Minisymposium on High Frequency Trading March 25, 2017 (All day) - March 26, 2017 (All day)



Minisymposium webpage: http://www.pitt.edu/~songyao/HFTindex.html
Speakers:
  • Agostino Capponi (Columbia University)

  • Dobrislav Dobrev (Federal Reserve)

  • Sebastian Jaimungal (University of Toronto)

  • Dmitry Kramkov (CMU)

  • Kevin Li (Tower research Capital, New York)

  • Ciamac Moallemi (Columbia University)

  • Sergey Nadtochiy (University of Michgan)

  • Steven Shreve (CMU)

  • Sasha Stoikov (Cornell University)

  • Steve Xu (Hehmeyer LLC, Chicago)

 
Supported by Mathematics Research Center (MRC) of the University of Pittsburgh.
Organized by John Chadam (chadam@pitt.edu) and Song Yao (songyao@pitt.edu).