3rd QRFE Workshop on Quantitative Finance

3^rd QRFE Workshop on Quantitative Finance

Workshop on Big Data, Algorithmic Intelligence, and the Future of Market Information Efficiency

Call for Papers

The department of Finance and the Quantitative Research in Financial Economics Centre (QRFE) at Durham University Business School (DUBS) invite submissions for a workshop on Big Data, Algorithmic Intelligence, and the Future of Market Information Efficiency. The aim is to foster dialogue between academics and policymakers examining how data abundance, machine learning, and algorithmic decision-making have been transforming modern financial markets.

The keynote speaker is Thierry Foucault (HEC Paris).

We welcome theoretical and empirical work on themes including:

Big Data & Information Efficiency

• Data abundance, mining, and information extraction
• Alternative data and forecasting horizons
• High-dimensional prediction models

AI, Automation & Liquidity

• Learning-based market making
• Algorithmic pricing and competition
• Adverse selection and order flow dynamics

Modern Market Design

• Limit order books, auctions, and market protocols
• Fragmentation and cross-venue competition
• Design of decentralized and automated trading platforms

Blockchain & Digital Market Microstructure

• Mempool economics, MEV, and transaction ordering
• CEX–DEX price discovery and liquidity interaction
• Wallet behavior and on-chain information flow

Stability, Systemic Risk & Real Effects

• Liquidity spirals in machine-driven markets
• Risk transmission in blockchain ecosystems
• Implications of informativeness for corporate investment

Policy, Regulation & SupTech

• AI-driven trading and regulatory challenges
• Market surveillance using big data
• Competition and transparency in algorithmic markets

Please submit your papers by March 2, 2026. There is a submission fee of £40. Preference will be given to completed papers, but extended abstracts will also be considered. Successful candidates will be notified by April 6, 2026. The workshop will take place in person at Durham University on May 6, 2026.

Scientific Committee

Agostino Capponi (Columbia University)

Sean Cao (University of Maryland)

Angel Hernando-Veciana (Carlos III University of Madrid)

Wenqian Huang (Bank for International Settlements)

Yan Ji (Hong Kong University of Science and Technology)

Alfred Lehar (University of Calgary)

Konstantin Sokolov (University of Memphis)

Yajun Wang (Barcuh College)

Ryan Williams (Imperial College London, Enoda)

Internal Organisation Committee

Kumushoy Abduraimova, Spryos Galanis, Arzé Karam, Valerie Laturnus, Andis Sofianos