Department of Mathematics

Minisymposium on High Frequency Trading March 25-26th, 2017 Overview: The Minisymposium on High Frequency Trading will be held on March, 25-26, 2017 at University of Pittsburgh, PA, USA. In this two-day event, academic scholars and industry pofessionals will share their latest research and practical experience on high frequency trading, limited order book, microstructure and related fields. Speakers: Agostino Capponi (Columbia University) Dobrislav Dobrev (Federal Reserve) Sebastian Jaimungal (University of Toronto) Dmitry Kramkov (CMU) Kevin Li (Tower research Capital, New York) Ciamac Moallemi (Columbia University) Sergey Nadtochiy (University of Michigan) Steven Shreve (CMU) Sasha Stoikov (Cornell University) Steve Xu (Hehmeyer LLC, Chicago) Schedule and Programs: Schedule and Programs. Registration: There is no registration fee but all attendees must register prior to the event via this online form. Local information Hotels Wyndham Hotel Pittsburgh University Center, 100 Lytton Avenue, Pittsburgh, PA 15213. Other hotels: Hilton Garden Inn Pittsburgh University Place, Hampton Inn University Center, Residence Inn by Marriott University/Medical Center, Quality Inn University Center, and and more hotels. Directions The Pittsburgh International Airport (PIT) is 22 miles away (approximately 35 minutes driving time) from the University of Pittsburgh. Ground Transportation from Pittsburgh International Airport: Taxi: Yellow Cab 412-321-8100. zTrip Taxi, 412-777-7777 . Super Shuttle, 1-800-258-3826. Public Bus Transportation with Port Authority Transit 28X Airport Flyer: The bus runs every 30 minutes from the airport and has stops on Pitt campus. http://www.portauthority.org/PAAC/apps/pdfs/28X.pdf Campus map. Dining Options The Pitt News Dining Guide: Oakland, Shadyside, Squirrel Hill, Downtown.   With questions, please contact LaVerne Kapucensko, laverne@pitt.edu, 412-624-8361 Organized by John Chadam (chadam@pitt.edu) and Song Yao (songyao@pitt.edu). Supported by the Department of Mathematics and the Mathematics Research Center (MRC) of the University of Pittsburgh.