Call For Research Projects
IdR QUANTVALLEY/FdR "Quantitative Management Initiative (QMI)"

Deadline: June 20, 2013

CONTEXT: The Initiative de Recherche QUANTVALLEY/FdR "Quantitative Management Initiative (QMI)" was launched on February 1, 2012. It was created by two academic institutions, ENSAE (Ecole Nationale de la Statistique et de l'Administration Economique) and Universite Paris Dauphine, with the view of developing a research program that addresses the use of quantitative tools and methods for asset management. It benefits from the support of three sponsors: QUANTVALLEY, GFI and UBS. See http://www.qminitiative.org

OBJECTIVES: The IdR QUANTVALLEY/FdR QMI is structured around the following objectives:
(i) Promoting quantitative research for asset management;
(ii) know-how transmission between academic researchers and asset managers;
(iii) Promoting a positive image of quantitative-based asset management;

TOPICS: The organising committee invites submission of high-quality theoretical or empirical research projects about topics such as (but not necessarily limited to):
- Statistical signal processing
- Listed market liquidity
- Algo and/or high frequency trading
- Contagion and fund flows
- Risk disaggregation and portfolio allocation
- High order moments and portfolio allocation
- Machine learning and classification techniques with applications to rading systems
- Impact of quantitative trading on the economy
- New sources of information (Google, Twitter, …)
- Behavioral finance, heterogenous agents and portfolio optimization
- Macroeconomic analysis and financial markets behavior

PAPER SUBMISSION PROCEDURE: The deadline for paper project submission is June 20, 2013. All projects will be reviewed by the board of the IdR QUANTVALLEY/FdR QMI. The board will qualify a project as a Junior Project or a Senior Project based on its scope and the publication track record of the applicants in the field of the project.

Complete the submission form (available at: http://www.qminitiative.org/current-call-for-proposal.html) + join a resume for each application. These documents must be:
(i) in English in PDF format with a maximum size of 3MB;
(ii) submitted by e-mail to: Fabrice.Riva@dauphine.fr ;
(iii) marked "Paper project application - IdR QuantValley/FdR QMI".

Authors will be notified about the acceptance of their project by June 30, 2013. Accepted Junior Projects will be awarded Euro 5,000 and accepted Senior Projects will be awarded Euro 10,000. 50% will be paid one week after the notification of acceptance.

The final version of the paper should be sent by June 15, 2014 by email to: Fabrice.Riva@dauphine.fr. The remaining 50% will be paid at the final paper version acceptation.

The papers will be presented in the upcoming IdR QUANTVALLEY/FdR QMI annual conference during spring or summer 2014. Academics and practicioners will be invited to participate in this conference. In addition to presenting their paper, the author(s) of the project commit(s) to mention in an acknowledgement section the following sentence: "The author(s) gratefully acknowledge(s) the support of the QUANTVALLEY/FdR: 'Quantitative Management Initiatve'".