The 2nd International Online Conference on Risk and Financial Management
Revisiting AI and Machine Learning Techniques in Finance and Economics
Abstract Submission Deadline Extension
Upon receiving requests from a few authors to extend the abstract submission deadline, we are delighted to extend it to 3 August 2026.
Submit your abstracts HERE.
For any inquiries, please contact us at iocrf2026@mdpi.com.
the chair
Dear Colleagues,
It is my great pleasure to invite you to The 2nd International Online Conference on Risk and Financial Management: Revisiting AI and Machine Learning Techniques in Finance and Economics (IOCRF2026), which will be held online from 2 to 4 November 2026.
The conference is organized by MDPI Journal of Risk and Financial Management, a peer-reviewed, open access journal that focuses on risk management and all areas of empirical finance, management, and applied financial economics.
Based on the success of the 1st edition, the primary goal of IOCRF 2026 is to bring together researchers, scholars, and professionals from around the world working in the broad fields of economics and finance and to continue the success of previous editions.
The 2026 edition will feature a series of sessions covering timely and emerging topics, including:
- Generative AI: paradigm shifts in finance and economics
- Machine learning for next-generation risk modeling
- Blockchain and digital assets: frontier analytics
- Data capitalization: reconstructing economic valuation
- Ethical AI and financial technology governance
- Emerging tech convergence: future financial infrastructure
The online format of this conference enables broad, global participation without the constraints of travel or related expenses. This conference format is especially fitting and valuable, as research on AI and big data applications in empirical finance is evolving at a rapid pace. By providing an accessible and timely platform, IOCRF 2026 aims to facilitate the exchange of innovative research, methodologies, and interdisciplinary collaboration.
Participation and attendance are free of charge. All attendees are encouraged to engage actively with the presented research and to take part in meaningful academic discussions throughout the event.
Authors of accepted abstracts may present their work in two ways: through an oral presentation or by submitting a poster for the virtual poster gallery on the conference website. All submissions—whether oral presentations or posters—are eligible for awards. Click HERE for instructions on the poster and oral submissions.
We are sincerely grateful for your continued support and interest in IOCRF 2026. We look forward to your participation and to a successful and impactful conference.
Kind regards,
Prof. Dr. Thanasis Stengos
University of Guelph, Canada
Chair of the 2nd International Online Conference on Risk and Financial Management
Meet the Event Chair
Important Dates
- Abstract submission deadlineAug 03, 2026
- Abstract acceptance notificationSep 01, 2026
- Registration DeadlineOct 27, 2026
Meet Our Speakers
Prof. Dr. Svetlozar (Zari) Todorov Rachev
Department of Mathematics and Statistics, Texas Tech University, Lubbock, USA;
Prof. Svetlozar (Zari) Todorov Rachev is a professor at Texas Tech University, specializing in mathematical finance, probability theory, and statistics. He is internationally recognized for his work in probability metrics, derivative pricing, and financial risk modeling. Prof. Rachev co-founded FinAnalytica and developed its flagship risk management engine. He has authored over 400 academic publications in mathematics and finance. His Google Scholar h-index is 70, including 33 since 2020. He has held appointments at UCSB, Stony Brook, KIT, and the Steklov Institute.
Prof. and Frey Family Endowed Chair Stan Uryasev
Department of Applied Math. & Statistics, Stony Brook University, United States;
Stan Uryasev is Professor and Frey Family Endowed Chair at the Stony Brook University.
His research is focused on efficient computer modeling and optimization techniques and their applications in finance. He published four books (two monographs and two edited volumes) and more than 130 research papers. He is a co-inventor of the Conditional Value-at-Risk and the Conditional Drawdown-at-Risk optimization methodologies. He developed optimization software in risk management area, including Drawdown and Credit Risk minimization.
His joint paper with Prof. Rockafellar on Optimization of Conditional Value-At-Risk in The Journal of Risk, Vol. 2, No. 3, 2000 is among the 100 most cited papers in Finance. Many risk management/optimization packages implemented the approach suggested in this paper (MATLAB implemented a toolbox).
Stan Uryasev is a frequent speaker at academic and professional conferences. He has delivered seminars on the topics of risk management and stochastic optimization. He is on the editorial board of a number of research journals and is Editor Emeritus and Chairman of the Editorial Board of the Journal of Risk.
Prof. Dr. Julien Chevallier
Laboratoire d'Économie Dionysien (LED), University Paris 8, Saint-Denis, France;
DR. JULIEN CHEVALLIER is a Full Professor of Economics at University Paris VIII and a member of the Dionysian Economics Lab (LED). He specializes in empirical finance, applied time-series econometrics, and commodity markets. He holds a Ph.D. in Economics from the University Paris West (2008) and an M.Sc. from the London School of Economics (2005), and has held visiting positions at institutions including Imperial College London, LSE’s Centre for Economic Performance, Georgetown University, and the World Bank.
He is the author and co-author of several books on carbon and commodity markets, including Econometric Analysis of Carbon Markets and Pricing and Forecasting Carbon Markets. His research has been widely published in leading journals such as the Journal of Empirical Finance, Quantitative Finance, and European Journal of Operational Research, and he serves on multiple editorial boards.
His work focuses on emissions trading systems, particularly the EU ETS, using financial econometrics to study carbon pricing, market efficiency, risk, and linkages with energy markets. He is a recognized expert in CO₂ trading schemes and has received several awards for his research contributions in energy finance and environmental economics.
- S1. Generative AI: Paradigm Shifts in Finance and Economics
- S2. Machine Learning for Next-Generation Risk Modeling
- S3. Blockchain and Digital Assets: Frontier Analytics
- S4. Data Capitalization: Reconstructing Economic Valuation
- S5. Ethical AI and Financial Technology Governance
Sponsors and Partners
Media partner
Ms. Coco Hou