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.