The 2026 International Conference on Quantitative Finance and Computational Modeling (QFCM2026)
Locations
- U.S.A. (Offline): New York University
- Online: Link to be provided by the organizer
Date & Details
- Date: December 20, 2026
- Mode: Hybrid
Introduction
The 2026 International Conference on Quantitative Finance and Computational Modeling (QFCM2026) serves as a premier, institutional-grade academic platform dedicated to the intersection of advanced financial mathematics, computational engineering, and data-driven market analysis.
As global financial markets become increasingly complex, the integration of robust computational models, high-performance algorithms, and empirical statistical methodologies has become essential for navigating modern economic landscapes. QFCM2026 convenes a global cohort of quantitative analysts, financial engineers, computer scientists, and econometricians to bridge the critical gap between theoretical finance and practical computational implementation. The conference aims to foster high-impact academic discourse on the scalable architecture of financial models, the precision of quantitative risk management, and the application of machine learning in market dynamics.
Committed to the highest standards of research integrity and academic publishing, QFCM2026 employs a rigorous double-blind peer-review process, ensuring that every accepted paper provides a meaningful contribution to the advancement of the field. To maximize global citation impact and ensure high visibility for our contributing authors, the organizing committee will submit the official conference proceedings for indexing in major academic databases.
Conference Agenda
| Time (EST) | Session Title | Participants |
|---|---|---|
| 08:30 – 09:00 | Opening Remarks & Welcome Address | |
| 09:00 – 10:15 | Keynote I: Statistical Machine Learning in Financial Forecasting: Enhancing Predictive Accuracy in High-Frequency Markets | Achilles Venetoulias |
| 10:15 – 11:00 | Coffee Break | — |
| 11:00 – 12:15 | Keynote II: Data-Driven Financial Governance: Empirical Evidence on Algorithmic Trading and Market Stability | Muhammad Waleed Younas |
| 12:15 – 14:00 | Lunch | |
| 14:00 – 15:00 | Q&A | |
| 15:00 – 15:30 | Closing Remarks |
Keynote Speakers
Achilles Venetoulias
Statistics
PH.D.
Columbia Business School
Muhammad Waleed Younas
Applied Economics
Doctor
Xi'an Jiaotong University
Editorial Team
Editor-in-Chief
Rana Muhammad Ammar ZAHID (The Business School, RMIT University)
Associate Editor
Hadi Hussain (Xi'an Jiaotong University)
Editorial Board Member
Muhammad Waleed Younas (Xi'an Jiaotong University), Zi Mu (The University of Manchester)
All submissions will be screened and peer-reviewed by the reviewers with MDs, PhDs, Doctors of Engineering and associate professors from the universities and research institutes worldwide.
The review process will be double-blind peer-review.
All accepted articles will be submitted to Conference Proceedings Citation Index(CPCI), Crossref, CNKI, Google Scholar and other databases for indexing. The situation may be affected by factors among databases like processing time, workflow, policy, etc.
