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Rediscovering Price Discovery

Author

Listed:
  • Delphine Lautier

    (DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

  • Julien Ling
  • Bertrand Villeneuve

    (DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

Abstract

17th FINANCIAL RISKS INTERNATIONAL FORUM "Big Data & Algorithmic Finance" The Institut Louis Bachelier, in cooperation with the Fondation du Risque, the Europlace Institute of Finance and the Louis Bachelier "Finance and Sustainable Growth" Laboratory, is pleased to invite you to the 17th Financial Risks International Forum. This year's forum will focus on the theme: "Big Data and Algorithmic Finance" The last 40 years have seen huge innovations in computing technology and data availability. Data derived from millions of administrative records or using new methods of data generation such as text mining are now widespread. Banks, insurance and investors are using an increasing amount of data to understand consumers' or firms' behavior, and design investment or trading strategies. Algorithms start to be major players in many areas, and regulations, which were mostly designed for humans, need to adapt to this new environment. This upcoming 17th Financial Risks International Forum aims to discuss the challenges posed by the use of big data and algorithmic finance. "Rediscovering Price Discovery" Julien LING, Collège de France and Renmin University of China, Delphine Lautier, and Bertrand Villeneuve, Université Paris Dauphine-PSL.

Suggested Citation

  • Delphine Lautier & Julien Ling & Bertrand Villeneuve, 2024. "Rediscovering Price Discovery," Post-Print hal-04600379, HAL.
    • Handle: RePEc:hal:journl:hal-04600379
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