Market Microstructure, Quantitative Trading, High Frequency, and Large Data, May 2-4, 2024, Chicago


Roger Lee (Financial Mathematics, UChicago), Per Mykland (Statistics, UChicago), Niels O.Nygaard (Financial Mathematics, UChicago), Lan Zhang (Finance, University of Illinois).

Organized by the University of Chicago Stevanovich Center for Financial Mathematics.


Markus Bibinger, University of Würzburg

Eric Budish, University of Chicago

Agostino Capponi, Columbia University

Álvaro Cartea, University of Oxford

Xiaohong Chen, Yale University

Tarun Chitra, Founder, CEO of Gauntlet

Carsten Chong, Hong Kong University of Science and Technology

Fayçal Drissi, University of Oxford

Emmanuel Gobet, École Polytechnique

Anders Kock, University of Oxford

Suzanne Lee, Georgia Institute of Technology

Yingying Li, Hong Kong Institute of Science and Technology

Nour Meddahi, Toulouse School of Economics

Ciamac Moallemi, Columbia University

Kjell Nyborg, University of Zürich

Andrew Papanicolaou, North Carolina State University

Geoff Ramseyer, Stanford University

Eric Renault, University of Warwick

Mathieu Rosenbaum, École Polytechnique

Rituparna Sen, University of California, Santa Barbara / Indian Statistical Institute, Bangalore

Michael Sørensen, University of Copenhagen

Viktor Todorov, Northwestern University

Dacheng Xiu, University of Chicago

Yong Zeng, Program Director, National Science Foundation

Ruixun Zhang, Peking University

Zhengjun Zhang, University of the Chinese Academy of Science, Beijing

Xinghua Zheng, Hong Kong University of Science and Technology