Research Seminar, FinTech – (Workshop) BIG DATA : ISSUE-STRATEGY-REGULATION
Mai 11 @ 17 h 00 min – 19 h 30 min

Dear firends and colleagues,

We are pleased to invite you to the first workshop organized by the group of LabEx ReFi « Fintech and Financial Regulation » on the subject of BIG DATA





Dominique Guégan (University Paris 1, Labex ReFi) and Bertrand Hassani (University Paris 1 and Santander, Labex ReFi)

MAY 11, 2017

ESCP Europe 

75013 Paris

Amphi Dalsace building 2 or 3 – 1st Floor  5 :00 p.m. – 7 :30 p.m

Bart Baesens,

Université Catholique de Louvain, Belgique


Sergio Gorjón

Banco de Espana, Madrid, Spain

«Fintech as a regulatory challenge»

Alexis Renaudin

Aon, London, UK


Round table

Dominique Guégan (University Paris 1, Labex ReFi) and Bertrand Hassani (University Paris 1 and Santander, Labex ReFi)

The Fintech and Financial Regulation group within the LabEx ReFi organizes regular seminars entitled « BIG DATA: ISSUE-STRATEGY-REGULATION » led by  D. GUEGAN (Emeritus Ptrofessor P1) and B. HASSANI (Associate Researcher P1). Three speakers coming from the academic, the regulatory and the industry will have the opportunity to present their views, then a final round table between participants and speakers will take place in order to stimulate and generate discussion around the subject. This seminar is dedicated to researchers, PhD students and financial institutions practitioners, fintechs and regulatory institutions.

Research Seminar, FinTech – High-frequency trading: modelling and regulatory issues with, Dr.Viktor Manahov
Juin 15 @ 17 h 00 min – 19 h 00 min

Dear friends and colleagues,

we are pleased to invite you to a new session of the LabEx ReFi Seminar on « High-frequency trading: modelling and regulatory issues ».


 Dominique Guégan, University of Paris 1 (Bio & CV)

Date: june 15, 2017 Time: 17h-19h.

Place: Maison des Sciences Economiques,

106 Bd de l’Hôpital, 75013 Paris

Room 115, (1st floor)

Dr.Viktor Manahov,

The University of York, UK

CV & Bio (here)

Front-Running Scalping Strategies and Market Manipulation.

Why Does High-Frequency Trading Need Stricter Regulation?

Abstract: The regulors  continue to debate whether high-frequency trading (HFT) is beneficial to market quality. Using Strongly Typed Genetic Programming (STGP) trading algorithm, we develop several artificial stock markets populated with HFT scalpers and strategic informed traders. We simulate real-life trading in the millisecond timeframe by applying STGP to real-time and historical data from Apple, Exxon Mobil, and Google. We observe that HFT scalpers front-run the order flow, resulting in damage to market quality and long-term investors. To mitigate these negative implications, we propose batch auctions every 30 milliseconds of trading.

High Frequency Trading Seminar 

The « High-Frequency Trading: Modelling and Regulatory Issues » seminar is a monthly seminar created and organized by Pr. Roland Gillet (Paris 1), Pr. Olivier Guéant (Paris 1), and Pr. Dominique Guégan (Paris 1). The objective of the seminar is to introduce and develop discussions about high-frequency trading. We are interested in promoting discussions between researchers and practitioners, and about banking regulation and supervision. An important part will be dedicated to modeling and technical issues. This seminar is dedicated to junior and senior researchers, practitioners from banks and other financial institutions, as well as regulators.

Organizer: Pr. Dominique Guégan, University of Paris 1 (Bio & CV)

(Learn more here)

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