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JAFEE-ISM International Symposium on Quantitative Finance: In celebration of the thirtieth anniversary of the foundation of JAFEE at Surugadai Campus, Chuo University, on August 18 and 19, 2023

JAFEE-ISM International Symposium on Quantitative Finance: In celebration of the thirtieth anniversary of the foundation of JAFEE (also held as the 5th JAFEE-KAFE conference, and the 13rd JAFEE-Columbia)

The year 2023 marks the 30th anniversary of the foundation of the Japanese Association of Financial Econometrics and Engineering (JAFEE), and we are going to hold an International Symposium to commemorate it. It will be held in Tokyo, on August 18 and 19, 2023.
Since its establishment, JAFEE has provided an up-to-date platform for free-ranging discussion in the field of quantitative finance. This symposium features talks by leading researchers from all over the world, discussing current developments in research and industry. We hope that this gives the opportunity to facilitate active exchange between domestic and overseas academics and practitioners.

(The final program is here, Last updated on August 17, 2023)

The Institute of Statistical Mathematics Chuo University  

Dates

  • August 18 (Fri) and 19 (Sat), 2023

Venue

Registration

  • Due to venue preparation, please register for this symposium using the linked form by August 1.
    Speakers do not need to register.

    Registration form has been closed.

    Please also indicate on this form whether or not you would like to attend the reception.
    The fee for the reception will be 6,000 yen.
    Payment instructions will be sent to your registered e-mail address later.

Invited Speakers

Plenary session

  1. Beatrice Accaio (ETH Zurich)
  2. Richard Davis (Columbia University)
  3. Freddy Delbaen (ETH Zurich, emeritus)
  4. Marie Kratz (ESSEC Business School)
  5. Shigeo Kusuoka (University of Tokyo, emeritus)
  6. Doojin Ryu (Sungkyunkwan University)

Parallel session (in two)

  1. Takuji Arai (Keio University)
  2. Henry Chiu (Imperial College London)
  3. Pierre Del Moral (INRIA)
  4. Jin-Chuan Duan (National University of Singapore)
  5. Emmanuel Gobet (Ecole Polytechnique)
  6. Mei-Hui Guo (National Sun Yat-sen University)
  7. Tomoyuki Ichiba (University of California Santa Barbara)
  8. Ajay Jasra (KAUST)
  9. Hyeongjun Kim (Yeungnam University)
  10. Hyeng Keun Koo (Ajou University)
  11. Daisuke Kurisu (University of Tokyo)
  12. Andrew Lim (National University of Singapore)
  13. Alex McNeil (University of York)
  14. Stefan Mittnik (Ludwig-Maximilians-Universität München, emeritus)
  15. Seongju Moon (Gyeongsang National University)
  16. Teppei Ogihara (University of Tokyo)
  17. Marc Paollela (University of Zurich)
  18. Hyungbin Park (Seoul National University)
  19. Jun Sekine (Osaka University)
  20. Julian Sester (National University of Singapore)
  21. Soo Young Song (Chung-Ang University)
  22. Marko Weber (National University of Singapore)
  23. Kazuhiro Yasuda (Hosei University)
  24. Ju-Yi Yen (University of Cincinnati)

Reception

  • August 18 (Fri), 18:30-20:30
    At Good View Dining on the 19th floor of Surugadai Campus building
    (https://goodview-dining.jp/surugadai/)

Program

  • Program(PDF. Final Version, as of August 17)

Organizing committee

  1. Hideatsu Tsukahara (Seijo University, Chair)
  2. Jiro Akahori (Ritsumeikan University)
  3. Kengo Kamatani (Institute of Statistical Mathematics)
  4. Teruo Nakatsuma (Keio University)
  5. Hidetoshi Nakagawa (Hitotsubashi University)
  6. Jun Hironaka (Wealth Square)
  7. Hiroshi Ishijima (Chuo University)
  8. Seisho Sato (University of Tokyo)
  9. Taiga Saito (Senshu University)
  10. Takaki Hayashi (Keio University)

Scientific Program Committee

  1. Hiroshi Tsuda (Doshisha University)
  2. Hiroaki Yamauchi (MTEC)
  3. Yoshifumi Muroi (Tohoku University)
  4. Ken-ichi Arakawa (Risona Bank)
  5. Takashi Omoto (Nomura Asset Management)
  6. Kazuhiro Yasuda (Hosei University)
  7. Yuta Koike (University of Tokyo)
  8. Toshihiro Yamada (Hitotsubashi University)

Supported by

  1. The Institute of Statistical Mathematics
  2. Chuo University
  3. The Korean Association of Financial Engineering
  4. JSPS KAKENHI Grant Numbers JP22H00834, JP22H00862
    JST PRESTO Grant Number JPMJPR2029