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  • March 20, 2014: IAQF/Thalesians Seminar Series

March 20, 2014: IAQF/Thalesians Seminar Series

  • 20 Mar 2014
  • 5:45 PM (EDT)
  • NYU Kimmel Center, Room 914, 60 Washington Square South, New York, NY

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High-Frequency Trading and Modern Market Microstructure

A Talk by
Ciamac Moallemi 



Abstract
Driven by technological advances, modern financial markets have become an electronic world dominated by automated agents that interact algorithmically. Markets are now characterized by decision-making that evolves on a microsecond timescale, with activity fragmented across many exchanges and alternative market structures. This has led to challenging new decision problems for
market participants. This talks explores some of the basic questions and develops quantitative models to address issues that have arisen in modern market microstructure.

Biography
Ciamac C. Moallemi is the Barbara and Meyer Feldberg Associate Professor in the Decision, Risk, and Operations Division of the Graduate School of Business at Columbia University, where he has
been since 2007. He received S.B. degrees in Electrical Engineering & Computer Science and in Mathematics from the Massachusetts Institute of Technology (1996). He studied at the University of Cambridge, where he earned a Certificate of Advanced Study in Mathematics, with distinction (1997). He received a Ph.D. in Electrical Engineering from Stanford University (2007). Prior to his doctoral studies, he developed quantitative methods in a number of entrepreneurial ventures: as a partner in a $200 million fixed-income arbitrage hedge fund, as the director of scientific computing at an early-stage drug discovery start-up, and as the founder of a computer security software start-up.  He is an associate editor at the journals Operations Research and Management Science. He is a member of INFORMS, the AFA, and the IEEE. He is the recipient of a British
Marshall Scholarship (1996) and a Benchmark Stanford Graduate Fellowship (2003).  His research interests are in the area of the optimization and control of large-scale stochastic systems and decision-making under uncertainty, with an emphasis on applications in financial engineering


About the Series
The IAQF's Thalesians Seminar Series is a joint effort on the part of the IAQF (www.iaqf.org) and the Thalesians (www.thalesians.com). The goal of the series is to provide a forum for the exchange of new ideas and results related to the field of quantitative finance. This goal is accomplished by hosting seminars where leading practitioners and academics present new work, and following the seminars with a reception to facilitate further interaction and discussion. Click here for information on the IAQF/Thalesian Seminar Series.

Registration Fees:
IAQF Members: Complimentary by registering through this site
Thalesian Members: $25.00 - by clicking here
Non-Members: $25.00 by registering through this site
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