Noted Academics from LSE, UCL, Imperial, and Bristol Join High-Frequency Trading Leaders Forum 2013
2013-02-12 22:18:09 - Golden Networking hosts the World’s Most Influential High-Frequency Trading Conference Series, High Frequency Trading Leaders Forum 2013 London "Strategic and Tactical Insights for Investors, Speed Traders, Brokers and Exchanges", March 21
(February 12, 2013, New York) High-Frequency Trading Leaders Forum 2013, "Strategic and Tactical Insights for Investors, Speed Traders, Brokers and Exchanges" ( www.High-Frequency-Trading-Conference.com), is the unique forum that will provide attendees in London (March 21) with the most up-to-date review of the present and future of the industry coming directly from leading academics:
• Professor Alex Preda, Professor of Accounting, Accountability and
Financial Management, King’s College
• Professor Daniel Beunza, Lecturer, London School of Economics
• Professor Dave Cliff, Department of Computer Science, University of Bristol
• Professor Philip Treleaven, Director, PhD, Centre in Financial Computing, UCL
• Professor Walter Distaso, Professor of Financial Econometrics, Imperial College London
High-Frequency Trading Leaders Forum 2013 ( www.High-Frequency-Trading.info
) "Strategic and Tactical Insights for Investors, Speed Traders, Brokers and Exchanges" is bringing the insights for investors and speed traders, who need to protect and refine their competitive advantage in a world dominated by algorithmic and high-frequency trading. Who better than Professors Preda, Beunza, Cliff, Treleaven and Distaso to provide their insights to the hundreds of attendees to High-Frequency Trading Leaders Forum 2013.
Dr. Preda is Professor of Accounting, Accountability and Financial Management, King's College London. Professor Preda holds a PhD from the University of Bielefeld. Prior to joining the Department of Management at King’s College he worked at the University of Edinburgh and at the University of Konstanz. His principal research activities relate to global financial markets, and his research interests include: strategic behaviour in financial markets; decision-making and cognitive processes in electronic anonymous markets; market automation and trading technologies; valuation processes in markets; the role of communication in decision-making processes; the public understanding of finance; the governance of global finance. Professor Preda has recently conducted an ESRC-funded research project, Technology, Action and Cognition in Online Anonymous Markets: A Sociological Study of Non-institutional Traders and is investigator on Evaluation Practices in Financial Markets, a five-year project funded by the European Research Council, working together with colleagues from the University of Edinburgh and the London School of Economics. His publications include, among others, Framing Finance: The Boundaries of Markets and Modern Capitalism (University of Chicago Press, 2009) and Information, Knowledge, and Economic Life: An Introduction to the Sociology of Markets, (Oxford University Press, 2009). He is the co-editor (with Karin Knorr Cetina) of the Handbook of the Sociology of Finance (Oxford University Press, 2012) and The Sociology of Financial Markets (Oxford University Press, 2005).
Dr. Beunza is a Lecturer in Management within the Employment Relations and Organisational Behaviour Group at the London School of Economics and Political Science. His research in sociology explores the ways in which social relations and technology shape financial value. His award-winning study of a derivatives trading room on a Wall Street bank traces the roots of extraordinary returns to the use of space and internal organization. He has also studied securities analysts and the systemic risk posed by financial models. Along with other sociologists, Dr. Beunza's research has led to the development of an emerging discipline, the social studies of finance, that challenges economic and behavioural understandings of finance by incorporating the role of social relations and technology. Dr. Beunza’s current research focuses on financial exchanges and socially responsible investment. His other research interests include management, social studies of finance, organization theory, and sociology of finance. Prior to joining the London School of Economics, Dr. Beunza taught at Universitat Pompeu Fabra (Barcelona) and Columbia Business School in New York City. He obtained his PhD from New York University.
Dr. Cliff is Professor at the Department of Computer Science, University of Bristol and Director of the UK LSCITS (Large Scale Complex IT Systems) Initiative. Professor Cliff is the inventor of the seminal "ZIP" trading algorithm, one of the first of the current generation of autonomous adaptive algorithmic trading systems, which was demonstrated to outperform human traders in research published in 2001 by IBM. Professor Cliff spent the first seven years of his career working as an academic, initially at the University of Sussex UK and then as an associate professor in the MIT Artificial Intelligence Lab, Cambridge USA. Professor Cliff's early research was in computational neuroscience/neuroethology studying visual control of gaze and flight in airborne insects; in using artificial evolution to automate the design of autonomous mobile robots; and in studying the coadaptive dynamics of competitive co-evolutionary arms-races (e.g. between species of predator and prey). In 1996, while working as a consultant for Hewlett-Packard Laboratories, Professor Cliff invented the "ZIP" trading algorithm. In 1998 he resigned his post at MIT to take up a job as a senior research scientist at the HP Labs European Research Centre in Bristol, UK, where he founded and led HP's Complex Adaptive Systems research group. In early 2005, Professor Cliff moved to Deutsche Bank's Foreign Exchange trading floor in London, where he worked as a director in Deutsche's FX Complex Risk Group. In late 2005, Professor Cliff resigned from Deutsche to serve as a Professor of Computer Science at the University of Southampton. In October 2005, Professor Cliff was appointed Director of a UK national research consortium, addressing issues in the science and engineering of Large-Scale Complex IT Systems (LSCITS). In July 2007, Professor Cliff moved to become Professor of Computer Science at the University of Bristol. In 2011, Professor Cliff and Linda Northrop (Director of the USA's Software Engineering Institute's ULSS Project) jointly authored a paper on the global financial markets as ultra-large-scale systems, commissioned by the UK Government Office for Science. Professor Cliff has a Bachelor of Science degree in Computer Science from the University of Leeds, with Master of Science and PhD degrees in Cognitive Science from the University of Sussex.
Professor Treleaven is Director of the UK Centre for Financial Computing and Professor of Computing at UCL. The UK Centre is a collaboration of UCL, London School of Economics, London Business School and the major financial institutions and commercial organisations. The Centre undertakes analytics research in finance, retail, healthcare, services and sport. For the past 8 years Prof. Treleaven’s research group has developed algorithmic trading systems with many of the leading investment banks and funds, and for the past 3 years they have worked on HFT trading risk and systemic risk. The UK Centre has over 70 PhD students working on finance and business analytics, and is unique in placing them in banks, funds and companies to develop advanced analytics and software.
Professor Walter Distaso joined Imperial College Business School in September 2006. He holds a PhD from the University of York. Previously, he held positions at the University of Exeter and Queen Mary, University of London. He has also been a visiting professor at the IMF. His research interests are in the area of estimation, specification testing and prediction of financial Volatility in continuous time models; analyzing macroeconomic and financial time series using long memory models; identifying the macroeconomic determinants of stock-market volatility; studying the dependence of multivariate financial time series using copulas; evaluating competing trading strategies; analyzing the features and the effects of market microstructure noise.
High Frequency Trading Leaders Forum 2013 ( www.hft-leaders-forum.com
) is produced by Golden Networking ( www.goldennetworking.net
), the premier networking community for business executives, entrepreneurs and investors. Panelists, speakers and sponsors are invited to contact Golden Networking by calling +1-414-FORUMS0 or sending an email to email@example.com