Stevens hosts foundation conference on modeling high frequency data in finance
Participants included physicists, trading analysts, financial analysts, economists, mathematicians and statisticians
HOBOKEN, N.J. ― On July 10-13, 2009 Stevens Institute of Technology hosted a cross-disciplinary conference, "Modeling High Frequency Data in Finance," that attracted thought leaders from academia and industry in the areas of high frequency data analysis, statistics, econophysics, and systems analysis to the Hoboken campus.
More than 120 people attended the conference, indicative of the high level of interest generated in the main topics of:
- Stochastic modeling and statistical analysis of high-frequency data
- Models in econophysics and application to the analysis of high-frequency data
- Systems and complex adaptive systems in finance
Presenters included Dr. H.E. Stanley, Director of the Center for Polymer Studies and Physics Department at Boston University, Dr. Paul Glasserman from Columbia Business School, and Dr. Jean-Pierre Fouque from the Center for Research in Financial Mathematics and Statistics at UC Santa Barbara. Additional speakers and participants came from a diverse set of institutions including JP Morgan, the N.Y. State Banking Department, ICAP Electronic Broking, Cornell University, Northwestern University, Purdue University, the University of Missouri- Kansas City, and the University of Palermo, Italy. Links to presentations and post-conference details can be found here: http://bergenbier.math.stevens. edu/conference2009/index.php/post-conference.html.
The main conference organizers were Professor Ionut Florescu and Professor Khaldoun Khashanah, Stevens Institute of Technology, and Professor Maria Cristina Mariani, from New Mexico State University. This conference was funded by a grant from the National Science Foundation, and support from the International Mathematics Union, the American Statistical Association, the Institute of Mathematical Statistics, and the International Association of Financial Engineers, as well as Stevens Institute of Technology, and New Mexico State University.
For more information, please contact: Beth DeFares, SSE’s Director of Outreach and Communications (Babbio Room 517; 201-216.5362; Fax: 201-216.5080; bdefares@stevens. edu).
About Stevens Institute of Technology
Founded in 1870, Stevens Institute of Technology is one of the leading technological universities in the world dedicated to learning and research. Through its broad-based curricula, nurturing of creative inventiveness, and cross disciplinary research, the Institute is at the forefront of global challenges in engineering, science, and technology management. Partnerships and collaboration between, and among, business, industry, government and other universities contribute to the enriched environment of the Institute. A new model for technology commercialization in academe, known as Technogenesis®, involves external partners in launching business enterprises to create broad opportunities and shared value.
Stevens offers baccalaureates, master’s and doctoral degrees in engineering, science, computer science and management, in addition to a baccalaureate degree in the humanities and liberal arts, and in business and technology. The university has a total enrollment of 2,150 undergraduate and 3,500 graduate students, with about 250 full-time faculty. Stevens’ graduate programs have attracted international participation from China, India, Southeast Asia, Europe and Latin America. Additional information may be obtained from its web page at www.stevens.edu.
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