Introduction

We are pleased to announce the 5th Annual Hong Kong Conference on FinTech and AI in Finance, scheduled for June 14–15, 2026, and hosted by the City University of Hong Kong. This established conference series serves as a premier forum, bringing together leading academics and practitioners to discuss frontier research. The 2026 program will feature a distinguished keynote address, three invited presentations, and approximately eight selected talks. Additionally, a separate PhD poster session will include ten papers.

There are no submission or registration fees for the conference. Furthermore, the conference will cover lodging for up to three nights for all accepted presenters of the regular session.

Call for Papers

We invite submissions of original theoretical and empirical papers in the following areas:

  • Empirical finance with AI and Big Data (e.g., alternative data) applications
  • New empirical method development in machine learning and financial econometrics
  • Blockchain technology, digital assets, and frontier FinTech topics

Keynote Speaker

Allan Timmermann
Dr. Harry M. Markowitz Endowed Chair in Finance and Investing, Distinguished Professor of Finance at University of California San Diego

Prof. Allan Timmermann is a Distinguished Professor at the University of California San Diego, and holds the Dr. Harry M. Markowitz Endowed Chair in Finance and Investing. His research uses a mix of economic theory, data analytics, and econometric techniques to understand and predict the behavior of investors and prices in financial markets. He has made influential contributions to topics such as the predictability of financial returns, evaluation of investment performance, and the dynamics of risk premia.

Prof. Timmermann’s research has been widely published in top academic journals, including The Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Management Science, and Journal of Econometrics. In addition to his extensive publication record, He currently serves as Managing Co-Editor of the Journal of Financial Econometrics and Associate Editor of the Journal of Financial Economics. He has also served on the editorial boards of other leading journals, including the Journal of Business and Economic Statistics, Journal of Applied Econometrics, and Econometrics Journal.

Prof. Timmermann is a Research Fellow of CEPR, a Fellow of the Journal of Econometrics, a Fellow of the Society for Financial Econometrics, and a Founding Fellow of the International Association for Applied Econometrics. His work has been recognized with numerous honors, including the Albert Nelson Marquis Lifetime Achievement Award, the Distinguished Referee Award from Review of Financial Studies, and the Outstanding Paper Award from the International Journal of Forecasting.

Invited Speakers

Christian Julliard
Associate Professor of Finance at London School of Economics

Prof. Christian Julliard is an Associate Professor in the Department of Finance at the London School of Economics, where he is also a senior research associate of the Financial Market Group and the Paul Woolley Centre, and a programme director of the Systemic Risk Centre. He is also a research affiliate of the Financial Economics programme of the Centre for Economic Policy Research.

Prof. Julliard’s research interests span finance, macroeconomics, networks, and the frontier of applied econometrics. His research has been published in leading economics and finance journal such as the Journal of Political Economy, Journal of International Economics, Journal of Econometrics, Journal of Finance, Review of Financial Studies, Journal of Financial Economics and Management Science. He is/has been on the editorial boards of The Review of Economic Studies, the Journal of Empirical Finance and Economica.

Markus Pelger
Associate Professor of Management Science & Engineering at Stanford University

Prof. Markus Pelger is an Associate Professor of Management Science & Engineering at Stanford University and a Chambers Faculty Scholar in the School of Engineering. He is also a Research Associate at the NBER. His research focuses on understanding and managing financial risk. He develops mathematical financial models and statistical methods, analyzes financial data and engineers computational techniques. His research is divided into three streams: machine learning solutions to big-data problems in empirical asset pricing, statistical theory for high-dimensional data and stochastic financial modeling.


Prof. Pelger’ work has appeared in the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Management Science, Journal of Econometrics and Journal of Applied Probability. He is an Associate Editor of Management Science, Operations Research, the Journal of Econometrics, Digital Finance and Data Science in Science.

Olivier Scaillet
Professor of Finance and Statistics at University of Geneva 

Prof. Olivier Scaillet is professor of finance and statistics at the Geneva Finance Research Institute of the University of Geneva and has a senior chair at the Swiss Finance Institute. Fellow of the Society of Financial Econometrics, Prof. Scaillet research expertise is in the area of derivatives pricing, econometric theory and econometrics applied to finance and insurance. 

Prof. Scaillet has published several papers in top journals such as The Journal of Finance, Journal of Financial Economics, Journal of Econometrics, Management Science and Operations Research. He is an elected fellow of the Society of Financial Econometrics, and associate editor of several leading academic journals, including the Journal of Business and Economic Statistics and Econometric Theory.