The Quantitative Finance Conference 2025 is a two-day conference from 31st July to 1 August 2025 at NUS Singapore and promotes the latest features, trends and developments in the field. Its aim is to exchange ideas and to bring together and foster collaboration between distinguished and experienced speakers and young researchers. 

Registration for the conference is now open and will end on 29 July 2025 at 5.00pm (GMT +8).

TBA

There are two submission types: Minisymposia and Contributed Talks.

Minisymposia can be focused on any specific topic within quantitative finance chosen by the organizer of the minisymposium. Each minisymposium consists of 4 talks. In recognition of their efforts organizers of accepted mini-symposia will receive a small honorarium.

The call for submissions can be found here.

Minisymposia (Deadline: May 15, 2025)

Contributed Talks (Deadline: May 15, 2025)

Min Dai
The Hong Kong Polytechnic University

Min Dai is Chair Professor in Applied Statistics and Financial Mathematics at the Department of Applied Mathematics and School of Accounting and Finance, The Hong Kong Polytechnic University (PolyU). Prior to joining PolyU in 2021, he taught at the National University of Singapore and Peking University after receiving his PhD degree from Fudan University in 2000. His research focuses on financial derivative pricing, portfolio selection with market imperfections, corporate finance, and financial technology. He published in peer-reviewed journals of different disciplines, such as the Journal of Econometrics, Journal of Economic Theory, Journal of Finance, Management Science, Mathematical Finance, Review of Financial Studies, and SIAM Journals. Currently, he is a Co-editor of Digital Finance and serves in editorial boards of some academic journals, including Operations Research, Finance and Stochastics, Journal of Economic Dynamics and Control, SIAM Journal on Financial Mathematics, etc. He was invited to give talks at many conferences and workshops. Notably, he was a plenary speaker of the 12th World Congress of the Bachelier Finance Society.

Mathieu Rosenbaum
École Polytechnique

Mathieu Rosenbaum is Full Professor at École Polytechnique, where he holds the Chair of Analytics and Models for Regulation. His research focuses on theoretical foundations and practical applications of financial mathematics, particularly high-frequency trading, order book modeling, and price formation processes. His work on rough volatility modeling has opened new directions in financial mathematics. He has published in prestigious journals across multiple disciplines, including the Annals of Statistics, Journal of the American Statistical Association, Operations Research, Mathematical Finance, Finance and Stochastics, and Annals of Applied Probability. Currently, he serves on the editorial boards of several academic journals, including Mathematical Finance, SIAM Journal in Financial Mathematics, and Quantitative Finance. Mathieu received the Louis Bachelier Prize in 2020, the highest academic distinction in mathematical finance, and was named Quant of the Year in the Risk Awards 2021, the leading industry recognition in quantitative finance.

Xin Guo
UC Berkeley

Xin Guo is Coleman Fung Chair Professor at UC Berkeley in the Department of Industrial Engineering and Operations Research. Prior to joining UC Berkeley in 2006, she held positions at IBM T.J. Watson Research Center and Cornell University. Her research focuses on stochastic control, mean field games, machine learning theory and applications, medical data analysis, supply chain logistics, and mathematical finance. Her work has been particularly influential in bridging the gap between theoretical mathematics and practical applications in finance and machine learning. She has published in prestigious journals and conferences across multiple disciplines, including IEEE Transactions journals, Mathematics of Operations Research, SIAM Journal on Control and Optimization, Mathematical Finance, NeurIPS, ICML, AAAI, and Nature Biomedical Engineering.  Currently, she serves as co-founder and co-chair of Women in Financial Engineering and has organized numerous major conferences and workshops. She has mentored many doctoral students and postdoctoral researchers who have gone on to secure positions at prestigious universities and leading technology and financial companies. In recognition of her contributions, she has received the Chancellor’s Research Award at UC Berkeley in 2008.

Ying Chen
National University of Singapore

Ying Chen is Associate Professor in the Department of Mathematics and the Director of the Centre for Quantitative Finance at the National University of Singapore. She is a financial statistician and data scientist, focusing on non-stationary, high-frequency, and large dimensional complex data forecasting. She also works on quantitative fintech, quantitative finance, and quantum computing and algorithms. Dr. Chen is a Council Member of the International Statistical Institute (ISI) for the period 2023–2027, Scientific Secretary and Executive Committee member of the International Association for Statistical Computing (IASC), and chairperson-elect of the Asian Regional Section (ARS) of IASC. She is also PI of the Asian Institute of Digital Finance, and a Joint Appointee in the Risk Management Institute.

Marko Hans Weber
National University of Singapore

Marko Weber is an Assistant Professor in Mathematical Finance at the National University of Singapore. His current research focuses on markets with frictions, systemic risk and general equilibrium models in incomplete markets. He holds a PhD from Scuola Normale Superiore. Before joining NUS, he worked as a postdoctoral researcher at Columbia University and as an associate at J.P. Morgan in London.

Julian David Sester
National University of Singapore

Julian Sester is an Assistant Professor at the National University of Singapore.

He received his Ph.D. in mathematics in December 2019 under the supervision of Eva Lütkebohmert at the University of Freiburg. 

Prior to joining NUS he was a postdoctoral researcher at the Nanyang Technological University, Singapore in the research group of Ariel Neufeld. His research focuses on robust Finance, credit risk, and machine learning applications in Finance.

VENUE & ADDRESS
The conference will be held at University Town at the National University of Singapore.

The venue is at Auditorium 1 (UT-AUD1)

Address:

1 Create Wy, Level 1 Town Plaza, Singapore 138602

MRT & BUS TO UTOWN


From Kent Ridge MRT Station – NUS Internal Bus Shuttle

  • Walk to Kent Ridge Bus Stop, Bus Stop No.18331, from Kent Ridge MRT Station (Exit A).
  • Board NUS Internal Bus Shuttle D2.
  • Alight 5 stops later at UTown.


From Buona Vista MRT Station – Bus 196

  • Walk to the bus stop opposite Buona Vista MRT Station located near Exit D, Bus Stop No. 11369.
  • Board Bus 196 (towards Clementi Interchange).
  • Alight 6 stops later at Bus Stop No. 19059.
  • Walk approximately 5 – 8 minutes to UTown.

From Clementi MRT Station – Bus 183

  • Walk to Clementi Bus Stop, Bus Stop No. 17179, from Clementi MRT Station(Exit B).
  • Board Bus 183 (towards Jurong East Temp Interchange).
  • Alight 3 stops later at Bus Stop No. 17099.
  • Walk approximately 8 – 10 minutes to UTown.

From Clementi MRT Station – Bus 96

  • Board Bus 96 (towards Clementi Interchange).
  • Alight 3 stops later at Bus Stop No. 17099.
  • Walk approximately 8 – 10 minutes to UTown.