UM hosts 18th Annual SoFiE Conference

MACAU, June 29 - The Faculty of Business Administration (FBA) at the University of Macau (UM) and the Society for Financial Econometrics (SoFiE) jointly organised the 18th Annual SoFiE Conference to promote research and foster academic exchange in financial econometrics. The three-day event brought together over 150 scholars from around the world, including a Nobel laureate and those from leading institutions such as the University of Illinois Urbana-Champaign, Stanford University, Tsinghua University, and ESSEC Business School in France, to present their research findings and foster cross-regional and interdisciplinary collaboration.

At the opening ceremony, Jun Yu, Dean of FBA, said that the conference holds significant importance for the development and advancement of financial econometrics and related research in the Asia-Pacific region. He also encouraged attendees to explore Macao’s unique history and culture and experience the harmonious coexistence of Chinese and Western cultures in the city.

The conference featured the following plenary speakers: Robert F. Engle, 2003 Nobel Laureate in Economic Sciences, Co-Founding President of SoFiE, and Professor Emeritus of Finance in Leonard N. Stern School of Business at New York University; Marcelo Medeiros, Jorge Paulo Lemann Professor of Economics at the University of Illinois Urbana-Champaign; Chen Song Xi, Chair Professor in the Department of Statistics and Data Sciences at Tsinghua University; Hong Yongmiao, Special-term Professor in the School of Economics and Management at the University of Chinese Academy of Sciences; Markus Pelger, Associate Professor of Management Science & Engineering at Stanford University; Roberto Reno, Professor in the IDO Department (Information Systems, Data Analytics and Operations) at ESSEC Business School; and Shi Shuping, Professor in the Department of Economics at Macquarie University.

The conference also featured 29 parallel sessions focusing on a diverse range of frontier research topics in financial econometrics, providing attendees with a platform for in-depth discussion and academic exchange. In addition, a pre-conference dedicated for young scholars was held.

The Society for Financial Econometrics (SoFiE) is committed to advancing research and collaboration in financial econometrics, and has held its annual conference at a rotating location each year since 2009.