The annual Stevens Conference on High-Frequency Finance and Analytics focuses on sharing the latest research and model applications for financial data sampled with high frequency. This three-day conference puts special emphasis on the areas of mathematical finance, financial engineering, quantitative finance, stochastic processes and applications, and more. Hundreds of scholars, researchers and business professionals attend each year.
Past conference topics have included:
- Mathematical, statistical and computer science models for high-frequency data.
- Multiscale modeling of financial events.
- Trading rules and strategies using high-frequency data.
- Regulatory aspects of financial markets.
- Systemic risk.
The conference was among the first of its kind when it started in 2009. Since then, it's become a multiday event attracting some of the brightest researchers and thought leaders eager to explore how new computing advances and increasingly rich data streams are creating new opportunities to advance knowledge and exploit new opportunities in industry.
In addition to talks and presentations, guests can see firsthand the financial research taking place at Stevens, including risk analysis, modeling, data streaming and portfolio theory; meet Stevens faculty and graduate students leading the charge in these studies; and network with academics and industry professionals from around the globe.