Quantitative Research in Financial Economics
Welcome
The Centre for Quantitative Research in Financial Economics focuses on the fundamental problems in quantitative finance and economics using econometrics, statistics, and machine learning. Our objective is to provide new insights into the workings of the economy and financial markets using the latest methodology for economic and financial analysis and decision making. The centre also aims to facilitate research, particularly research leading to real-world impact, as well as cross-collaboration through its regular seminars and workshops, which host some of the top international researchers in economics and finance.
News and Upcoming Events
19 October 2023, One-Day Workshop on Market Microstructure, Fintech and AI Keynote Speaker: Albert Menkveld, Vrije Universiteit Amsterdam 17 January 2023, Seminar with Florian Wegert, University of Neuchâtel 'Hedge Funds and the Positive idiosyncratic Volatility Effect' 10 May 2024, One-Day Workshop on Asset Pricing and Machine Learning Keynote Speaker: Dacheng Xiu, Chicago Booth 23 May 2024, First QRFE Workshop on Quantitative Finance Keynote Speaker: Dimitri Vayanos, London School of Economics 10 June 2024, Seminar with Robert Kosowski, Imperial College LondonExplore Our Research Centre
Our members are highly inter-disciplinary in the named research areas and work extensively together generating a broad spectrum of publications.
Our Current Projects
Find out more about our range of projects focusing on the fundamental problems in quantitative finance and economics.Our People
Get in touch with our outstanding team of researchers.Our Events
Quantitative Research in Financial Economics (QRFE) research centre focuses on all aspects of quantitative and empirical financial modelling. Our EventsGet in Touch
If you would like find out more about the Centre for Quantitative Research in Financial Economics, please email our team.
Durham University Business School
Mill Hill Lane
Durham DH1 3LB, UK
Telephone:
+44 (0)191 334 5200