The 5th 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 will be held from October 24 – 26, 2013 at Stevens Institute of Technology.
This three-day conference 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 applications and more. Approximately 200 industry professionals, academics, faculty and students are expected to attend the conference.
Held annually, the HF Conference exposes attendees to the latest research and applications for data sampled with high frequency. The 2012 HF Conference which featured keynote speakers, Scott O’Malia, Commissioner, U.S. Futures Trading Commission (CFTC) and Alain Chaboud, Senior Economist on Board of Governors of the Federal Reserve System 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.
“The conference organizers are very proud of this event,” said Ionut Florescu, conference chair and Stevens professor. “The HF Conference is now the major annual event for anyone who wants to learn more about the latest research problems and solutions to modeling HF data.”
This year’s conference will focus on the areas of: Mathematical, Statistical and Computer Science models for data sampled with high frequency; market micro-structure theory and practice; multi-scale modeling of financial events; trading rules and strategies when using high frequency data; regulatory aspects of financial markets and systemic risk.
The 2013 HF Conference is sponsored by the National Science Foundation, Thomson Reuters and the Financial Systems Center (FSC) at Stevens. The FSC provides a home for the Hanlon Systems Lab the state-of-the-art financial research and teaching facility supporting programs at the undergraduate, master’s and doctoral levels. The conference is organized in collaboration with Boston University, Purdue University and the University of Texas at El Paso.