The eighth annual Conference on High Frequency Finance and Analytics will focus on sharing the latest research and model applications for data sampled with high frequency. This year, we are encouraging submissions detailing applications of statistical learning algorithms to finance, particularly with respect to high frequency data. This three-day event gathers 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. The conference includes showcases of student and faculty research, networking opportunities, and social events.
Among the focal areas of this year's conference will be:
- Mathematical, statistical and computer science models for high-frequency data.
- Machine-learning applications to finance.
- Market microstructure theory and practice.
- Multiscale modeling of financial events.
- High-frequency trading rules and strategies.
- Regulatory aspects of financial markets.
- Systemic risk.
- Data streaming in finance.
For additional information about the conference, including speakers, logistics and other topics, visit the conference website.