This past weekend on July 10-13, 2009 Stevens Institute of Technology hosted a cross-disciplinary "Modeling High Frequency Data in Finance" conference that attracted thought leaders from academia and industry in the areas of high frequency data analysis, statistics, econophysics, and systems analysis to the Hoboken Campus.

Over 120 people attended the conference, indicative of the high level of interest generated in the main topics of:
• Stochastic modeling and statistical analysis of high-frequency data
• Models in econophysics and application to the analysis of high-frequency data
• Systems and complex adaptive systems in finance

Presenters included Dr. H.E. Stanley, Director of the Center for Polymer Studies and Physics Department at Boston University, Dr. Paul Glasserman from Columbia Business School, and Dr. Jean-Pierre Fouque from the Center for Research in Financial Mathematics and Statistics at UC Santa Barbara.  Additional speakers and participants came from a diverse set of institutions including JP Morgan, the NY State Banking Department, ICAP Electronic Broking, Cornell University, Northwestern University, Purdue University, the University of Missouri- Kansas City, and the University of Palermo, Italy.  Links to presentations and post-conference details can be found here.    

The main conference organizers were Professor Ionut Florescu and Professor Khaldoun Khashanah, Stevens Institute of Technology, and Professor Maria Cristina Mariani, from New Mexico State University.  This conference was funded by a grant from the National Science Foundation, and support from the International Mathematics Union, the American Statistical Association, the Institute of Mathematical Statistics, and the International Association of Financial Engineers, as well as Stevens Institute of Technology, and New Mexico State University.

“Thanks to all of you for this very informative and enjoyable conference, and for creating common ground for physicists, trading analysts, financial analysts, economists, mathematicians and statisticians.”
Conference Participant, Modeling HF Data in Finance, 2009

Photo courtesy of Dr. Cornelis Los,  University of Lethbridge

For more information, please contact:

Beth DeFares
Director of Education
Babbio
Room 517
Phone: 201.216.5362
Fax: 201.216.5080
bdefares@stevens.edu