behavior The deadline for paper project submission is June 20, 2013. All projects will be reviewed by the board of the IdR QUANTVALLEY/FdR QMI. Complete the submission form (available at http://www.qminitiative.org/current-call-for-proposal.html) + join a resume for each application. These documents must be: (i) in English in PDF format with a maximum size of 3MB; (ii) submitted by e-mail to: Fabrice.Riva@dauphine.fr (iii) marked "Paper project application – IdR QuantValley/FdR QMI". Authors will be notified about the acceptance of their project by June 30, 2013. Accepted Junior Projects will be awarded €5,000 and accepted Senior Projects will be awarded €10,000. 50% will be paid one week after the notification of acceptance.

  • Submission Deadline06-20-2013
  • Website http://www.qminitiative.org/current-call-for-proposal.html
  • Contact Fabrice Riva
  • Email Fabrice.Riva@dauphine.fr

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