Advancing the Field of Quantitative Finance
formerly the IAFE

Event: Stevens Institute of Technology - The 4th Annual Modeling High Frequency Data in Finance Conference
Date: July 19 - 22, 2012
Location:
Stevens Institute of Technology Campus
Hoboken, NJ

The International Association of Financial Engineers is pleased to endorse

The 4th Annual Modeling High Frequency Data in Finance Conference

 

The 2012 Modeling High Frequency Data in Finance 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.

 

Topics to be discussed and covered at the 2012 Modeling High Frequency Data in Finance Conference include:

• Mathematical, statistical and computer science models for data sampled with high frequency
• Market Micro-structure theory and practice
• Multiscale modeling of financial events
• Trading rules and strategies when using high frequency data
• Regulatory aspects of financial markets
• Systemic Risk

Keynote Speakers include:

Scott D. O'Malia, Commissioner, US, Commodity Futures Trading Commission
Andrei Kirilenko, Chief Economist, US, Commodity Futures Trading Commission
Peter Carr, Global Head of Marketing Modeling, Morgan Stanley
Alain Chaboud, Senior Economist, Federal Reserve Board
Rama Cont, Director, Center for Financial Engineering, Columbia University
Rosario Nunzio Mantegna, Professor of Applied Physics, Palermo University