CFEnetwork

Network on Computational and Financial Econometrics

CFEnetwork
Affiliates area
Virtual access for PhD students

A limited number of PhD students affiliated with CFEnetwork or CMStatistics will receive free virtual access to the CFE-CMStatistics 2026 tutorials (11 December 2026) and/or conference (12-14 December 2026):

  • Tutorial 1: Flexible distributional regression using the R package gamlss2 (A. Zeileis and N. Umlauf).
  • Tutorial 2: Robust prediction and outlier detection (C. Croux).

Deadline: 15 November 2026. Applications are reviewed individually. Not yet affiliated? Affiliation can be requested in the application itself.

Apply here

CFEnetwork

The Computational and Financial Econometrics (CFEnetwork) focuses on the interface of theoretical and applied econometrics, financial econometrics and computation in order to advance a powerful interdisciplinary research field with immediate applications. That is, the CFEnetwork aims first to consolidate the research in computational and financial econometrics that is scattered throughout Europe; second to provide researches with a network from which they can obtain an unrivalled sources of information about the most recent developments in computational and financial econometrics as well as its applications; third to edit quality publications of high impact and significance.

The CFEnetwork is currently publishing the Annals of Computational and Financial Econometrics as a supplement to the journal Econometrics and Statistics, published by Elsevier.

Those wishing to join CFEnetwork can affiliate through the following link. For further information please contact info@cfenetwork.org.

Organization and Activities
The CFEnetwork comprises a number of specialized teams in various research areas of computational and financial econometrics. The teams contribute to the activities of the network by organizing sessions, tracks and tutorials during the annual CFEnetwork meetings, editing special issues of the journal Econometrics and Statistics and submitting research proposals.
Next Events

CFE-CMStatistics 2026
20th International Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics)
12–14 December 2026, HTW Berlin, Berlin, Germany.

EcoSta 2027
11th International Conference on Econometrics and Statistics (EcoSta 2027)
6–9 July 2027, ShanghaiTech University, Shanghai, China.

Scope
Computational and financial econometrics comprise a broad field that has clearly interested a wide variety of researchers in economics, finance, statistics, mathematics and computing. Examples include estimation and inference on econometric models, model selection, panel data, measurement error, Bayesian methods, time series analyses, portfolio allocation, option pricing, quantitative risk management, systemic risk and market microstructure, to name but a few. While such studies are often theoretical, they can also have a strong empirical element measuring risk and return and often have a significant computational aspect dealing with issues like high-dimensionality and large numbers of observations. Algorithmic developments are also of interest since existing algorithms often do not utilize the best computational techniques for efficiency, stability, or conditioning. So also are developments of environments for conducting econometrics, which are inherently computer based. Integrated econometrics packages have grown well over the years, but still have much room for development.