This award provides funds to support a joint workshop (Stevens Institute of Technology and New Mexico State University) in high frequency data modeling. The main purpose of this workshop is a synergy between Econophysics and high frequency data modeling. Specifically, the focus of the conference is on models for high frequency data and in particular applications of statistics and statistical mechanics to this modeling problem. Furthermore, we are interested in complex systems and system of systems as applying to this problem. The scientific motivation for the conference arises from the fact that organizing a conference in the trade capital of the world has the potential of bringing together the best mathematicians, practitioners and regulators to help develop and better the modeling aspect of the marketplace. The main objective of this meeting is to expose today's economic and modeling problems to mathematicians and current graduate students in the hope that this will improve the quality of the research problems studied at the moment of the conference.
