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Share your research with The European Journal of Finance

Deadline: 1st September 2019

Special Issue Call for Papers and Conference

Hawkes Process in Finance Conference 2019

Recently, a rapid increase in research on Hawkes processes modeling has appeared in various areas of finance such as market jumps, order book dynamics, insurance strategies and investment sentiment etc. All these newly emerged research areas demonstrate that Hawkes processes have substantial advantages in approximating and interpreting the complex market and financial phenomena. The goal of this conference is to bring together researchers who have developed new models and applications underpinned by the theoretical grounding of Hawkes processes. In addition, we aim to bring in financial practitioners and regulators in the loop so that these new developments can be directly applied to real life finance problems and further enhance the collective understanding of the complex modern financial system.

We encourage contributions to a spread of topics specialized in market microstructure including HFT and regulation, financial jumps, market liquidity and resilience, hedging strategies and market design.

Submission Guidelines

All papers will be double blind refereed in the usual way. Authors should submit their work to via the journal’s website.

Authors are reminded that submitted papers must comply with the format specified in the notes for authors on the European Journal of Finance website, that there is a submission fee of £125.00. Submitted articles should be consistent with the aims and scope of the journal. The opening date for the special issue is 1st August and the closing date is 1st September 2019 . Please do not submit for the special issue before the opening date. Please contact Dr. Chen and Dr. Yang if you need further information about the workshop or the special issue. For general enquiries about The European Journal of Finance, please contact us here.


Guest Editors:

  • Professor Nick Taylor (Bristol, UK), 
  • Dr Steve Yang (Stevens Institute of Technology, USA),
  • Professor Qian Han (Xiamen, China)
  • Dr Jing Chen (Cardiff, UK)

Hawkes Process in Finance Conference 2019

2019-06-07 - 2019-06-08

Babbio Center, Stevens Institute of Technology, New Jersey, USA 07030

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Tentative Conference Agenda

June 7th [5pm – 9pm]

Evening Social Event – Friday Night (Babbio Atrium)

Keynote Speech by Prof. Alan Hawkes: Genesis of Hawkes Processes


June 8th  [9am – 5pm]

Session 1: Hawkes process theoretical development (2 paper presentations)

*Keynote Speech (Prof. Alan Hawkes)

Session 2: Hawkes process applications in finance (2 paper presentations)

Lunch & Keynote Speech by Dr. Roy D. Henriksson (QMA)

*Keynote Speech (Prof. Chris Adcock)

Session 3: Panel Discussion – Moderator by Prof. Maggie Chen *Keynote Speech (Prof. Enrico Scalas)

Session 4: Research framework for the future (2 paper presentations)

Closing Remarks from Prof. Gregory Prastacos (Dean)

Location: Stevens Institute of Technology (NJ, US)

Call for Paper: Jan 15, 2018 – Deadline April 1, 2019

Keynote Speakers:

  • Prof. – Alan Hawkes (Swansea University - Emeritus)
  • Prof. – Chris Adcock (Editor-in-Chief Euro. Journal of Finance)
  • Prof. – Enrico Scalas (University of Sussex)

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