International Conference on Computational Finance 2022

This was ICCF2022!

International Conference on Computational Finance 2022, June 6 -10

With over 130 participants from 23 countries ICCF2022 was a full success!

The International Conference on Computational Finance 2022 (ICCF2022) was organized by the University of Wuppertal.

It was the fourth of a biennial series of conferences in Computational Finance launched by the consortium of the European project FP 7 Marie Curie ITN STRIKE "Novel Methods in Computational Finance" (2013- 2016). The conference series is a key activity of the ECMI special interest group “Computational Finance and Energy Markets”.

Previous editions took place in December 2015 at the University of Greenwich, September 2017 at the University of Lisbon and July 2019 at Universidade da Coruña.

ICCF2022 focused on research and practice in financial mathematics and computation. It welcomed academics from top-tier research centers as well as experts from financial industry, in order to foster collaborations among mathematical finance and computational scientists, researchers and practitioners in finance and economics.

Besides plenary lectures of distinguished speakers the sessions focussed on

  • Machine Learning in Finance
  • High Performance Computing in Finance
  • Mathematical Modelling in Energy Markets
  • Methods for high-dimensional Problems
  • Applications of Forward Backward Stochastic Differential Equations
  • Post-Pandemic Risk Management, Climate Change Risk
  • Green Finance, Emission Trading

as well as an Industrial Day, Young Researcher's Minisymposia and many more.

Moreover, there were two thematic focuses, namely Climate Change Risk (Climate Risk, Extreme events, Transition Risk, Population displacement and migration, Stranded assets, ...) and Green Finance (Green Bonds and Renewable Investment, Emission Trading, Sustainable Fintech, Energy Transition, Sustainable Growth, ...).

The conference supported environment-friendly travel and offered a discount of 50 € to every participant traveling more than 500km and making the trip to/from Wuppertal by train.

The participants had the opportunity to submit their contributions to special issues of prestigious journals:

  • IJCM - International Journal of Computer Mathematics
  • JCF - Journal of Computational Finance
  • JEM - Journal of Energy Markets.

At the ICCF2022 we awarded the Journal of Computational Finance Young Researcher Award that aims to recognize the best work presented by a Young Researcher at ICCF2022.

The Jackstädt Foundation granted 10 travel grants up to the amount of 500 € for talented master students or doctoral candidates. In addition, the conference fee was waived for all grant holders.

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