73EWGCFM - Trends in advanced numerical methods for financial and actuarial sciences
73rd meeting of the EURO Working Group for Commodities and Financial Modelling
Naples, Italy | April 22-24, 2026
Conference Description
The EURO Working Group for Commodities and Financial Modelling (EWGCFM) was founded in September 1986 in Lisbon by Prof. Jaap Spronk. The primary field of interest for the Working Group can be described as “quantitative models that help to solve problems faced by financial decision makers in the firm, intermediaries and the investment community”. With over 450 members and semi-annual meetings, it has become a well-established platform for scientific collaboration with the primary scope to link financial theory to practice.
The 73rd edition of the workshop focuses on advances in numerical methods for Finance and Insurance, aware that the complexity of modern financial contracts makes computational techniques mandatory for their evaluation. Estimates of values and risk must be accurate, to meet regulation requirements, and computed in a suitable turnaround time. It is then a challenging matter to focus on numerical simulation, with the aim of obtaining adaptive solution processes, that is, capable of being properly scaled to balance accuracy and computational efficiency on demand, depending on the evaluation context. The availability of big data has recently driven the research towards new methodologies based on Artificial Intelligence. We invite scholars to submit original contributions in numerical methods, also based on Artificial Intelligence techniques. Topics of interest include, but are not limited to risk management, derivative pricing, asset allocation, forecasting, life and non-life insurance among the others.
Keywords
- Actuarial science
- Asset and derivative pricing
- Forecasting
- Machine learning
- Numerical methods
- Portfolio selection
- Retirement plan
- Risk management
- Solvency II
The 73rd meeting is organized with the support of the Department of Management and Quantitative Studies of Parthenope University of Napoli.
Participation
Registration will close by 15 April 2026.
For any questions, please send an email to ewgcfm@eventi.uniparthenope.it
Scientific committee
Carol Alexander, University of Sussex, Brighton
Martin Branda, Charles University, Prague
Rosella Castellano, Unitelma Sapienza, Rome
Patrycja Chodnicka-Jaworska, University of Warsaw
Stefania Corsaro, Parthenope University, Naples
Rita d’Ecclesia, Sapienza, Rome
Philippe De Perreti, Université Panthéon-Sorbonne, Paris
Hayette Gatfoui, IESEG School of Management, Paris
Petr Lachout, Charles University, Prague
Zelda Marino, Parthenope University, Naples
Igor Melicherčík, Comenius University, Bratislava
Anoop Rai, Hofstra University, New York
Robinson Reyes Pena, Florida International University, Miami
Salvatore Scognamiglio, Parthenope University, Naples
Martin Šmíd, Czech Academy of Science
Karen Watkins, Universidad Internacional de La Rioja, Spain
Local organizing committee
Imma Lory Aprea
Stefania Corsaro
Giuseppina Dello Ioio
Vincenzo Di Sauro
Zelda Marino
Salvatore Scognamiglio
Plenary Speakers
Katrien Antonio
Professor in Actuarial Science and Insurance Analytics at the KU Leuven
Fred Espen Benth
Professor of Data Science at the Department of Data Science and Analytics, BI Norwegian Business School
DOWNLOAD THE CONFERENCE PROGRAM
Submission deadline:
March 15, 2026
Notification of acceptance:
20 March 2026
Registration deadline:
15 April 2026
Conference dates:
22–24 April 2026
Jaap Spronk Award
Participants under 35 years old can take part in the competition for the Jaap Spronk Award. Teams including scientists under 35 years old whose research will be presented at the meeting, can also apply.
This prestigious award recognizes outstanding contributions that successfully bridge the gap between academic theory and practical application in the fields of finance and financial management, both nationally and internationally.
Professor Jaap Spronk was a visionary in the field of finance, known for his relentless pursuit of excellence in both theoretical research and its practical implications. His work has inspired countless professionals and academics worldwide. The Jaap Spronk Memorial Award continues his legacy by honoring innovative work that makes a significant impact on the financial industry.
Criteria Award
We invite nominations and submissions that demonstrate:
Innovative Research: Original studies that offer new insights into financial theory and its practical applications.
