The 4th Annual Modeling High Frequency Data in Finance Conference

July 19 - 22, 2012 - Stevens Institute of Technology

The 4th Annual, 2012 Modeling High Frequency Data Conference will be held July 19-22, 2012 at Stevens Institute of Technology. The HF2012 Conference will focus on sharing the latest research and applications of models for data sampled with high frequency.  This four-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 submission site for the two special volumes is:

http://kolmogorov.math.stevens.edu/specialissues/

2012 Conference Topics

The focus areas for the 2012 High Frequency 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.

Call for Papers

The goal of the conference is to present the latest developments in the field of modeling data sampled with high frequency. The conference organizers are delighted to provide all attendee's the opportunity to present and discuss the latest research/development in the field. Specifically, the following opportunities exist:

For consideration for either opportunity, please prepare your proposal and send an email to conference organizers at This email address is being protected from spambots. You need JavaScript enabled to view it. .

*In the past we have assisted in the publishing of such papers in peer reviewed special issues or conference proceedings