The areas of interest for the workshop are within the main topic areas of business analytics in banking and finance:
- Big Data, Machine Learning, and AI in business, banking, and Finance
- Examples: High-frequency (trading) data, Algorithmic trading, fraud detection, credit scoring, sentiment analysis, classification, and more.
- Business Forecasting and Risk Management
- Examples: Business level (sales, customer demand, costs), macro level (inflation, GDP, interest rates), risk management (volatility modelling and forecasting, Value-at-Risk, Expected Shortfall, etc.)
- Financial Modelling
- Examples: Asset Management, Econometrics and Financial Mathematics, Asset price modelling, Derivatives, Operations Research in Finance, and more.
Innovative contributions related to sustainable investment and climate risk, within software development, statistical packages, and other areas relevant for improving business performance in the banking and finance sectors are also welcome. We also want to emphasize that banking and finance should be understood in a broad sense.
Extended abstract submission
Please submit your abstract of maximum 500 words (corresponding to one page) in PDF format
Each abstract should contain:
- Title
- Session topic (one of the topics above)
- Authors and their full affiliations (presenter indicated in boldface)
- Abstract
Extended deadline for abstract submission: 17 March 2024.
Authors will be informed of the outcome of their submission by March 20.
Publication opportunities
Quantitative Finance
A special issue will be hosted by Quantitative Finance. In this special issue, we invite papers applying Machine Learning ML and artificial intelligence (AI) models to examine important research questions in finance. Comparing the performance of ML and AI techniques to more classic quantitative models is of particular interest. The papers should fall in the category of quantitative finance and include applications to relevant data or theory.
We welcome a broad array of themes, such as: Default modelling and forecasting, distributional forecasts, yield curve modelling, exchange rates forecasting, volatility modelling and forecasting, modelling prices and spreads in security markets, commodity markets and real estate markets and ESG modelling. Other topics within quantitative finance that includes applications of ML or AI techniques can also be explored.
The special issue will be dedicated to the Lillehammer Business Analytics Workshop 2024, but high-quality papers from beyond the workshop will also be considered.