“Data Science meets Finance: Forecasting, Econometric Modelling, and Risk Management” Conference
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Speakers
Program
Preliminary Program*:
| 09.15 – 09.50 | Reception/Coffee |
| 09.50 – 10.00 | Welcome Speech |
| 10.00 – 10.40 | Blanka N. Horvath & Wen Su (Oxford-Man Institute, University of Oxford)
“Introducing SPEC: A Semi-Parametric Equity-Credit Model for CDS Spread Estimation” (full paper) |
| 10.40 – 11.20
|
Ilias Chronopoulos (Essex Business School, University of Essex)
“High Dimensional Generalised Penalised Least Squares” (full paper) |
| 11.20 – 12.00 | Marcin T. Kacperczyk (Imperial Business School, Imperial College London)
“Adaptive Market Ecology and Conditional Strategy Performance: Evidence from Machine-Learning Market-Timing Strategies” (full paper) |
| 12.00 – 13.00 | Lunch (ICMA Foyer/Lobby) |
| 13.00 – 14.00
|
Keynote: James W. Taylor (Saïd Business School, University of Oxford)
“Forecast Combination for Probability Distributions, Intervals, and Risk Measures” |
| 14.00 – 14.40 | Xiaochun Meng (School of Management, University of Bath)
“Generalised linear combining for M-quantiles” |
| 14.40 – 15.10 | Coffee Break |
| 15.10 – 15.40 | Michael P. Clements (ICMA Centre, University of Reading)
“Could Professional U.S. Inflation Forecasters Have Done Better?” |
| 15.40 – 16.10 | Emese Lazar & Haitong Jiang (ICMA Centre, University of Reading)
“The Effect of Extreme Heatwaves on Stock Performance” |
| 16.10 – 16.40 | Shixuan Wang (Department of Economics, University of Reading)
“Multiscale Change Point Detection for Functional Time Series” (full paper) |
| 16.40 – 16.50 | Closing Remarks |
*This version of program is preliminary and may be subject to change.
Date and Venue
- Attendance: In-person (free to attend)
- Date: Tuesday, 3rd March 2026
- Venue: Room 150 (Large Lecture Theatre), ICMA Centre (Building 71), University of Reading, RG6 6DL, UK
The Whiteknights Campus (our main campus) is approximately a 15-20 min by Bus (No. 21 or No. 20) or Taxi from the Reading train station. For google directions please click here. To find the building, please check the map of Whiteknights Campus.
Registration
Please register your attendance by 27 Feb 2026: here
This conference is open to academics and practitioners from all around the world.
There is no registration fee for this conference.
Refreshments and lunch will be provided for all attendees throughout the conference.
Travel
The beautiful town of Reading (of Berkshire county) is located very close to London. It takes about 25 minutes by taxi to arrive from London Heathrow airport, and about 50 minutes by bus. There also are frequent direct trains connecting London Gatwick airport that takes about 90 minutes. Arriving from Central London is also easy, since there are direct trains every 15 minutes from London Paddington station to Reading that can take about 25 minutes. Reading station is also connected with fast trains with other big cities of England with airport such as Bristol, Birmingham, Manchester etc.
There are many accommodation options available in Reading. The usual hotel websites would help.
Many tourist attractions such as the Windsor Castle, Lego Land, Ascot Racecourse, the city of Oxford, Winchester, South Downs National Park, are also within half an hour commute from Reading.
Useful links: Taxi company in Reading, Another taxi company in Reading, Great Western Railways, Bus from Heathrow, things to do in Berkshire.
Organisers and Sponsor
The conference is organised by Shixuan Wang (shixuan.wang@reading.ac.uk) and Emese Lazar (e.lazar@icmacentre.ac.uk) at University of Reading. If you have any questions, please feel free to contact them.
The conference is sponsored by the Department of Economics and Department of Accounting and Finance, University of Reading.