Stevens Institute of Technology is pleased to host the Hawkes Process in Finance Conference 2018 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.
With this workshop, we hope to:
I. Bring together researchers with new models and new directions on Hawkes processes and models
II. Communicate new applications and new findings to the financial services and investment community and promote greater innovation