Hawkes Process in Finance and Data Science Conference 2019
June 7-8, 2019
Stevens Institute of Technology, NJ, USA

Registration is Closed

Event Info

  • Date:
  • June 7th, 2019 [5p.m. – 9p.m.]
                        &
  • June 8th, 2019 [9a.m. – 5p.m.]

  • Location:
  • Babbio Center, Stevens Institute of Technology, New Jersey, USA 07030
  •  

Stevens Institute of Technology is pleased to host the Hawkes Process in Finance and Data Science Conference 2019 to bring together researchers who have developed new models and applications underpinned by the theoretical grounding of Hawkes processes. In addition, we aim to bring in financial practitioners and regulators in the loop so that these new developments can be directly applied to real life finance problems and further enhance the collective understanding of the complex modern financial system.

With the Hawkes Process in Finance and Data Science Conference 2019, we hope to:

I. Bring together researchers with new models and new directions on Hawkes processes and models

II. Communicate new applications and new findings to the financial services and investment community and promote greater innovation

   Conference Theme

Recently, a rapidly increase in research on Hawkes processes modeling has appeared in various areas of finance such as market jumps, order book dynamics, insurance strategies and investment sentiment etc. All these newly emerged research areas demonstrate that Hawkes processes have substantial advantages in approximating and interpreting the complex market and financial phenomena. The goal of this conference is to bring together researchers who have developed new models and applications underpinned by the theoretical grounding of Hawkes processes. In addition, we aim to bring in financial practitioners and regulators in the loop so that these new developments can be directly applied to real life finance problems and further enhance the collective understanding of the complex modern financial system.

We encourage contributions to a spread of topics specialized in market microstructure including HFT and regulation, financial jumps, market liquidity and resilience, hedging strategies and market design.

   Special Issue in European Journal of Finance

Authors whose papers are accepted for presentation at the conference are encouraged to submit their papers to the European Journal of Finance special issue.

All papers will be double blind refereed in the usual way. Authors should submit their work via the journal's website: http://mc.manuscriptcentral.com/rejf

Authors are reminded that submitted papers must comply with the format specified in the notes for authors on the European Journal of Finance website: Instructions for authors, that wthere is a submission fee of £125.00. Submitted articles should be consistent with the aims and scope of the journal. The opening date for the special issue is 1st August and the closing date is 1st September, 2019. Please do not submit for the special issue before the opening date. Please contact Dr. Jing Chen or Dr. Steve Yang if you need further information about the workshop or the special issue.

Please contact ejf@soas.ac.uk for general enquiries about The European Journal of Finance.

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   Local Logistics

Public Transportation:

Once in the Hoboken South Terminal, take a local Washington Street bus, taxi, or take the 10-minute walk uptown to Sixth Street and turn right (east) to enter the Stevens campus. The Babbio Center is the 6-story building by the stairs to the Castle Point.

Hotels Nearby:

Here are the closeby hotels by their distance to Stevens campus. You may also choose to live the NYC and take public transportation or ferry to Hoboken.

  • W Hotel Hoboken, 225 River Street, Hoboken, NJ 07030
  • Sheraton Lincoln Harbor Hotel, 500 Harbor Blvd, Weehawken, NJ 07086
  • Hyatt Regency Jersey City, 2 Exchange Pl, Jersey City, NJ 07302
  • Courtyard by Marriott, 540 Washington Blvd, Jersey City, NJ 07310


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