7th Annual Stevens Conference on High Frequency Finance and Analytics (HF2016)


The 7th Annual Stevens Conference on High Frequency Finance and Analytics (HF2016) will be held 3-5 November 2016 at Stevens Institute of Technology, Hoboken, NJ, USA.

The HF2016 Conference will focus on sharing the latest research and model applications for data sampled with high frequency. This three-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. The conference will feature graduate students research and networking events. 

The focus areas for the HF2016 Conference are:

◾Mathematical, Statistical and Computer Science Models for Data Sampled with High Frequency
◾Market Micro-structure Theory and Practice
◾Multi-scale Modeling of Financial Events
◾Trading Rules and Strategies when Using High Frequency Data
◾Regulatory Aspects of Financial Markets
◾Systemic Risk
◾Big Data Streaming in Finance

Related Topics

Related Publications

Related Content

Site Footer


This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.