The big data revolution has fundamentally transformed how financial markets function. Financial information now comes from a growing range of sources, and it is generated at ever faster speeds, larger volumes, and greater variety. Deriving meaningful insights from such massive financial datasets demands advanced methods from econometrics, machine learning, and statistics—approaches that extend well beyond traditional data-processing techniques.

This workshop brings together leading scholars from around the world to discuss their most recent advances in econometric analysis of financial big data. Through this program, participants will have the opportunity to exchange ideas with, and build connections to, both local and international experts, fostering new collaborations for future research.