MMUHFDIC 2008

Modelling and Managing Ultra High Frequency Data: 

an International Conference 

MMUHFDIC 2008 

MMUHFD 2008

Keynote Speakers

Professor Michael Aitken.

Chief Scientist of the Capital Markets Cooperative Research Centre CMCRC(Formerly founder and CEO).

Michael Aitken is widely regarded as the most industry-centric academic associated with Australian capital markets. As the founder and former CEO of SIRCA, he has used his industry affiliations to build and share infrastructure which now serves 25 universities across Australia and NZ. Working through SMARTS Pty Ltd SMARTS , he has designed the world's first "off-the-shelf" surveillance software now in use at 22 exchanges and regulators around the world.

• Holds Chair of Capital Markets Technologies at UNSW in the School of Banking and Finance
• Seconded to Role of Chief Executive Officer Capital Markets CRC Limited

Research Areas:

Security market design with a particular interest in market integrity assessment and the design of information systems for real-time fraud detection (e.g. insider trading, market manipulation and front-running).  See attached page for details of Professor Aitken's publications.Mike Aitken

Professor Jiti Gao

Professor of Economics (with Chair in Econometrics) University of Adelaide, and Professorial Fellow (Research), School of Mathematics and Statistics, University of Western Australia.

Research Interests Summary:

Nonparametric and semiparametric econometrics and statistics; nonlinear time series econometrics and financial econometrics.

RESEARCH GRANTS:

Currently, Jiti is a principal investigator of several national and international research projects, including as the first-named principal investigator in three Australian Research Council Discovery Grants (1/2002-12/2010).

RESEARCH PUBLICATIONS:

A1: Books

Gao, J. (2007) Nonlinear Time Series: semiparametric and nonparametric methods. Chapman and Hall/CRC, London.

Haerdle, W., Liang, H. and Gao, J. (2000) Partially Linear Models. Springer Series: Contributions to Statistics. Springer/Physica-Verlag, New York.

C1: Published Papers

Since the beginning of 1997, Jiti has already published more than 35 papers in leading international journals in econometrics, finance and statistics, including some of the top journals in econometrics and statistics: the Journal of the Royal Statistical Society Series B, the Annals of Statistics, the Journal of Econometrics and Econometric Theory.