International Conference on Computational Finance – ICCF24 – 2-5 April 2024- CWI, Amsterdam,

Registration is now open, see

The International Conferences on Computational Finance (ICCF) represents the evolving landscape of finance and mathematics, showcasing the ongoing collaboration between computational innovation and financial strategies. ICCF has been running for ten years now. It all started in 2014 in Greenwich, originating from the European research network “ITN-STRIKE”, focused on computations, financial mathematics, and practice. This initial event laid the foundation for discussions highlighting the potential benefits of combining financial research questions with advanced computational methods. In 2017, ICCF took place in Lisbon, Portugal, while the third conference was held in A Coruna, Spain, in 2019. After a pause due to COVID, ICCF returned in 2022, this time in Wuppertal, Germany, marking the fourth installment of the series.

The present ICCF conference in 2024 will be organized by Utrecht University. the conference is scheduled from April 2nd to April 5th, 2024, and it will take place at the Centrum Wiskunde & Informatica (CWI) in Amsterdam, known for its legacy in mathematical and computational research.

Topics include

  • Numerical methods and machine learning in finance and risk management
  • Optimal stochastic control, mean-field games, portfolio optimization
  • ESG and climate risk
  • Interest rate and volatility modeling
  • Optimal transport and applications in mathematical finance
  • Systemic risk, financial network analysis
  • Quantum computing and finance
  • Blockchain, decentralized finance
  • Anomaly and outlier detection

The final program can be downloaded here.