Modeling High-Frequency Trading Activity
Arriving Sunday, September 1 and departing Friday September 6, 2013
Confirmed Participants
| Name | Affiliation |
|---|---|
| Agliardi, Rossella | University of Bologna |
| Ait-Sahalia, Yacine | Princeton University |
| Almgren, Robert | Quantitative Brokers |
| Anderson, Torben | Northwestern University |
| Ao, Han | University of Essex |
| Bae, Kyounghun | University of Maryland |
| Bell, Peter | University of British Columbia |
| Bouchaud, Jean-Philippe | Capital Fund Management |
| Brogaard, Jonathan | University of Washington |
| Chaboud, Alain | Federal Reserve Board |
| Djurdjevic, Deana | TMX Group Limited |
| Embrechts, Paul | ETH Zurich |
| Filimonov, Vladimir | ETHZ |
| Foucault, Thierry | HEC Paris |
| Garriott, Corey | Bank of Canada |
| Gencay, Ramo | Simon Fraser University |
| Gradojevic, Nikola | Lille Catholic University-IESEG and Lakehead University |
| Gray, Kyle | Bank of Canada |
| Harris, Larry | University of Southern California |
| Hendershott, Terrence | University of California Berkeley |
| Ivliev, Sergey | PROGNOZ |
| Jones, Robert | Simon Fraser University |
| Kasa, Ken | Simon Fraser University |
| Kirchner, Matthias | ETH Zurich |
| Kirilenko, Andrei | Massachusetts Institute of Technology |
| Kyle, Albert S. | University of Maryland |
| Lamacie, Guilherme | BM&FBovespa S.A. |
| Li, Wei | University of Maryland |
| Lillo, Fabrizio | Scuola Normale Superiore di Pisa |
| Mahmoodzadeh, Soheil | Simon Fraser University |
| Olsen, Richard | Olsen Ltd |
| Parlour, Christine | University of California-Berkeley |
| Ping, Li | Universtity Electronic Science and Technology of China(UESTC) |
| Schmidt, Alec | Kensho Finance |
| Stanley, Eugene | Boston University |
| Sutter, Barbara Caroline | Swiss National Bank |
| Tsang, Edward | University of Essex |
| Tseng, Michael | Simon Fraser University |
| Vatter, Thibault | University of Lausanne |
| Xu, Jiangmin | Princeton University |
| Xue, Yu | University of International Business and Economics |
| Yu, Xiao (Christy) | Simon Fraser University |
| Zhang, Kerry | Simon Fraser University |
| Zumbach, Gilles | SwissQuant |
