Introduction

 

The Fifth Asian Quantitative Finance Conference (AQFC) was held in Seoul from April 24 to 26, 2017. The venue was the Korea Science and Technology Center located near the Gangnam station, one of the main downtown areas of Seoul.

This series of annual conferences aims to feature the latest developments in the field of quantitative finance and promote its research in Asia. The conference has been a platform for interaction and cooperation among researchers and practitioners. The information about previous meetings can be found at:

  1. Singapore, January 9-11, 2013
  2. Weihai, China, June 19-21, 2014
  3. Hong Kong, July 6-8, 2015
  4. Osaka, Japan, Feb 21-23, 2016

The themes of the conference have expanded over the years. They include classical themes such as computational techniques in option pricing, stochastic control and asset allocation to relatively more recent topics such as behavioral finance, systemic risk and regulation.

In addition to invited talks, there were contributions made by researchers and graduate students. Partial financial supports (local accommodation) for some of contributed speakers were provided thanks to the conference sponsors. The following dates were the key dates for participation:

  1. Registration (no fee): no specific due date
  2. Abstract submission for all presentations (invited/contributed): February 20, 2017
  3. Notification of contributed presentations: March 15, 2017
  4. Final program: April 1, 2017

This conference was sponsored by