Objectives

The Japanese Association of Financial Econometrics and Engineering (JAFEE) was established in April 1993 to promote research in empirical fields broadly related to financial asset pricing and actual financial decision making. JAFEE aims to help a large number of researchers and analysts from industry, academia, and government to freely exchange opinions, share information and research ideas, and present their research results.

Since its establishment, JAFEE has provided an up-to-date platform for free-ranging discussion in the following fields:
　　─ Financial engineering
　　─ Investment technology
　　─ Quants
　　─ Financial technology
　　─ Quantitative portfolio analysis
　　─ ALM
　　─ Asset allocation
　　─ Credit derivatives analysis
　　─ Fundamentals analysis

We aim to achieve further advancements in these fields, developing domestic research parallel to global standards.

JAFEE was recognized as an academic society by the Japan Patent Office. Accordingly, the valuable publications contributed by our members are now protected under Article 30 of the Patent Act.

Characteristics

A large number of researchers from industry, academia, and government are members of JAFEE. Of these members, more than 50% are experts working in the field of finance. This demonstrates that the fields of research wherein we are actively engaged garner considerable interest among financial practitioners and conducts a wealth of research activity. Moreover, for its management, JAFEE is required to appoint 10 councillors from academia and 10 councillors from industry or government, creating an optimal balance of industry, academic, and government expertise.

Each participant contributes his/her own unique knowledge, experience, and ideas to free ranging discussion, encouraging potential exchange of opinion and proposals based on novel concepts—results that can be difficult to achieve in purely academically oriented societies.