Bachelier World Congress 2024: FGV hosts world’s biggest quantitative finance event

Between July 8 and 12, at the FGV Cultural Center, Fundação Getulio Vargas’ School of Applied Mathematics (FGV EMAp) will host the 2024 edition of the Bachelier World Congress – the world’s largest quantitative finance event.

The 12th edition of the event, to be held in South America for the first time, will focus on subjects related to sustainable finance, energy markets, machine learning and blockchain. As well as being one of Brazil’s most renowned universities, FGV is considered a center of excellence in data science.

Every year, this world-renowned event attracts academics, professionals and researchers from around the globe to share their innovative findings and discuss the latest developments in the field of quantitative finance. In addition to promoting the exchange of knowledge, this edition of the congress aims to encourage greater integration between the Brazilian academic community and its international peers.

During the five-day Bachelier World Congress, the main topics explored will include financial market bubbles, blockchain, environmental finance, and deep learning applications in quantitative finance. To discuss these subjects, there will be nine international panelists: Michael Ludkovski (University of California at Santa Barbara); Francesca Biagini (University of Munich); Agostino Capponi (Columbia University, New York); Christa Cuchiero (University of Vienna); Min Dai (Hong Kong Polytechnic University); Pierre Henry-Labordère (investment management company Qube Research & Technologies); Johannes Muhle-Karbe (Imperial College London); Emanuela Rosazza Gianin (University of Milan-Bicocca, Italy); and Peter Tankov (ENSAE, France).

The congress will also be attended by market specialists and graduate students in areas related to quantitative finance. This field has been growing recently in terms of both cutting-edge research and areas of interest. For example, in recent years, it has gained deep connections with the study of game theory with many or infinite agents, as well as numerical methods for dealing with large masses of data.

Criteria for selecting papers

The event will have a poster session and other thematic sessions. The papers submitted for presentation will be analyzed by the scientific committee, which will consult experts in the fields in question.

Details of event:

Date: July 8 to 12, 2024
Time: 8 a.m. to 6 p.m.
Venue: FGV Cultural Center
Address: 190 Praia de Botafogo, Rio de Janeiro

For more information, click here.