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HFSClogo.png Welcome to the Hanlon Financial Systems Lab

Fall/Spring Schedule: Mon - Fri 9a.m. - 9p.m. (See full schedule)


About Hanlon Lab

The state-of-the-art Hanlon Financial Systems Lab is the heart of the Hanlon Financial Systems Center in Stevens. This lab came into being as a result of a generous gift by Stevens Trustee and Alumnus, Sean Hanlon. The Lab integrates the latest hardware and software technologies, accessing real-time data and historical data, supporting innovative research into the most common and urgent problems in contemporary finance.

Contact Information

Directors: Ionut Florescu (Director) / Dragos Bozdog (Deputy Director)
Phone: 201 - 216 - 5298 (HFSL Research Room)
Email: fscadmin@stevens.edu
Address: Babbio Center, 4th Floor, Stevens Institute of Technology, Castle Point on the Hudson, Hoboken, NJ 07030 (map it)
We would like to get your feedback.
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Lab Resources

Academics

Curriculum
M.S. in Financial Engineering
M.S. in Business Intelligence and Analytics
B.S. in Quantitative Finance
B.S. in Business & Technology
Financial Lab




Stevens Events

[ Financial Seminar Series: A Simple Probabilistic Representation of an Arbitrage-free Implied Variance Rate]
When the variance rates implied from option prices differ across strike prices, at most one of them can be interpreted as the variance rate of the underlying security price. We develop an arbitrage...

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Enhanced Equity-Credit Modeling for Contingent Convertibles
Contingent convertibles are characterized by forced equity conversion under accounting trigger, which occurs when the capital ratio of the issuing bank falls below some contractual threshold. Also,...

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Expansion of Filtrations with Stochastic Processes in the Perspective of High-Frequency Trading
Expansion of Filtrations with Stochastic Processes in the Perspective of High-Frequency Trading

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Register Now:Emerging Trends in the Global Buy-Side Community - Complimentary Webinar
This webinar explores how market reforms have resulted in deep and ongoing structural changes to the markets.

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Symposium on Agent-Based Economics in the EEJ
The NYC Computational Economics & Complexity Workshop is putting together a symposium in theEastern Economic Journal on agent-based modeling, and we hope you will submit an article.

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2016-10-20: IAQF/Thalesians Seminar Series - A Talk By Dr. Erik Vogt
Sellers of variance swaps earn time-varying risk premia for their exposure to realized variance, the level of variance swap rates, and the slope of the variance swap curve.

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2016-11-17: Fifteenth Northeast Probability Seminar
The program was chosen by the seminar’s scientific committee: Yuri Bakhtin, Gerard Ben Arous, Nayantara Bhatnagar, Paul Bourgade, Ivan Corwin, Eyal Lubetzky, Carl Mueller, Daniel Ocone, Robin Pe...

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2016-09-27: ORFE Colloquium Announcements
Using the definition of a bubble as a strict local martingale, we show how under certain special circumstances a martingale can transform into a strict local martingale via an expansion of a filtra...

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2016-09-15: IAQF/Thalesians Seminar Series
To explore the value embedded in News & Social Sentiment data, we build three types of equity trading strategies based on sentiment data and show that strategies based on sentiment outperform t...

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2016-09-07: Columbia Probability Seminar
We consider systems of diffusing particles, whose local characteristics are assigned in terms of their ranks. We construct the associated multidimensional diffusions, and discuss questions of stren...

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Off-Campus Events

High Frequency: An interview with the Editors of Wiley's latest journal in statistics
This year, Wiley has launched High Frequency, the latest journal in their wide-ranging and diverse journals portfolio. High Frequency is the first and only highly interdisciplinary journal devo...

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The 2017 International Conference on Management, Leadership, and Business Intelligence (ICMLBI’17) - Amin Salighehdar
In this paper, we investigate correlation analysis in order to study the relationship between existing liquidity measures. We apply hierarchical clustering algorithm to partition liquidity measures...

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HFSL Administrators Testimonial
Please click to see what the HFSL administrators say about experiences in the lab!

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HFSL Students Testimonial
We interviewed some students appearing in the lab very often. Please watch the above video about their experience in the lab.

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Financial Engineering End of Semester Celebration
On December 16, 2015, financial engineering community at Stevens hosted its semiannual private ceremony in Babbio center. The purpose of this event was to celebrate the accomplishments of all facul...

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2016-10-20: IAQF/Thalesians Seminar Series - A Talk By Dr. Erik Vogt
Sellers of variance swaps earn time-varying risk premia for their exposure to realized variance, the level of variance swap rates, and the slope of the variance swap curve.

Read More

2016-11-17: Fifteenth Northeast Probability Seminar
The program was chosen by the seminar’s scientific committee: Yuri Bakhtin, Gerard Ben Arous, Nayantara Bhatnagar, Paul Bourgade, Ivan Corwin, Eyal Lubetzky, Carl Mueller, Daniel Ocone, Robin Pe...

Read More

2016-09-27: ORFE Colloquium Announcements
Using the definition of a bubble as a strict local martingale, we show how under certain special circumstances a martingale can transform into a strict local martingale via an expansion of a filtra...

Read More

2016-09-15: IAQF/Thalesians Seminar Series
To explore the value embedded in News & Social Sentiment data, we build three types of equity trading strategies based on sentiment data and show that strategies based on sentiment outperform t...

Read More

2016-09-07: Columbia Probability Seminar
We consider systems of diffusing particles, whose local characteristics are assigned in terms of their ranks. We construct the associated multidimensional diffusions, and discuss questions of stren...

Read More

Photo Gallery

The Hanlon Financial Systems lab, Stevens