Conference on Modeling High Frequency Data in Finance 4

  • Florescu, Ionut (PI)
  • Stanley, Harry Eugene (CoPI)
  • Mariani, Maria Cristina (CoPI)
  • Viens, Frederi G. (CoPI)

Project: Research project

Project Details

Description

This award provides funding for the fourth edition of the Conference on Modeling High Frequency Data to be held Steven Institute of Technology, NJ on August 16-19,2012. The conference is a joint effort between Stevens Institute of Technology (Ionut Florescu), University of Texas at El Paso (Maria C. Mariani), Boston University (H. Eugene Stanley), and Purdue University (Frederi Viens). The purpose of the conference is to improve the models used to analyze data sampled with high frequency. 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. The previous editions were instrumental for the development of the field by bringing attention to important problems in high frequency data modeling and proposing cutting-edge solutions to some of these problems. The scientific motivation for the conference arises from the fact that organizing a conference in the trade capital of the world has the potential of bringing together the best mathematicians, practitioners as well as regulators to help develop and improve the modeling aspect of the financial markets. The main training objective of this meeting is to continue exposing today's economic and modeling problems to current graduate students in the hope that this will improve the quality and impact of their research.

StatusFinished
Effective start/end date1/03/1228/02/13

Funding

  • National Science Foundation

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