• 5th Annual Modeling High Frequency Data in Finance Conference, October 24 – 26, Stevens Institute of Technology

  • Join and network with key thought leaders from academia, industry, and government from across the globe.

  • Learn about and discuss the latest research and developments in the field of modeling data sampled with high frequency.

  • Scott D. O’Malia, Commissioner of the Commodity Futures Trading Commission (CFTC) – Keynote Speaker, 2012 High Frequency Data in Finance Conference.

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5th Annual High Frequency Conference

October 24-26, 2013 - Stevens Institute of Technology

The 5th Annual, 2013 Modeling High Frequency Data Conference will be held October 24-26, 2013 at Stevens Institute of Technology. The HF2013 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.fsc.stevens.edu/specialissues/

2013 Conference Topics

The focus areas for the 2013 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: 

  • Submit an abstract of a paper to be presented at the conference*

  • Submit a proposal for a special session to be held during the conference

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. .

Additionally please consider submission to one of the two publications here: http://kolmogorov.fsc.stevens.edu/specialissues/ 

- The Handbook of High-Frequency Trading and Modeling in Finance
- Special issue in the Quantitative Finance Journal