INFORMS Open Forum

2019 Hawkes Process in Finance Conference & Call for Papers

  • 1.  2019 Hawkes Process in Finance Conference & Call for Papers

    Posted 13 days ago
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    Dear Colleagues,

    On behalf of the Organizing Committee, it is my great pleasure to invite you to the the 2019 Hawkes Process in Finance Conference (HPFin2019)​ The conference will be held at Stevens Institute of Technology from June 7th and 8th of 2019, and it is a premier international meeting for researchers and financial professionals who are interested in Hawkes process modeling of finance problems.

    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.

    Key note speakers include:
    Prof. – Alan Hawkes (Swansea University - Emeritus)
    Prof. – Chris Adcock (Editor-in-Chief European Journal of Finance)
    Prof. – Enrico Scalas (University of Sussex)

    A special issue of the European Journal of Finance on the conference theme will be published under the guest editorship of Nick Taylor (Bristol, UK), Steve Yang (Stevens Institute of Technology, US), Qian Han (Xianmen University, China), and Jing Chen (Cardiff University, UK). Authors whose papers are accepted for presentation at the conference are encouraged to submit their papers to the European Journal of Finance (EJF) special issue.

    Important dates:
    Paper submissions: Apr. 1, 2019
    Paper Acceptance Notifications: April 30, 2019
    Conference Dates: Jun. 7-8th, 2019
    EJF Special Issue Submission: Oct. 1st - Nov. 4th, 2019

    Organizing Committee:
    Dr. Steve Yang (Stevens), Dr. Jing Chen (Cardiff), Dr. Nick Taylor (Bristol), Dr. Qian Han (Xiamen), Dr. Zhenyu Cui (Stevens), Emily Majewski (QMA)

    Please go to the conference website (http://hawkes.stevens.edu/home) for the updated information and registration. General registration is free and we have a limited number of spots available. If you are interested in presenting your paper, you only need to submit an abstract at the registration. Please do register as soon as you can.

    Wish you all the best and look forward to seeing you at the conference!

    Dr. Steve Yang
    Chair of HPFin2019
    School of Business,
    Stevens Institute of Technology
    1 Castle Point on Hudson
    Hoboken, NJ 07030

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