26 May 2019

Project team of “Digging into High Frequency Data” met second time in Paris

On 16 May, the international research teams discussed recent findings

The second team meeting for the project “Digging into High Frequency Data: Present and Future Risks and Opportunities” took place at the Institut Louis Bachelier in Paris on 16 May 2019. The project is funded by Deutsche Forschungsgemeinschaft (DFG) and 15 other international research bodies as part of the Trans-Atlantic Platform for the Social Sciences and Humanities.

The interdisciplinary teams of researchers presented and discussed their recent work as well as further steps of their project. Their goal is to build a transatlantic securities markets database that can be easily used for research in Europe and the US.


Digging into High Frequency Data: Present and Future Risks and Opportunities

 – Paris Meeting 

LocationInstitut Louis Bachelier, Paris
DateMay 16 2019
ParticipantsPatrice Fontaine, Mila Getmansky Sherman, Satchit Sagade, Panos Anagnostidis, Loriana Pelizzon, Jean-Pierre Zigrand, Katia Vozian, Alexey Kolokolov, Fousseni Chabi-Yo, Pamela Saliba, Michael Schneider, Anne Zhao

Presentations: May 16 (Thursday), 2019 

10:00-10:30Sum up of the project objectives and Working Papers (Loriana Pelizzon)
10:30-11:15Eurofidai (Patrice Fontaine & Panos Anagnostidis)
11.15-11:30Coffee break
11:30-13:00Alexey Kolokolov (30 min)
Satchit Sagade (30 min)
Katia Vozian (30 min)
13:00-14:00Lunch break
14:00-15:00Jean-Pierre Zigrand (30 min)
Loriana Pelizzon (30 min)
15:00-15:15Coffee break
15:15-16:45Mila Getmansky (30 min)
Chabi-Yo Fousseni (30 min)
Pamela Saliba (30 min)
16:45-17:15Further steps of the projects, Cooperation agreement, Issues, etc., Final Remarks