The 4th Annual Modeling High Frequency Data in Finance Conference
The 5th edition may be found at the following link:
The 4th Annual, 2012 Modeling High Frequency Data Conference was held July 19-22, 2012 at Stevens Institute of Technology. The HF2012 Conference focused on sharing the latest research and applications of models for data sampled with high frequency. This four-day conference gathered 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 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.
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:
*In the past we have assisted in the publishing of such papers in peer reviewed special issues or conference proceedings