The presentations can now be downloaded here.
The tentative schedule of talks is now posted.
Registration for the conference is now open.
Applied Mathematical Finance has agreed to publish a special issue on Algorithmic and High Frequency Trading out of the papers submitted to the conference. The scientific committee will draw up a short list of papers which (with the authors permission) will then go through the normal Applied Mathematical Finance peer review process. The short list will be drawn up right after the conference so there will be a chance to update the papers before that.
Stay tuned for further details on Advances in Algorithmic and High Frequency Trading Conference to be held at University College London in April 2013.
Confirmed Invited Speakers
René Carmona, ORFE, Princeton University
Álvaro Cartea, Dept. Mathematics, University College London
Rama Cont, Department of Mathematics, Imperial College London
Sebastian Jaimungal, Dept. Statistics, University of Toronto
Michael Ludkovski, Dept. Statistics & Applied Probability, University of California Santa Barbara
Huyên Pham, LPMA, University Paris 7
Alexander Schied, Dept. Mathematics, University of Mannheim
Philip Treleaven, Dept. Computer Science, University College London
Jamie Walton, Morgan Stanley
Programme and Scientific Committee
Álvaro Cartea, University College London
Sebastian Jaimungal, University of Toronto (SIAM representative)
Andrea Macrina, University College London
Carlo Marinelli, University College London