Mark your calendars for the Seoul Workshop in Empirical Finance on May 23, 2025.
The second of the WEF series (Workshop in Empirical Finance) after Paris 2024, this forthcoming event will a valuable opportunity to gather 20 to 30 scholars for stimulating discussions and presentations of empirical finance papers in the heart of downtown Seoul, Korea.
We encourage you to share this information with your colleagues who may also be interested in attending. Communication proposals should be sent to pwef@protonmail.com
On behalf of the local organization committee,
YOO Seung Jick Sookmyung Women’s University, Korea
Workshop Scope
The Workshop in Empirical Finance brings together international academics, professionals, and Ph.D. students to explore advanced topics in the field. Its key goals are to foster discussions on innovative research, promote critical thinking, integrate machine learning in finance, and improve public science literacy.
The workshop will cover a wide range of topics, including:
- AI and Fintech: Exploring the role of machine learning, AI tools, and programming languages in financial technology.
- Commodities & Investments: Examining emerging areas like cryptocurrencies, green finance, and hedging strategies.
- Data Science: Applying algorithms and machine learning techniques to financial data and risk management.
- Derivatives and Quantitative Models: Delving into options pricing, trading strategies, and advanced financial modeling.
- Risk Management: Analyzing methods for assessing and managing market and portfolio risks.
The focus is on using innovative tools, such as machine learning, to tackle practical financial challenges and expand knowledge in these critical areas of empirical finance.
Sponsors
Scientific Committee
| TONG | Fu | Guizhou University, China |
| MA | Feng | Southwest Jiaotong University, China |
| FUERTES | Ana-Maria | Bayes Business School, UK |
| SERLETIS | Apostolos | University of Calgary, Canada |
| ZHU | Bangzhu | Guangxi University, China |
| WESTGAARD | Sjur | Norwegian University of Science and Technology, Norway |
| LUO | ZongWei | Southern University of Science and Technology, China |
| MANERA | Matteo | University of Milano-Bicocca, Italy |
| LIN | Boqiang | Xiamen University,China |
| MASON | Chuck | University of Wyoming, USA |
| WANG | Gang-Jin | Hunan University, China |
| TASCHINI | Luca | University of Edinburgh Business School, UK |
| JI | Qiang | Chinese Academy of Sciences, China |
| MORENO | Manuel | University Castilla-La Mancha, Spain |
| ZHANG | Dayong | Southwestern University of Finance and Economics, China |
| GUPTA | Rangan | University of Pretoria, South Africa |
| KOCENDA | Evžen | Charles University, Czech Republic |
| ZHONG | Kaiyang | Zhejiang University, China |
| BÖHRINGER | Christoph | University of Oldenburg, Germany |
| BUNN | Derek | London Business School, UK |
| YOO | Seung Jick | Sookmyung Women’s University, Korea |
| BASTIANIN | Andrea | University of Milano, Italy |
| MAZZANTI | Massimiliano | University of Ferrara, Italy |
| PARDO | Angel | University of Valencia, Spain |
| FRÖMMEL | Michael | Ghent University, Belgium |
| OLLIKAINEN | Markku | University of Helsinki, Norway |
| GALEOTTI | Marzio Domenico | University of Milano, Italy |
Scientific Program
09:00-09:10 Opening of the Ceremony
Sookmyung Women’s University (ROK), University Paris 8 (France)
09:15-13:00 Morning Session
Empirical Analysis of Price Movement of the K-ETS Market
Prof. Seungjik Yoo (Sookmyung Women’s University, ROK)
Navigating stock markets using nonlinear quantitative investing methods
Prof. Julien Chevallier (University Paris 8, France)
Examining Asymmetric Responses in Arctic Nations’ Exchange Rates to Oil Price Fluctuations
Prof. Jungho Baek (University of Alaska, USA)
Constrained Borrowing and Living Standard: Optimal Consumption/Savings and Investment Policies
Prof. Seyoung Park (Nottingham University Business School, UK)Tail Probabilities and Portfolio Returns
Prof. Jason Yi Cao (Xi’an Jiaotong-Liverpool University, China)
Jumping Beans: Implications of Fat Tails in International Soybean Markets
Prof. Charles F. Mason (University of Wyoming, USA)
13:00-14:00 Luncheon
14:00-18:00 Afternoon Session
Optimal Exploration of a Finite Resource: Implications for Reserves, Consumption and Prices
Prof. Brian Wright (University of California, Berkeley, USA)
Can Network Analysis Enrich Financial Cliometrics ?
Prof. Antoine Parent (University Paris 8, CAC-IXXI and Sciences Po OFCE, France)
Tradeoffs between the time and cost of electric vehicle charging in Korea
Prof. Yeong Jae Kim (KDI School of Public Policy and Management, ROK)
Futures market day traders: Trading strategies and performance
Prof. Jinyoung Yu (Hanbat National University, ROK)
Abnormal CSR: A financial drain
Dr. Fariha Jahan (Sungkyunkwan Economic Research Institute, ROK)
Forecasting crude oil volatility with machine learning
Mr. Yeonchan Kang (Sungkyunkwan University, ROK)
18:00-20:00 Workshop End & Bus Transfer to Evening Restaurant
Participants:
– AHN Alex (Sungkyunkwan University)
– KANG Hoseung (Sungkyunkwan University)
– RYU Doojin (Sungkyunkwan University)
– Doctoral Students (Graduate School of Climate and Environmental Convergence, Sookmyung Women’s University)
See the archive of the Paris 2024 program here.
SWEF Group Picture !
Venue
Sookmyung Women’ s University
Shinhan Bank Hall
Centennial Hall Bldg. 6th Floor
Cheongpa-ro 47-gil 100 (Cheongpa-dong 2ga),
Yongsan-gu, Seoul, 04310,
KOREA
Coffee & lunch will be taken at university.
Evening Restaurant
Pyeonanhan Jip, located at 133 Bukchon-ro, Jongno District, Seoul. .
The restaurant is situated near the entrance of Bukchon Hanok Village, making it convenient to take a leisurely walk around the village and explore nearby cafés, which showcase traditional Korean architecture (hanok).
Hotels
Accommodation options near the university:
| Location (nearby subway stations) | Name of the Hotel | Cost for Accommodation (1 night, as pf 2024.11) |
| Gongdeok Station | Glad Hotel (Mapo Branch) | 279,000 KRW |
| Jongno 3(sam)-ga Station | The Garden Hotel | 212,000 KRW |
| Seoul Station | Four Points by Sheraton | 333,000 KRW |
| Sookmyung Women’s University Station | The Designers Hotel | 250,000-290,000 KRW |
Traveling from these hotels to the university will require either walking or public transportation.
Airport Transfer
To travel from Incheon Airport (ICN) to central Seoul, such as Seoul Station or Gongdeok Station, you have a couple of convenient options:
- Airport Taxis & Bus: This option takes approximately 30 minutes and costs ₩16,000–₩18,000.
- Airport Railroad (AREX): This option costs ₩4,100–₩5,500, with a travel time of about 56 minutes.
Local Maps
Seoul metro
Kakao maps
Naver maps
Supporting Journals
Best Speaker Award
Advertised on
Linked In
Paris Workshop in Empirical Finance 