19th International Conference on Computational and Financial Econometrics (CFE 2025) and Computational and Methodological Statistics (CMStatistics 2025) - Programme and Abstracts

Sep 4, 2026

19th International Conference on Computational and Financial Econometrics (CFE 2025) and Computational and Methodological Statistics (CMStatistics 2025) held at Birkbeck, University of London, 13–15 December 2025. The programme brings together researchers and practitioners to exchange recent computational and methodological advances for economics, finance, and statistics, featuring about 315 sessions, four plenary talks, and nearly 1300 presentations. The document includes co-chair and committee listings, venue and hosting acknowledgements, and highlights an expanded section honoring Prof. Hashem Pesaran. It also provides information about EcoSta, SDS, and CSDA journal submissions and mentions the upcoming 2026 conference.

LanguageEnglish

CategoryResearch & Report

FormatPDF

Pages222

Reading Time9 h 19 min

AccessFree to download

Programme and Abstracts

Conference overview

Committee and co-chair information

Scientific programme committee (CFE)

Scientific programme committee (CMStatistics)

Local organizers

Welcome message and highlights

Journals and submission encouragement

Outlook to CFE-CMStatistics 2026

PROGRAMME AND ABSTRACTS CFE-CMStatistics 2025 19th International Conference on Computational and Financial Econometrics (CFE 2025) and Computational and Methodological Statistics (CMStatistics 2025) [https://www.cmstatistics.org/CFECMStatistics2025](https://www.cmstatistics.org/CFECMStatistics2025) Birkbeck, University of London, UK 13–15 December 2025 © ECOSTA ECONOMETRICS AND STATISTICS. All rights reserved. I ISBN 978-9925-7812-9-4 ©2025-ECOSTA ECONOMETRICS AND STATISTICS All rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transmitted, in any other form or by any means without the prior permission from the publisher. II © ECOSTA ECONOMETRICS AND STATISTICS. All rights reserved. Co-chairs CFE: Esther Ruiz, Michael Smith and Weining Wang. Co-chairs CMStatistics: Joshua Cape, Sonja Greven, Matias Quiroz and Mark Steel. International Organizing Committee: Ana Colubi, George Kapetanios, Erricos Kontoghiorghes and David Weston. Scientific Programme Committee CFE: Alessandra Amendola, Jonas Andersson, Christian Brownlees, Andrew Butters, Massimiliano Caporin, Angeles Carnero, Gianluca Cubadda, Christina Erlwein-Sayer, Domenico Giannone, Luigi Grossi, Roxana Halbleib, Chen Huang, Joann Jasiak, Lingwei Kong, Robinson Kruse-Becher, Carlos Lamarche, Nathan Lassance, Michele Lenza, Johan Lyhagen, Malvina Marchese, Kamiar Mohaddes, Jose Olmo, Michael Owyang, Dario Palumbo, Peter Pedroni, Markus Pelger, Juan Manuel Rodriguez Poo, Yongcheol Shin, Genaro Sucarrat, Hideatsu Tsukahara, Ralf Wilke and Yohei Yamamoto. Scientific Programme Committee CMStatistics: Eleonora Arnone, Boris Beranger, Alexandros Beskos, Matteo Borrotti, Fan Bu, Nilanjan Chakraborty, Hao Chen, Shanshan Ding, Matteo Fontana, Debarghya Ghoshdastidar, Steven Gilmour, Bettina Gruen, Arthur Guillaumin, Mayetri Gupta, Vanda Inacio, Galin Jones, Cai Li, Tianxi Li, Po-Ling Loh, Vince Lyzinski, Etienne Marceau, Wendy Meiring, Ramses Mena, Silvia Montagna, Anirbit Mukherjee, Alejandro Murua, Anahita Nodehi, Lucia Paci, Simone Padoan, Alessia Pini, Yixuan Qiu, Marialuisa Restaino, Nicholas Rios, Sanjoy Sinha, Tiejun Tong, Minh-Ngoc Tran, Masayuki Uchida, Chenguang Wang, Wei-Ying Wu and Ruoqing Zhu. Local Organizers: Birkbeck, University of London, CFEnetwork and CMStatistics. © ECOSTA ECONOMETRICS AND STATISTICS. All rights reserved. III Dear Friends and Colleagues, We warmly welcome you to London for the 19th International Conference on Computational and Financial Econometrics (CFE 2025) and Computational and Methodological Statistics (CMStatistics 2025) . The conference aims to bring together researchers and practitioners to discuss recent methodology and computational approaches for economics, finance, and statistics. The CFE-CMStatistics 2025 programme consists of about 315 sessions, four plenary talks, and nearly 1300 presentations. With about 1400 participants, this conference stands out as one of the most important international scientific events in the field. CFE 2025 hosts an expanded section honoring Prof. Hashem Pesaran. This includes his keynote talk and over forty contributions from several of his notable collaborators in a series of special commemorative invited sessions. The co-chairs have endeavoured to provide a balanced and stimulating programme that will appeal to the diverse interests of the participants. The international organizing committee hopes that the hybrid conference will provide an ideal environment to communicate effectively with colleagues. The conference is the collective effort of many individuals and organizations. The Scientific Programme Committee, the Session Organizers, the supporting universities, and various agents have contributed substantially to the organization of the conference. We acknowledge their work and the support of our networks. Birkbeck, University of London offers excellent facilities and a fantastic environment in cent

FAQs

What is the purpose of the CFE-CMStatistics 2025 conference?

It brings together researchers and practitioners to discuss recent methodology and computational approaches for economics, finance, and statistics.

Where and when is the conference held in 2025?

The conference is hosted at Birkbeck, University of London, UK, from 13–15 December 2025.

What scale does the conference programme include?

The programme includes about 315 sessions, four plenary talks, and nearly 1300 presentations, with about 1400 participants.

Sep 4, 2026

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