Market Design and Structure: Difference between revisions
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'''Market Design and Structure''' September 10-12, 2009, Santa Fe NM | '''Market Design and Structure''' September 10-12, 2009, Santa Fe NM | ||
'''Organizers:''' [http://www.santafe.edu/~gerig/ Austin Gerig] (University of Technology, Sydney), [http://www.santafe.edu/~jdf/ | '''Organizers:''' [http://www.santafe.edu/~gerig/ Austin Gerig] (University of Technology, Sydney), [http://www.santafe.edu/~jdf/ Doyne Farmer] (Santa Fe Institute), [http://lagash.dft.unipa.it/~lillo/ Fabrizio Lillo] (Santa Fe Institute and University of Palermo), [http://web.mit.edu/alo/www/ Andrew Lo] (MIT), [http://www.pipelinetrading.com/ Henri Waelbroeck] (Pipeline Financial) | ||
Latest revision as of 23:14, 6 September 2009
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Market Design and Structure September 10-12, 2009, Santa Fe NM
Organizers: Austin Gerig (University of Technology, Sydney), Doyne Farmer (Santa Fe Institute), Fabrizio Lillo (Santa Fe Institute and University of Palermo), Andrew Lo (MIT), Henri Waelbroeck (Pipeline Financial)
Description and Aim: This workshop will bring together a diverse group of leading researchers from the social and physical sciences as well as market practitioners and regulators to address questions dealing with the design and structure of financial markets. Potential topics include: How does the structure of a financial market affect its ability to operate efficiently and what is the metric for efficiency? Why do many properties of market dynamics appear similar across markets – is it due to the universal action of agents or to the similar design of markets? How do markets accommodate large orders, and what is the optimal trading strategy of an investor placing a large order? Why do dark liquidity pools exist; are they necessary? What role does regulation play in the correct functioning of the financial system, and how can it be improved? Is there excess volatility in markets, and if so, how can markets control this?
*Please note that most events are by invitation only.