The venue for the conference New Methods for the Empirical Analysis of Financial Markets is the Aula Magna of the Comillas Pontifical University, next to the Seminary of Comillas and with a magnificent view of the Comillas Bay. The Comillas Pontifical University is a catholic university run by the Society of Jesus and is the private institution with more than four centuries of educational tradition and has the largest network of university centers in the world. It was founded in 1890 by Pope Leo XIII in the town of Comillas, Cantabria, in response to efforts made by the Marquis of Comillas to build and institution for educating local candidates to the priesthood. At the time of its foundation, the seminary was entrusted to the Society of Jesus. In 1904, the seminary was raised to the status of a Pontifical university when Pope Pius X granted the school the power to confer academic degrees in theology, philosophy and canon law. The building of the Major Seminary is an architectural gem of Spanish modernism with a high heritage value. Its rehabilitation, completed in 2010, was awarded with the XV Prize of architecture of the Official College of Architects of Cantabria, allowing to create a space equipped with modern facilities for the development of its activities. The final design is an incomparable framework in which the elements recovered and the additions coexist conjugating aesthetics and functionality. Its spectacular and luminous central cloister, under which is located the old cistern, now renovated in a beautiful exhibition hall, articulates the main spaces and facilities of the center.