Call for Papers: Computational Finance and Microstructure ModelsModeling High Frequency Data in Finance 3 Conference(http://kolmogorov.math.stevens.edu/conference2011)July 27 - July 31, 2011Stevens Institute of Technology, Hoboken, NJ,The transformation of the major stock exchanges into electronicfinancial markets has encouraged the development of automated tradingsystems;  these systems process streams of data and make instantaneousinvestment decisions. Such automated trading systems have often beenbuilt using agent-based modeling and machine learning; many otherapproaches are also possible.The Center for Decision Technologies at Stevens(http://howe.stevens.edu/research/research-centers/decision-technologies)is organizing a special session on computational finance andmicrostructure models at the “ModelingHigh Frequency Data in Finance 3” Conference. The Center invitesresearchers interested to present and discuss their work usingcomputational intense methods to either analyze market activity orconstruct trading systems. This special session puts emphasis onmicrostructure models. Machine learning methods, time series methods,complex systems, and agent-based models might be applied. In addition,we are particularly interested in methods that model trading behaviorusing social network analysis techniques, applied to the interactionsbetween traders, human and machine. Models that address the cognitiveaspects of traders’ decision making are also encouraged. Such workmight analyze the shape and content of social media that bear onmarket transactions, and might propose new indicators of systemicrisk.The National Science Foundation will mostly support US travel costs,the registration fee and  housing in student dorms for one of theauthors of the papers accepted in this session. See the conference’swebsite for further details:(http://kolmogorov.math.stevens.edu/conference2011/index.php/registration-and-support)If you would like to submit a paper for presentation, please submityour name, affiliation, email, and a (short) draft paper to: GermánCreamer, Stevens Institute of Technology, gcreamer@stevens.eduDeadline for paper submission: May 1st., 2011.