Practical Solutions: Real-world applications that solve complex financial problems using theoretical frameworks.
Impactful Contributions: Work that has significantly influenced national and international financial management practices.
Who Can Apply?
- Young Scholars (up to 35 years old) in finance and related fields
- Collaborative teams that include both young academics and practitioners
- Participants of the 73rd EWGCFM Meeting
Submission Guidelines
To apply or nominate someone for the award, please submit your complete research to ewgcfm@eventi.uniparthenope.it with the subject line “Jaap Spronk Memorial Award Submission”. The evaluation committee is composed of the GEMFM Global Network Advisory Board and the Chair of the 73rd EWGCFM Meeting. For any inquiries, write to ewgcfm@eventi.uniparthenope.it.
Scientific Programme
To be announced
To be announced
Conference Venue
The Conference will be held at Palazzo Pacanowski, Via Generale Parisi,13.
Location: Università degli Studi di Napoli Parthenope, Palazzo Pacanowski
Address: Via Generale Parisi, 13, 80132 Napoli, Italy – For directions, you can refer to Google Maps.
How to reach Palazzo Pacanowski
There are two entrances to the Palazzo Pacanowski: from Piazza Municipio and from
Lungomare (Seaside).
- From Piazza del Plebiscito (Upper Entrance)
- Take Metro Linea 1 from Napoli Central Station.
- Stop at Toledo or Municipio.
Walk about 15 minutes, or take the public elevator inside Chiaia Metro Station, then walk 5 minutes – https://maps.app.goo.gl/os1qKaTtuFZmqXbD8?g_st=iw
- From the Lungomare (Seaside Entrance)
- Go to Via Chiatamone 1-3 (near the seafront).
- Take the private University elevator up to the building –
Abstract Submission
Scholars are invited to submit an extended abstract of at most 2000 characters (spaces included) in PDF format, by March 15, 2026).
Required information includes title, authors, speaker, affiliation (for each author), institution address (for each author), e-mail address (for each author), one to four keywords and at most five references.
The abstract should be written in English and prepared according to this LaTeX template, or with another word processor capable to produce output in this form.
Please, submit your abstract via email at ewgcfm@eventi.uniparthenope.it
Registration
Registration fee
- Early bird (by March 31st) 400 Euro
- Late (after March 31st) 450 Euro
- Phd students – Early bird (by March 31st) 200 Euro
- Phd students – Late (after March 31st) 250 Euro
Payment
The conference fee can be paid by:
- bank transfer to the following bank account:
Holder: Associazione Napoletana di Matematica Applicata
Address: Via Generale Parisi, 13, 80132 Napoli (NA)
Iban: IT63B0306909606100000159620
Reason for payment: 73EWGCFM 2026 Surname Name
- via PayPal to the following PayPal account:
ewgcfm@eventi.uniparthenope.it
Registration form
Participants must register by filling this form.
Programme
To be announced
Contacts
For general information and scientific issues contact ewgcfm@eventi.uniparthenope.it
Travel
How to Reach the Venue
The conference venue is easily accessible from both Naples International Airport (Capodichino – NAP) and Rome Fiumicino Airport (FCO).
From Naples International Airport (Capodichino – NAP)
For those arriving at Naples International Airport (NAP), the most convenient option is taking a taxi, which will bring you to the venue in approximately 25 minutes. Alternatively, the Alibus shuttle connects the airport to the city center, stopping at Naples Maritime Station/Molo Angioino/Beverello. From there, the venue is a 20-minute walk.
From Rome Fiumicino Airport (FCO)
If traveling from Rome Fiumicino Airport (FCO), take the Leonardo Express train to Rome Termini station, a journey of approximately 30 minutes. At Rome Termini, transfer to
a Frecciarossa high-speed train, which reaches Napoli Centrale in about one hour.
From Napoli Centrale, you can either take a taxi (approximately 15 minutes to the venue) or opt for public transportation:
- Metro Line 1: Get off at Municipio station, followed by a 25-minute walk.
- Bus Line 151: Another convenient option from the train station.
Social Programme