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Announcement: Workshop on Modeling High Frequency Data in Finance

posted on 17 March 2009

The goal of the meeting is to expose today's economic and modeling problems to mathematicians and current graduate students in the hope that this will improve the quality of the research problems studied at the moment of the conference. The main topics studied are: models for high frequency data, econophysics and complex adaptive systems in finance. Deadline for abstract submission: April 30 2009.

Provide external link: 
http://bergenbier.math.stevens.edu/conference2009/