The 7thAnnual Stevens Conference on High Frequency Finance and Analytics (HF2016) will be held , 2016 at Stevens Institute of Technology, Hoboken, NJ, USA. The HF2016 Conference will focus on sharing the latest research and model applications for data sampled with high frequency. This three-day conference will gather 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 will feature graduate students research and networking events. A dinner cruise on the Hudson River overlooking the Manhattan skyline on Friday will provide opportunity for relaxing, networking, and creating long lasting relations.
High Frequency is a new journal on applied and theoretical topics involving large data sets sampled extremely quickly. Starting in Fall 2016, the journal will welcome submissions from a wide array of disciplines, on questions including high-frequency (HF) data assimilation, analysis, and/or methods for decision-making. This interdisciplinary journal will promote mathematical and statistical modeling, empirical studies, computational theory and design, with applications to many topics including finance, astronomy, seismology, various other areas of physics and geosciences, imaging applications such as in neuroscience, and more.
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, which will enhance and produce impactful applications in all areas of science and engineering.