The 15th ICFOD Conference

“Interdisciplinary Research in Derivatives”

21-22 November 2026

Xi’an Jiaotong-Liverpool University, Suzhou, China

Overview

The 15th ICFOD conference will be hosted by the International Business School Suzhou (IBSS), Xi’an Jiaotong-Liverpool University (XJTLU) in Suzhou on 21-22 November 2026. Under the theme “Interdisciplinary Research in Derivatives”, the conference is supported by a special issue of the Journal of Futures Markets (JFutM, indexed in SSCI and ABS 3*).

Financial research is increasingly moving beyond traditional asset pricing, risk management, and market microstructure frameworks towards a more interdisciplinary approach. Methods and insights from climate and green finance, trustworthy AI, multimodal data, and deep learning are reshaping how scholars study information processing, risk transmission and trading behaviour.

Derivatives markets, including futures, options, swaps, and other derivative instruments, constitute an important component of the modern financial system. Their pricing and trading activities influence risk allocation, capital flows, hedging demand, and market expectations. Understanding how these markets function – from price discovery, volatility dynamics, risk transmission, and hedging efficiency in derivatives markets – is therefore essential to improving market efficiency, strengthening financial stability, and enhancing financial risk management.

The conference seeks to promote interdisciplinary finance research in derivatives markets and closely related financial markets. We especially encourage submissions on climate finance and green finance in derivatives markets. We also welcome studies applying new data and new methods to derivatives markets, including multi-modal data, alternative data, trustworthy AI, deep learning, large language models, and other emerging approaches. Broader interdisciplinary finance topics, such as quantum finance, econophysics, decentralized finance, and biodiversity finance, are also welcome. We also encourage research on important topics in finance, including corporate finance, asset pricing, and other related areas, that advances the understanding of financial markets and financial systems.

Topics include, but are not limited to:

1. Climate and Sustainable Finance in Derivatives Markets

• Climate risk, extreme weather, and derivatives markets
• Carbon derivatives and energy transition pricing
• Biodiversity and nature-related risks, and derivatives risk management

2. Data and Technology-Driven Derivatives Finance

• Multimodal and alternative data in derivatives pricing and forecasting
• Trustworthy AI and deep learning in derivatives markets
• Large language models in trading and risk management
• High-frequency data and volatility modelling in derivatives markets

3. Emerging Interdisciplinary Finance in Derivatives Trading

• Quantum finance and physics-inspired pricing models
• Econophysics and complex systems in market dynamics
• Decentralized finance and financial innovation
• Other emerging interdisciplinary frontiers in finance

Key Dates

Paper submissions open: 1 July 2026

Paper submissions close: 7 October 2026

Paper decisions: 9 October  2026

Registration fee deadline: 1 November  2026

Conference dates: 21-22 November  2026

Keynote Speakers

Prof. Jianqing Fan, Princeton University, USA

Prof. Steven Heston, University of Maryland, USA

Prof. Jie Cao, City University of Hong Kong

Prof. Bart Frijns, Journal of Futures Markets (John Wiley & Sons), USA

Prof. Robert Webb, University of Virginia, USA

Further keynote speakers to be confirmed

Awards and Support

Outstanding Paper Awards are supported by China Financial Futures Exchange (CFFEX). These will be presented in the categories  Financial Futures, Financial Options, and Innovations in Financial Theory. This conference is also supported by CCERDATA and Dongwu Futures.

Submission Guidelines

Submissions of full papers are welcome via the submission link. All submissions are subject to a double-blind peer review process. Submissions must be original and unpublished. Submission Deadline: October 7, 2026

Submission: Full papers must be submitted to: https://xjtlu.mike-x.com/38iEf.

Authors will be required to submit two files in PDF format:

1. A complete paper inclusive of title page containing:

• title of the paper
• name of the author(s)
• address, affiliation and email for each author

2. A version of the paper without identifying details. Author names, affiliations, and any other potentially identifying information should be removed from the text.

Potential Publications

The Journal of Futures Markets (JFutM, SSCI, ABS 3) will publish a special issue. A selection of high quality English-language papers from the conference will be considered for publication. All papers accepted for the conference are eligible to be considered for publication in the JFutM. Papers will be reviewed for these journals upon receipt using their normal criteria.

Please note that acceptance of a paper to the conference does not guarantee publication in JFutM. All papers will go through the journal’s standard blind review process. Special issue information will be available on the journal website soon.

Additional Supporting Journals:

International Review of Finance, (SSCI, ABDC A)

International Journal of Finance and Economics, (SSCI, ABS 3)

Conference Registration

All participants are required to register for the conference. The registration fee is RMB 2,000 (or USD 300). Payment methods will be announced in due course.

Contact Email

For any inquiries regarding the conference, please feel free to contact the Conference support team at:
Email: ICFOD2026.IBSS@xjtlu.edu.cn.

Conference Organizing Committee Chairs:

Xinfeng RUAN, Xi’an Jiaotong-Liverpool University

Jia ZHAI, Xi’an Jiaotong-Liverpool University

Conference Organizing Committee Members:

Shimeng SHI, Xi’an Jiaotong-Liverpool University

Yingying WU, Xi’an Jiaotong-Liverpool University

Xingzhi YAO, Xi’an Jiaotong-Liverpool University

Ning ZHANG, Xi’an Jiaotong-Liverpool University

Yuanyi ZHANG, Xi’an Jiaotong-Liverpool University

Conference Co-Chairs:

Qingfu LIU, Fudan University

Libo YIN, Central University of Finance and Economics

Qunzi ZHANG, Shandong University

Programme Committee Co-Chair:

Prof. Bart Frijns, Journal of Futures Markets (John Wiley & Sons), USA

Conference Members:

Jun CAI, City University of Hong Kong

Jaime CASASSUS, Universidad Catolica de Chile

Guotai CHI, Dalian University of Technology

Lin William Cong, Cornell University

Jianqing FAN, Princeton University

Joseph FUNG, Hong Kong Baptist University

Liyan HAN, Beihang University

Qian HAN, Sun Yat-sen University

Feng HE, Capital University of Economics and Business

Renhai HUA, Nanjing University of Finance and Economics

Jangkoo KANG, KAIST

Tong Suk KIM, KAIST

Jianping LI, Chinese Academy of Sciences

Ping LI, Capital University of Economics and Business

Qingfu LIU, Fudan University

Peng LIU, Cornell University

Yanchu LIU, Sun Yat-sen University

Brian M. LUCEY, Trinity College Dublin

Xingguo LUO, Zhejiang University

Youwei LI, Hull University

Jun QIAN, Fudan University

Yiuman TSE, University of Missouri –Saint Louis

Samuel A. VIGNE, LUISS Business School, Italy

Chongfeng WU, Shanghai Jiaotong University

Jian YANG, University of Colorado

Shenggang YANG, Hunan University

Libo YIN, Central University of Finance and Economics

Xianzhi YUAN, Shanghai Lixin Accounting and Finance Institute

Yan ZENG, Sun Yat-sen University

Hao ZHANG, Guangdong University of Foreign Studies

Huiyan ZHANG, Shanghai Futures Exchange

Jinqing ZHANG, Fudan University

Qunzi ZHANG, Shandong University

Yongmin ZHANG, Ningbo University

Zhenlong ZHENG, Xiamen University