CFE-CMStatistics 2025

CFE-CMStatistics 2025 hybrid conference

The 19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), CFE-CMStatistics 2025, will be hosted by King's College London, 13-15 December 2025. Tutorials will also be given prior to the conference.

CFE 2025 will host an expanded section honoring to Prof. Hashem Pesaran. This will include his keynote talk and contributions from several of his notable collaborators in a series of special commemorative invited sessions.

The conference will be hybrid, with all sessions live-streamed on Zoom:

Session organizers will select in-person, hybrid or virtual formats to optimize the scheduling as much as possible, but all sessions will accommodate virtual participation.
Invited speakers should coordinate their presentation format with their session organizers. Contributed speakers can choose between in-person or virtual presentation. To join online, they should follow the virtual area instructions.
Last-minute changes from in-person to virtual presentations are allowed, but the scheduling will be based on the format chosen by the 15th of September.
Speakers do not need to submit their presentations in advance. They can bring presentations on a USB in PDF format or download them from personal clouds/emails on the room's PC. Alternatively, speakers can use their own laptop to connect to the corresponding Zoom session, following the instructions in the virtual area.
Poster sessions will be virtual, with posters displayed in a common Zoom session and rotated so that all of them are shown to the audience. Presenters may briefly discuss their posters or simply show them and wait for questions or comment.
Participants can attend in person, even if presenting virtually.

This joint conference has a high reputation for quality presentations. The most recent editions gathered around 1800 participants. It is organized by the CFEnetwork, CMStatistics, and King's College London. The journal Econometrics and Statistics (EcoSta) and the Annals of Computational and Financial Econometrics are the main sponsors of the conference. For further information please contact info@CMStatistics.org or visit the CFEnetwork website and the CMStatistics website.

Aims and Scope of CFE and CMStatistics

This joint conference invites oral and poster presentations in all areas of econometrics and statistics, comprising methods, computations, and applications.

Computational and Financial Econometrics (CFE): Topics of interest include the estimation of econometric models and associated inference, model selection, panel data, measurement error, Bayesian methods, time series analysis, financial econometrics and its applications, such as portfolio allocation, option pricing, quantitative risk management, systemic risk, and market microstructure. Interest is also focused on applied econometric studies, such as volatility and risk, credit risk, pricing models, portfolio management, and emerging markets. Innovative contributions in empirical ﬁnance and ﬁnancial data analysis that use advanced statistical methods are encouraged.
Computational and Methodological Statistics (CMStatistics): Topics include, but are not limited to, high-dimensional data analysis, statistics for complex data, extreme value modeling, quantile regression, semiparametric and nonparametric methods, model validation, functional data analysis, Bayesian methods, biostatistics, optimization, robust methods, algorithms and software, multivariate methods, time series, design of experiments, causal inference, network data, graphical models, and applications.

Those papers containing strong computational, statistical, or econometric elements or substantive data-analytic components can be submitted for publication either in the CSDA Annals of Statistical Data Sciences or Econometrics and Statistics.