Conference: High Frequency Data Analysis 2

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Conference on Modeling High Frequency Data in Finance II

The conference took place in 2010. Next year site is below.

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The site of the conference in 2011 is: http://kolmogorov.math.stevens.edu/conference2011

This is a joint conference (Stevens Institute of TechnologyUniversity of Texas at El Paso and Purdue University) in high frequency data modeling.

Directions to our campus may be obtained here. A campus map may be accessed here. The registration is in Howe Bulding 4th floor. The location of the conference is split between Bissinger Room in Howe Center and the main auditorium in Babbio (B122).

Please consult the articles on this site for more information.

 

Goals and Topics of the conference

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The purpose of this conference is to improve the models used to analyze high-frequency financial data. Tools available from a variety of areas such as statistics, stochastic processes, statistical mechanics, clustering, and systems will be exposed. Academics, industry professionals, and government regulators will meet:

  • to collaborate, with the goal of advancing the quality of research currently under development in the field,
  • to exchange information about practical applications of data modeling to algorithmic trading and high frequency trading,
  • to open doors for future collaboration and networking
 
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    New York 12°C    Indianapolis 4°C    El Paso 21°C    Bucharest -11°C
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Featured Links:
Modeling High Frequency Data in Finance
The site of last year's conference