Modeling High Frequency Data in Finance Conference 2012

Modeling High Frequency Data in Finance Conference 2012
July 19 - 22, 2012

The 2012 High Frequency Data Conference will focus on sharing the latest research and applications of models for data sampled with high frequency. This four-day conference will gather 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.

Topics to be discussed and covered at the 2012 High Frequency Conference include:

• Mathematical, statistical and computer science models for data sampled with high frequency
• Market Micro-structure theory and practice
• Multiscale modeling of financial events
• Trading rules and strategies when using high frequency data
• Regulatory aspects of financial Markets
• Systemic Risk