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Appel à projets

Call for proposal 2018

The Research Initiative QMI is a research project of Université Paris-Dauphine structured around the following objectives:

Promoting quantitative research for asset management

Facilitating know-how transmission between academic researchers and asset managers

Promoting a positive image of quantitative-based asset management throught education

 

Topics

The QMI committee requests submissions of high-quality theoretical or empirical research projects on topics including (but not necessarily limited to) the following:

Artificial Intelligence

Statistical signal processing

Big data, machine learning and the new sources of information

Machine learning for parameter estimation

Momentum risk premia

Behavioral finance & prices

Risk and crowding

Risk disaggregation and portfolio allocation

High order moments and portfolio allocation

Risk equity models

Contagion and fund flows

Behavioral finance & prices

Behavioral finance & derivative instruments

Implementation challenges

Market liquidity

Algo trading

Behavioral finance & derivative instruments

Submission procedure

The deadline for paper project submission is January 15, 2019. All projects will be reviewed by the QMI board.

Complete the enclosed form and join a resume for each application. These documents must be:

in English in PDF format with a maximum size of 3MB

submitted by e-mail to: master203@dauphine.psl.eu

marked « Project application – IdR FdR QMI 2019 »

Authors will be notified about the acceptance of their project by the end of March, 2019. Accepted projects will be awarded €10,000. 50% will be paid one week after the notification of acceptance. The final version of the paper should be sent by January 31, 2020 by email to: master203@dauphine.psl.eu. The remaining 50% will be paid at the final paper version acceptation.

The papers will be presented in the next Quant Vision Summit event, tentatively scheduled for spring 2020. Academics, practioners and allocators will be invited to participate in this conference. In addition to presenting their paper, the author(s) of the project commit(s) to mention in an acknowledgement section the following sentence : « The author(s) gratefully acknowledge(s) the support of the FdR: ‘Quantitative Management Initiative' ».

 

Contact information

Mathilde Repellin – +33 (0)1 41 16 76 19 – master203@dauphine.psl.eu
Université Paris Dauphine
Place du Maréchal de Lattre de Tassigny
75775 Paris Cedex 16 – FRANCE

To download the submission file, click here