The focus areas for the HF2015 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.

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