The availability of data about the actions of financial market participants (trader, brokers, companies and other legal entities) casts a fundamentally new light on price formation and dynamics, and on the interaction between market participants. New challenges consist in designing novel scientific questions and methods of empirical analyses.
This first workshop about the Empirical Modelling of Financial Market Participants aims to gather researchers from academia and industry during a two-day workshop.
This workshop invites economists, mathematicians, computer scientists, sociologists, physicists, and practitioners in finance to discuss statistical methods, quantitative measures, modelling strategies, numerical simulations and non-conventional data mining approaches that are or can be applied to the study of investment decisions of individual investors. We regard an investor as an individual investor when it is associated with a unique identifiable legal entity.
CALL FOR PAPERS (closed)
No conference fee will be levied. Registration is mandatory as space is limited.
Organisers: Damien Challet damien.challet@centralesupelec.fr and Rosario Mantegna rosario.mantegna@unipa.it .
91190 Gif-sur-Yvette, France