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.

This conference is now held in cooperation with the Society for Industrial and Applied Mathematics (SIAM) activity group on Financial Mathematics and Engineering.


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

Robert Almgren, Courant Institute, NYU and Quantitative Brokers

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


Get every new post delivered to your Inbox.