Centre for Econometric Analysis
The Centre for Econometric Analysis promotes and supports research activities in the following fields:
- Econometrics (methodological and applied, macro and micro)
- Financial econometrics
- Machine Learning
- Quantitative methods used in finance, and theoretical and empirical research in financial markets and corporate finance.
We are at the forefront of our field and attract leading researchers and PhD students from around the world.
Visibility and activities
The visibility of the Centre is ensured by the systematic dissemination of the research output.
We deliver this via the regular publication of working papers and through workshops, seminars and international conferences.
We actively seek joint activities with other international research centres and institutions. We offer public attendance training courses and bespoke training on several topics in financial econometrics and machine learning for finance.
We have been funded via research grants sponsored by ESRC, Leverhulme, EU and Marie Curie Programmes, Bank of England, Stata Corporation, JAE Sponsorships, and the City of London corporate memberships (ICAP, Markit, MorningStar, Tullett Prebon). An important source of income to fund the CEA activities comes from the Short Courses we offer to a wide range of institutional practitioners and academics. At today (September 2023), we are awaiting for the outcome of applications for funding submitted to ESRC, Australian Research Council, and European Commission (ERC and MSCA projects).