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
(www.High-Frequency-Trading-Conference.com).
New
York City, NY, USA (March 14, 2013) -- High-Frequency Trading
Leaders Forum 2013, "Strategic and Tactical Insights for
Investors, Speed Traders, Brokers and Exchanges"
(http://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 Juan Pablo Pardo-Guerra, Lecturer, London School of
Economics
-
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 (http://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.
Dr.
Pardo-Guerra is Lecturer in Sociology at the London School of
Economics and Political Science. He studied physics at UNAM, Mexico,
and holds an MSc and PhD in science and technology studies from the
University of Edinburgh. His current research examines the dynamics
of technology in financial markets, focusing on the evolution of
information dissemination and automated trade execution systems
between 1970 and 2010. His research, along with that of other
colleagues at LSE and Edinburgh, informed the UK government’s
policy on the future computer-based trading in financial markets.
More broadly, his research engages with the linkages between markets,
technologies, politics and expertise, re-evaluating the role and
nature of markets in modern societies. He has published in
top-ranking journals and across disciplines, including Economy &
Society, Cultural Sociology, Journal of Cultural Economy,
(sociology), Technology in Society (innovation studies) and Journal
of Empirical Finance (financial economics).
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.
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