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International Conference on Computational Finance 2022, June 6 -10

ICCF2022 is now officially announced to take place in Wuppertal! Registration is closed!

The International Conference on Computational Finance 2022 (ICCF2022) is an international conference organized by the University of Wuppertal.

It is 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). It 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 focuses on research and practice in financial mathematics and computation. It welcomes 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 there will be focused sessions 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, we plan for 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 early bird registration fee (before March 19, 2022) will be 390 € (academic) and 290 € (students). To support environment-friendly travel we will offer a discount of 50 € to every participant traveling more than 500km and making the trip to/from Wuppertal by train.

The participants will have the opportunity to submit their contributions to special issues of prestigious journals. High quality original research papers are solicited for special issues and will undergo a peer-review process and are expected to comply with the same high standards as in regular issues submissions.

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

At the ICCF2022 we will award the Journal of Computational Finance Young Researcher Award that aims to recognize the best work presented by a Young Researcher at ICCF2022. For this award, a Young Researcher is understood to be a PhD student or to have completed their PhD no earlier than 2016.

We are eager to support young researchers in their career building. The Jackstädt Foundation grants 10 travel grants up to the amount of 500 € for talented master students or doctoral candidates. In addition, the conference fee will be waived for all grant holders.



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