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MMUHFDIC 2008

Modelling and Managing Ultra High Frequency Data: 

an International Conference 

MMUHFDIC 2008 

                                          Perth, 13th - 14th February 2008
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MMUHFD 2008

Programme: The programme can be downloaded here. Conference Programme 

Structure of programme

Feb 12th Reception and Cocktail Party Joondalup Campus Art Gallery, 5.00-7.00pm.

Buses have been arranged to take delegates to Building 1, ECU Campus Joondalup, the venue for the cocktail party leaving at 4.30 pm from Joondalup Resort and returning at 7.00 pm.

Welcome: Professor Kerry Cox, Vice-Chancellor, Edith Cowan University

Feb 13th Joondalup Resort

 8.50 - 9.00am Opening Address

Professor Robert Harvey, Dean Faculty of Business and Law, Edith Cowan University. 

9.00 am – 10.00 am Keynote Speech

Professor Mike Aitken, University of New South Wales

10.00am – 10.45 am Invited Speaker Professor Paul Kofman, University of Melbourne

Coffee break

11.15 am to 12.15 pm Session 1 “Spreads”

Lunch 12.15pm - 2.00pm

2.00pm – 2.45 pm Invited Speaker Professor Song Xi Chen Iowa State University

2.45 pm – 4.45 pm Session 2 “Volatility”.

4.45 pm – 5. 15 pm Coffee break

5.15- 6.15pm  Ian Friedman, SIRCA (Securities Industry Research Centre of the Asia Pacific)

7.00 pm Joondalup Resort Conference Meal.

Entertainment Sarah McKenzie trio - (see information below programme)

Day 2. February 14th 2008

9.00am – 10.00 am Keynote Speech, Professor Jiti Gao, University of Adelaide.

10.00 am -11.00 am Session 3 “Modelling and Estimation”

11.00 am – 11. 30 am Coffee Break

11.30 – 12.15 pm Invited Speaker Session Adam Clements Queensland University of Technology.

12.15 pm -1.30 pm. Lunch

1.30 pm – 3.00 pm Session 4 “Market Microstructure issues”

3.00 pm – 3.30 pm Coffee break

3.30 pm – 5.30 pm Session 5 “Modelling Volatility and price dynamics”

Conference Meal  Entertainment.

We are delighted to have engaged the services of the Sarah Mckenzie Trio
Sarah  is currently studying at WAAPA at ECU for a Bachelor  of Music (jazz) majoring on the piano.
See her myspace entry Sarah Mckenzie

About Sarah McKenzie

“Sarah McKenzie is a musical marvel. She sings with the kind of phrasing that only a true jazz player can come up with, while her groove on the piano is the stuff that makes people want to play jazz! Don’t miss a chance to hear this lady perform live.” James Morrison 19-year-old Sarah McKenzie plays piano, sings and composes. Last year Sarah moved to Perth to enter the Western Australian Academy of Performing Arts, where she is currently studying a Bachelor of Music (Jazz) majoring on the piano. * Sarah has performed with many groups which have played in the Wangaratta Jazz Festival, Melbourne International Jazz Festival, Warrandyte Music Festival and the Melbourne Women in Jazz Festival. Such opportunities have put Sarah alongside such greats as James Morrison, Daryl Somers, Joe Chindamo and Nichaud Fitzgibbon. * Sarah has performed as the featured pianist in the Australian Show Band and Linda Oh’s Sisters in Jazz Big Band. She has been a James Morrison Jazz Scholarship Finalist for the last three years, and is the only person to be a finalist in both the instrumental and the vocal section. Recently, Sarah made her television debut performing with David Campbell at the L’Oreal Paris AFI awards. * Sarah recently won the 2007 Perth Jazz Society encouragement award. In 2005 Sarah won the musicianship award for the Melbourne Youth Big Band, the Peter Martin Jazz Scholarship (at the Royal South Street Competition) and The National Songwriters Competition (ACMF).

Sarah Mckenzie

 

 


sarahmckenzieSarah McKenzie

Sarah and  her trio will be entertaining us during the conference meal.
See bottom of the page below.