Advancing the Field of Quantitative Finance
formerly the IAFE

Event: Modeling High Frequency Data in Finance
Date: July 10-12, 2009

Stevens Institute of Technology

Hoboken, NJ

The International Association of Financial Engineers is pleased to endorse

Modeling High Frequency Data in Finance

July 10-12, 2009

Stevens Institute of Technology
Hoboken, NJ


This is a joint workshop (Stevens Institute of Technology and New Mexico State University) in high frequency data modeling. The main purpose of the workshop is to provide synergy between Econophysics and High frequency data modeling. Specifically, the focus of the conference is on models for high frequency data and in particular applications of statistics and statistical mechanics to this modeling problem. Furthermore, we are interested in complex systems and system of systems as applying to this problem.

The main objective of this meeting is to expose current economic and modeling problems to mathematicians and current graduate students in the hope that this will improve the quality of the research problems currently under development. A secondary objective is to strengthen the collaboration between mathematicians, physicists, economists and industry.  

Click here to view the conference website.

Registration is free for graduate students and academicians. Registration is $200 for corporate and industry participants. Note that any industry participant employed by one of our sponsors has the registration fee waived.Qualified graduate students and young researchers are expected to be supported. Funds are graciously provided by NSF, IMU, Stevens Institute of Technology and New Mexico State University.

Please contact the organizers for further information. The details can be found using the link provided.