JRFM Webinar | Publishing in Modern Quantitative Finance: Rational Finance, AI, Data-Driven Methods, and the Path to JRFM
the chair
This JRFM webinar is designed for young professionals, graduate students, junior faculty, and researchers who wish to publish high-quality papers in modern quantitative finance. The webinar will discuss the foundations required for successful JRFM publication, including rational finance, dynamic asset pricing, modern portfolio theory, financial econometrics, and rigorous empirical modeling. It will also address current research directions such as artificial intelligence, machine learning, data-driven financial methods, ESG finance, cryptocurrency markets, and behavioral finance, always from the perspective of sound financial theory. The speakers will share their experience as authors and reviewers and will discuss common mistakes made by authors submitting papers to JRFM.
Date: 26 June 2026
Time: 1:00 pm CDT | 8:00 pm CEST
Webinar ID: 894 1418 1910
Webinar Secretariat: journal.webinar@mdpi.com
Important Dates
- Registration end dateJun 26, 2026
Meet Our Speakers
Dr. Ali Jaffri
College of Business, North Dakota State University, USA;
Dr. Ali Muqadas Jaffri, CFA, is an Assistant Professor of Practice in Finance at the College of Business, North Dakota State University (NDSU). He holds a Ph.D. in Economics from Texas Tech University, specializing in Financial Economics, and is a Chartered Financial Analyst (CFA) Charterholder. At NDSU, Dr. Jaffri teaches courses including Analysis of Fixed Income Securities, Advanced Data Analytics in Finance, and Advanced Bank Management, equipping students with analytical and applied skills to tackle complex financial challenges.
Before joining academia, Dr. Jaffri built a strong foundation in the financial industry through leadership roles in risk management and financial institutions. He served as Associate Manager of Market Risk at Allied Bank and Manager of Financial Institutions Risk Management at MCB Bank Limited, where he specialized in market, credit, and operational risk frameworks and spearheaded the automation of regulatory reporting systems.
Dr. Jaffri’s research and teaching approach integrates rigorous quantitative modeling, machine learning applications, and real-world financial practices. His published and ongoing works explore portfolio optimization, asset pricing, financial market volatility, geopolitical and environmental risk measurement, and advanced econometric and machine learning methods.
Dr. Hongwei Mei
Department of Mathematics and Statistics, Texas Tech University, USA;
Dr. Hongwei Mei obtained his Ph.D. in Applied Mathematics in August 2016 from Wayne State University. He was a visiting assistant professor at the University of Central Florida (2016–2017) and the University of Kansas (2017–2020). Before joining TTU, he was a post-doc fellow at the Department of Statistics, Rice University. Dr. Mei is an applied probabilist, and his research interests include stochastic analysis, stochastic control and optimization, and optimal stopping. In those years, he published several papers in SICON, SPA, JDE, ESAIM-COCV, etc.
Mr. Ayush Jha
Department of Economics, Texas Tech University, USA;
Ayush Jha is a PhD candidate in Economics at the Department of Economics at Texas Tech University. His research interests include financial economics, covering empirical asset pricing, modern portfolio theory, risk management, and topics in macro-finance, time series econometrics, and market microstructure. Ayush’s recent publications are featured in the Journal of Fixed Income, the Journal of Portfolio
Management, and the Journal of Risk and Financial Management. He is also a co-author of several monographs covering Market Microstructure, Rational Asset Pricing, Behavioral Finance, and Financial Intermediation.
|
Speaker |
Presentation |
Time in CEST |
Time in CDT |
|
Prof. Dr. Svetlozar (Zari) Rachev |
Chair Introduction |
8:00–8:10 pm |
1:00–1:10 pm |
|
Dr. Ali Jaffri |
Publishing in Modern Quantitative Finance |
8:10–8:30 pm |
1:10–1:30 pm |
|
Dr. Hongwei Mei |
Dynamic Asset Pricing: The Mathematical Foundation of Modern Finance |
8:30–8:50 pm |
1:30–1:50 pm |
|
Mr. Ayush Jha |
TBC |
8:50–9:10 pm |
1:50–2:10 pm |
|
Q&A |
9:10–9:25 pm |
2:10–2:25 pm |
|
|
Prof. Dr. Svetlozar (Zari) Rachev |
Closing of Webinar |
9:25–9:30 pm |
2:25–2:30 pm |