Since the mid-twentieth century, it has been clear that the more classical mathematical models were not enough to explain the complexity of the financial and economic series.
The effort in developing new tools and mathematical models for financial markets has been remarkable. However, it is still necessary to continue developing new tools, as well as studying the latest techniques developed. These tools can come from techniques and models taken from physics or from new branches of mathematics such as fractals, dynamical systems, or new statistical techniques as big data.
The purpose of this meeting is to share the latest developments in quantitative finance from colleagues of the different field of knowledge. Possible topics include, but are not limited to, interdependence among assets or markets, price dynamics and modelling, risk measurement and management, hedging, derivatives pricing, volatility modelling, portfolio management and optimization, factor models, forecasting, cluster analysis, etc.