The eighth Conference on High Frequency Finance and Analytics (HF2019) will take place between J, 2019, at Stevens Institute of Technology, in Hoboken, NJ. HF2019 will share 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 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 and applications, and more. The conference includes showcases of student and faculty research; networking opportunities; and social events, including a battle of the bands.
Limited slots are available for contributed talks as well as for graduate student talks and posters. Please follow the instructions below to register for the conference.
Special Issue. Through the contributions of many of the past conference participants in 2018, we launched High Frequency, a new journal on applied and theoretical topics involving large data sets sampled with a higher frequency than is considered normal in the particular domain. This journal is to promote mathematical and statistical modeling, empirical studies, computational theory, and design to many areas — finance, astronomy, seismology, various other areas of physics and geosciences, imaging applications such as in neuroscience, and more. Please consult the editorial published in the first issue for more details of the journal.
The intent is for the journal High Frequency to be a focal point around which the emerging HF community of modelers, quantitative researchers, empirical analysts and data scientists may coalesce without regard to disciplinary boundaries.
A special issue on high-frequency finance and data analytics related to the conference is planned.