Modeling High Frequency Data in Finance
Stevens Institute of Technology, July 10 - July 12, 2009


This is a joint workshop (Stevens Institute of Technology and New Mexico State University) in high frequency data modeling. The main purpose of the workshop is to provide synergy between Econophysics and High frequency data modeling. Specifically, the focus of the conference is on models for high frequency data and in particular applications of statistics and statistical mechanics to this modeling problem. Furthermore, we are interested in complex systems and system of systems as applying to this problem.

The main objective of this meeting is to expose current economic and modeling problems to mathematicians and current graduate students in the hope that this will improve the quality of the research problems currently under development.
A secondary objective is to strengthen the collaboration between mathematicians, physicists, economists and industry.

Qualified graduate students and young researchers are expected to be supported. Funds are graciously provided by NSF, IMU, Stevens Institute of Technology and New Mexico State University.

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