JAFFE-SOFINE-ISM

The Japanese Association of Financial Econometrics and Engineering (JAFEE), the Society for Financial and Insurance Econometrics (SOFINE) and the Institute of Statistical Mathematics (ISM) are jointly organizing a symposium on Advances in Quantitative Finance and Actuarial Science, which will take place in person on September 20-21, 2025, at Seijo University, Tokyo, Japan. The objective of the Conference is to bring together leading academics, practitioners, and policymakers to present state-of-the-art research in the broad areas of Quantitative Finance and Actuarial Science.

The Institute of Statistical Mathematics

Dates

September 20 and 21, 2025

Venue

Seijo University, Building No.8
6-1-20 Seijo, Setagaya-ku, Tokyo 157-8511, Japan
(https://www.seijo.ac.jp/en/about/contact/access.html)

Registration fee (tentative):

5,000JPY (30EUR) for General participants
4,000JPY (25EUR) for JAFEE/SOFINE/ISM members
2,000JPY (12EUR) for students
Registration form is under preparation.

Reception:

September 20 (Sat), 17:45-19:45
At Seijo Lounge on the first basement level of Building No.7, Seijo University. The reception is optional, and its fee is 6,000JPY (tentative).

Call for Papers:(PDF)

We invite all academics, practitioners, and students to submit an abstract for presentation in the symposium. Submission deadline for abstracts is July 15, 2025 JST (UTC+9). Abstracts can be submitted through here:

Privacy Policy:

Please click here(pdf) for our privacy policy.

Important Dates:

Submission deadline: July 15, 2025 JST (UTC+9)
Registration deadline: August 31, 2025 JST (UTC+9)

Keynote Speakers (as of April 15, 2025):

Freddy Delbaen (ETH Zurich)
Eckhard Platen (University of Technology Sydney)
Erik Schlogl (University of Technology Sydney)

More to be added.

Organizing committee:

Hideatsu Tsukahara (Seijo University, Chair)
Yuji Yamada (University of Tsukuba)
Stefan Mittnik (Ludwig Maximilians University Munich, Germany)
Doojin Ryu (Sungkyunkwan University, South Korea)
Yoshinori Kawasaki (Institute of Statistical Mathematics)
Hidetoshi Nakagawa (Hitotsubashi University)
Jun Hironaka (Mitsui & Co. Digital Asset Management)

Scientific Program Committee:

Takanori Adachi (Tokyo Metropolitan University, Chair)
Seryoong Ahn (Pukyong National University, South Korea)
Hoon Cho (KAIST, South Korea)
Rusudan Kevkhishvili (Hokkaido University)
Harald Lohre (University of Lancaster, UK; Robeco, The Netherlands)
Seongju Moon (Gyeongsang National University, South Korea)
Teppei Ogihara (University of Tokyo)
Marc Paolella (University of Zurich, Switzerland)
Tuomas Peltonen (European Systemic Risk Board, EU/Finland)
Michael Rockinger (University of Lausanne, Switzerland)
Taiga Saito (Senshu University)
Yasutaka Shimizu (Waseda University)
Tom Wilson (CEO, President and Country Manager at Allianz Ayudhya, Thailand)

Supported by

The Institute of Statistical Mathematics
Seijo University
The Korean Association of Financial Engineering (KAFE)
JSPS Grant-in-Aid for Scientific Research (B) Grant Number 23K22105
Principal Investigator: Hideatsu Tsukahara (Seijo University)

Accommodations:

To go to the symposium venue (and also for sightseeing), it is convenient to stay at hotels in Shinjuku area, and the following is a list of our recommendations (approximately in ascending order of price).

Nishitetsu Inn Shinjuku (https://inn-shinjuku.nishitetsu-hotels.com/)
Washington Hotel Shinjuku (https://shinjuku.washington-hotels.jp/)
Keio Presso Inn Shinjuku (https://www.presso-inn.com/english/shinjuku.html)
Hotel Sunroute Plaza Shinjuku (https://sotetsu-hotels.com/en/sunroute/plazashinjuku/)
Keio Plaza Hotel Tokyo (https://www.keioplaza.com/)

There are many hotels in Shinjuku area. You can find less expensive hotels if you go away from the station. For more about hotels, use your favorite booking sites and type Shinjuku, Tokyo.

Caution: September 23rd is a national holiday in Japan, so booking hotels in Tokyo during the symposium period may be more difficult than usual. We strongly suggest that you make reservation sufficiently well in advance.

Access to the venue:

It takes about fifteen minutes on the Odakyu Line Express or Semi-Express (do not take Rapid Express) from Shinjuku Station to Seijo Gakuenmae Station. Seijo University is a five-minute walk from the station. Please see here for access to Seijo University.

Alternatively, you could choose hotels near the stations along the Chiyoda Line (Tokyo Metro). To get to the symposium venue from any stations on Chiyoda Line, take a subway (Chiyoda Line) bound for Yoyogi-Uehara (C01=OH05). Change there to Odakyu Line, which is conveniently on the same platform, and get off at Seijogakuen-mae. Sometimes when you are lucky, you may get on a subway train which is directly connected with Odakyu Line, so that you do not have to change train at Yoyogi-Uehara.