Call for Papers

The goal of the conference is to present the latest developments in the field of modeling data sampled with high frequency. The conference organizers are delighted to provide all attendee's the opportunity to present and discuss the latest research/development in the field. Specifically, the following opportunities exist:

  • Submit a draft paper or extended abstract to be presented at the conference*: A draft paper is required for review purposes; short drafts (extended abstracts) are preferred, but full papers will also be considered. If accepted, the corresponding author will give a presentation at the conference. A small stipend can be provided to help support and cover some lodging and other local expenses for conference presenters. Presenters must specify if they wish to be considered for such funding.

  • Submit a proposal for a special session to be held during the conference: For consideration for this opportunity, please prepare a title abstract and a tentative list of speakers to contribute to the special session. Conference organizers will review and select sessions. Organizers may provide support for the speakers in the contributed sessions

For consideration for either opportunity, please prepare your proposal and send an email to conference organizers at This email address is being protected from spambots. You need JavaScript enabled to view it. .

Additionally please consider submission to one of the two publications here: 

The submission site include two venues:

Handbook of High-Frequency Trading and Modeling in Financeaiming to publish review-type articles that will be widely cited, with broad readership, and useful for researchers starting in the field. Articles, which will be refereed, may contain original research, but this is not required.

- Special issue in the Quantitative Finance Journal. The articles submitted should contain innovative and original research. The highest editorial standards for a refereed journal will be applied.