• 5th Annual Modeling High Frequency Data in Finance Conference, October 24 – 26, Stevens Institute of Technology

  • Join and network with key thought leaders from academia, industry, and government from across the globe.

  • Learn about and discuss the latest research and developments in the field of modeling data sampled with high frequency.

  • Scott D. O’Malia, Commissioner of the Commodity Futures Trading Commission (CFTC) – Keynote Speaker, 2012 High Frequency Data in Finance Conference.

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5th Annual High Frequency Conference

2013 Conference Topics

The focus areas for the 2013 High Frequency Conference are:

  • 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
  • Systemic risk

These topics are to be complemented with ideas related to mathematical finance, financial engineering, quantitative finance, stochastic processes and applications etc.