Conference Seminars & Workshops

This section presents the seminars and workshops that will be available as part of the OFC-25 and ICOF-2025 conferences. Contact the Program Chair if you would like to hold a seminar or workshop, see the FAQs below.

Workshop on Causal Inference Networks for Financial Markets

Presented by Prof. Charles Mutigwe
Thursday, August 28, 2025, 9:30am – 3:30pm

Overview
This tutorial workshop introduces causal inference networks in general and Granger causality networks (GCN) in particular. We will focus on GCNs generated using the prediction vector (PV) model that was developed by the presenter[1][2]. We will also look at Granger causality networks presented by other researchers [3][4]. Finally, we will discuss the potential applications of GCNs to other domains where Granger causality has been studied such as in manufacturing, supply chains, neuroscience, and nursing.

The workshop will cover:

Levels of Causation
Granger Causality

Network Analysis
Granger Causality Networks
Applications to Financial Domain
Applications to Non-Financial Domains

[1] C. Mutigwe (Aug. 2025). “A Measure of Bivariate Long Memories in Financial Time Series with Applications to Granger Causality Networks”. In: O. Valenzuela, F. Rojas, L.J. Herrera, H. Pomares, I. Rojas (eds) Theory and Applications of Time Series Analysis and Forecasting: Selected Contributions from ITISE 2023. Contributions to Statistics book series. Springer, Cham., 2025. (In Press)
[2] C. Mutigwe (2025) “Chicken vs Egg Which Came First – Revisited” [Manuscript in preparation]
[3] M. Durcheva and P. Tsankov (2021). “Granger causality networks of S&P 500 stocks,” in Proceedings of the AIP Conference Proceedings, vol. 2333. AIP Publishing.
[4] O. Shirokikh, G. Pastukhov, A. Semenov, S. Butenko, A. Veremyev, E.L. Pasiliao, V. Boginski (2022). “Networks of causal relationships in the U.S. stock market,” Dependence Modeling vol. 10, no. 1, pp. 177–190.

FAQs

What is a Seminar?
The seminars will tend to be less structured and will be focused on discussions. Seminars provide the organizers with a place to test out some new concepts or ideas that they’ve been thinking about but aren’t fully developed. Propose a seminar if you’re working on an idea for an experiment or a new concept but you want to get some feedback on it before you develop it further. Seminars tends to be half-a-day-long events (9am – 12pm).

What is a Workshop?
Workshops are more structured than seminars. The are dedicated to discussing a specific topic. Workshops are organized fora specific, action-oriented purpose, and aim to discuss concrete answers or introduce a new technique to address problems in the field. Workshops provide a good opportunity to learn new skills and to familiarize yourself with a topic you don’t know well. Workshops tends to be a day-long events (9am-12pm and 1:30pm-4;30pm) or half-a-day-long events (9am – 12pm).

Contact the Program Chair if you would like to hold a seminar or workshop.