[Jul 19, 2012] 2012 Modeling High Frequency Data in Finance Conference (NJ)

[AnideJ]

The 2012 Modeling High Frequency Data Conference will be held July 19-22, 2012 at Stevens Institute of Technology. The HF2012 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.

Sponsored by the Stevens Financial Systems Center, National Science Foundation, Boston University, Purdue University and the University of Texas at El Paso.

• Scott D. O'Malia, Commissioner, US Commodity Futures Trading Commission (CFTC)
• Andrei Kirilenko, Chief Economist, US Commodity Futures Trading Commission (CFTC)
• Peter Carr, Global Head of Market Modeling, Morgan Stanley
• Alain Chaboud, Senior Economist, Federal Reserve Board, Washington DC
• Rama Cont, Director, Center for Financial Engineering, Columbia University
• Jean-Pierre Fouque, Director, Center for Research in Financial Mathematics & Statistics,
University of California Santa Barbara
• Rosario Nunzio Mantegna, Professor of Applied Physics, Palermo University

To register and for more information visit: www.stevens.edu/hfconference

 

[Andy Nguyen]

This is a write up by someone who attended this conference
http://www.edn.com/electronics-blog...-Sinatra-Sings-and-Stochastic-Processes-Swing