{"id":4550,"date":"2026-02-18T13:01:08","date_gmt":"2026-02-18T13:01:08","guid":{"rendered":"https:\/\/research.reading.ac.uk\/economics\/?post_type=tribe_events&p=4550"},"modified":"2026-03-05T11:04:16","modified_gmt":"2026-03-05T11:04:16","slug":"data-science-meets-finance","status":"publish","type":"tribe_events","link":"https:\/\/research.reading.ac.uk\/economics\/event\/data-science-meets-finance\/","title":{"rendered":"“Data Science meets Finance: Forecasting, Econometric Modelling, and Risk Management” Conference"},"content":{"rendered":"
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We are excited to announce that the conference on “Data Science meets Finance: Forecasting, Econometric Modelling, and Risk Management”<\/strong>\u00a0is going to take place at University of Reading on 3rd March 2026, <\/strong>in an in-person format. The conference will bring together esteemed researchers in the fields of forecasting, econometrics and risk management, featuring a keynote talk by Prof James W. Taylor<\/strong> from the University of Oxford, along with seven research presentations. This conference is jointly organised by Econometrics with Data Science<\/em> (EwDS) research cluster<\/strong> and The ICMA Centre<\/em><\/strong>, Henley Business School.<\/span><\/div>\n
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Speakers<\/strong><\/h2>\n
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Keynote Speaker<\/strong>:<\/div>\n
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\"Prof
Prof James W. Taylor (University of Oxford)<\/figcaption><\/figure>\n<\/div>\n
Speakers:\u00a0<\/strong><\/div>\n
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\u200b<\/p>\n\n\n\n\n\n
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Blanka N. Horvath (Oxford)<\/figcaption><\/figure><\/td>\n
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Wen Su (Oxford)<\/figcaption><\/figure><\/td>\n
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Marcin T. Kacperczyk (Imperial)<\/figcaption><\/figure><\/td>\n<\/tr>\n
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Ilias Chronopoulos (Essex)<\/figcaption><\/figure><\/td>\n
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Xiaochun Meng ( Bath)<\/figcaption><\/figure><\/td>\n
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Michael P. Clements (Reading)<\/figcaption><\/figure><\/td>\n<\/tr>\n
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Emese Lazar (Reading)<\/figcaption><\/figure><\/td>\n
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Haitong Jiang (Reading)<\/figcaption><\/figure><\/td>\n
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Shixuan Wang (Reading)<\/figcaption><\/figure><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Program<\/strong><\/h2>\n
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Preliminary Program*:<\/strong><\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
09.15 \u2013 09.50<\/td>\nReception\/Coffee<\/td>\n<\/tr>\n
09.50 \u2013 10.00<\/td>\nWelcome Speech<\/strong><\/td>\n<\/tr>\n
10.00 \u2013 10.40<\/td>\nBlanka N. Horvath & Wen Su (Oxford-Man Institute, University of Oxford)<\/p>\n

\u201cIntroducing SPEC: A Semi-Parametric Equity-Credit Model for CDS Spread Estimation\u201d (full paper<\/a>)<\/em><\/strong><\/td>\n<\/tr>\n

10.40 \u2013 11.20<\/p>\n

 <\/td>\n

Marcin T. Kacperczyk (Imperial Business School, Imperial College London)<\/p>\n

\u201cAdaptive Market Ecology and Conditional Strategy Performance: Evidence from Machine-Learning Market-Timing Strategies\u201d <\/em>(full paper<\/a>)<\/strong><\/td>\n<\/tr>\n

11.20 \u2013 12.00<\/td>\nIlias Chronopoulos (Essex Business School, University of Essex)<\/p>\n

\u201cHigh Dimensional Generalised Penalised Least Squares\u201d <\/em>(full paper<\/a>)<\/strong><\/td>\n<\/tr>\n

12.00 \u2013 13.00<\/strong><\/td>\nLunch (ICMA Foyer\/Lobby)<\/strong><\/td>\n<\/tr>\n
13.00 \u2013 14.00<\/p>\n

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Keynote<\/strong>: James W. Taylor (Sa\u00efd Business School, University of Oxford)<\/p>\n

\u201cForecast Combination for Probability Distributions, Intervals, and Risk Measures\u201d<\/em><\/strong><\/td>\n<\/tr>\n

14.00 \u2013 14.40<\/td>\nXiaochun Meng (School of Management, University of Bath)<\/p>\n

\u201c<\/em><\/strong>Generalised Linear Combining for M-quantiles<\/em><\/strong>\u201d<\/em><\/strong><\/td>\n<\/tr>\n

14.40 \u2013 15.10<\/strong><\/td>\nCoffee Break<\/strong><\/td>\n<\/tr>\n
15.10 \u2013 15.40<\/td>\nMichael P. Clements (ICMA Centre, University of Reading)<\/p>\n

\u201cCould Professional U.S. Inflation Forecasters Have Done Better?\u201d<\/em><\/strong><\/td>\n<\/tr>\n

15.40 \u2013 16.10<\/td>\nEmese Lazar & Haitong Jiang (ICMA Centre, University of Reading)<\/p>\n

\u201cThe Effect of Extreme Heatwaves on Stock Performance\u201d<\/em><\/strong><\/td>\n<\/tr>\n

16.10 \u2013 16.40<\/td>\nShixuan Wang (Department of Economics, University of Reading)<\/p>\n

\u201cMultiscale Change Point Detection for Functional Time Series\u201d <\/em>(full paper<\/a>)<\/strong><\/td>\n<\/tr>\n

16.40 \u2013 16.50<\/td>\nClosing Remarks<\/strong><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

*This version of program is preliminary and may be subject to change.<\/p>\n\n<\/div>

Date and Venue<\/strong><\/h2>\n
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