6th Annual Modeling HF
Data In Finance
Conference

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The 4th Annual Modeling High Frequency Data in Finance Conference 2012

Date: July 19 – 22, 2012
Location: Stevens Institute of Technology, Hoboken, NJ

Conference Summary:

The 4th Annual Modeling High Frequency “HF” Data in Finance Conference focused on sharing the latest research and applications of models for data sampled with high frequency. This 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 applications and more.

Approximately 200 hundred industry professionals, academics, faculty and students from around the country descended upon Stevens from July 19 to 22, 2012 for the conference.  The 2012 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.

For a recap and more information on the 2012 HF Conference see below: