Conference on Modeling High Frequency Data in Finance 5

The conference will be held at Stevens Institute of Technology, Hoboken, NJ, October 24-26, 2013.

This award provides funding for the fifth edition of the Conference on Modeling High Frequency Data in Finance. 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 financial 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 America's trade capital has the potential of bringing together the best mathematicians, practitioners and regulators to help developing and improving the modeling aspect of the marketplace. 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 training research.

The conference website is:

www.stevens.edu/hfconference