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.
Agenda
Digging into High Frequency Data: Present and Future Risks and Opportunities
– Paris Meeting
| Location | Institut Louis Bachelier, Paris |
| Date | May 16 2019 |
| Time | 10:00-17:00 |
| Participants | Patrice 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
| Time | Subject |
|---|---|
| 10:00-10:30 | Sum up of the project objectives and Working Papers (Loriana Pelizzon) |
| 10:30-11:15 | Eurofidai (Patrice Fontaine & Panos Anagnostidis) |
| 11.15-11:30 | Coffee break |
| 11:30-13:00 | Alexey Kolokolov (30 min) Satchit Sagade (30 min) Katia Vozian (30 min) |
| 13:00-14:00 | Lunch break |
| 14:00-15:00 | Jean-Pierre Zigrand (30 min) Loriana Pelizzon (30 min) |
| 15:00-15:15 | Coffee break |
| 15:15-16:45 | Mila Getmansky (30 min) Chabi-Yo Fousseni (30 min) Pamela Saliba (30 min) |
| 16:45-17:15 | Further steps of the projects, Cooperation agreement, Issues, etc., Final Remarks |
