The 5th Annual Modeling High Frequency Data in Finance Conference 2013
Date: October 24 – 26, 2013 Location: Stevens Institute of Technology, Hoboken, NJ
The 5th Annual, 2013 Modeling High Frequency Data Conference wasl held October 24-26, 2013 at Stevens Institute of Technology. The HF2013 Conference focused on sharing the latest research and applications of models for data sampled with high frequency. The four-day conference gathered key thought leaders from academia, industry and government from across the globe in the areas of mathematical finance, financial engineering, quantitative finance, stochastic processes and applications and more.
Approximately 200 hundred industry professionals, academics, faculty and students from around the country descended upon Stevens from October 24 to 26, 2013 for the conference. The 2013 HF Conference especially emphasized the relationship between high frequency trading and volatility induced in the markets, and the impact of high frequency trading in equity, FX, fixed income, commodity and energy markets. Keynote speakers for the conference included: Scott O’Malia, Commissioner, U.S. Futures Trading Commission (CFTC) and Alain Chaboud, Senior Economist on Board of Governors of the Federal Reserve System.
2013 Conference Topics:
- Mathematical, Statistical and Computer Science models for data sampled with high frequency
- Market Micro-structure theory and practice
- Multi-scale modeling of financial events
- Trading rules and strategies when using high frequency data
- Regulatory aspects of financial Markets
- Systemic risk
For more information on this conference visit: http://kolmogorov.fsc.stevens.edu/conference2013/