The 4th Annual Modeling High Frequency Data in Finance Conference

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.