Introducing new journal High Frequency

News

  • Author: Statistics Views
  • Date: 01 November 2016

Wiley is excited to announce the launch of the first interdisciplinary journal devoted to the analysis of large data sets sampled at high frequency.

High Frequency has a prestigious editorial board, with two renowned Editors-in-Chief: Ionut Florescu, Stevens Institute of Technology; Frederi Viens, Michigan State University, USA at the helm. Via Wiley Online Library, research from the journal will be available in over 5,000 institutions around the world.

Additional benefits to publishing in the journal include:

• Increased discoverability and reach with the enhanced PDF
• Your research being accessible anytime, anywhere and on any device with the responsive HTML
• Easy submission process through ScholarOne Manuscripts Online
• A publisher with over 200 years’ experience, with an array of tools and support to help get your research seen, read and cited.

thumbnail image: Introducing new journal High Frequency

High Frequency welcomes papers on all topics involving the description and analysis of high-frequency data, including but not limited to the following fields: quantitative finance, seismology, astrophysics, communications, imaging, neuroscience, and environmental statistics. In addition, the journal will publish research presented at the Stevens Institute of Technology’s annual conference on High Frequency Finance and Analytics, in one place for the very first time.

You can submit your paper via ScholarOne here.

Furthermore, the Stevens Institute of Technology are pleased to offer Wiley customers a special reduced registration rate for the 7th Annual High Frequency Finance and Data Analytics conference which takes place November 3-5, 2016.

Simply register here to save 25% on a 3 day pass!

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