报告时间：

Lecture 1 :    Jan. 16, Sunday.       14 :00-16 :00. 

Lecture 2 :    Jan. 17, Monday.       14 :00-16 :00.

Lecture 3 :    Jan. 18, Tuesday.      9 :00-11 :00.

Lecture 4 :    Jan. 19, Wednesday.    9 :00-11 :00. 

Lecture 5 :    Jan. 20, Thursday.       9 :00-11 :00.

报告地点：光华东主楼1704

摘要：1) Optimal High Frequency Trading: an example
2) Volatility estimation: the Ito semi-martingale case
3) Microstructure noise: additive models
4) High frequency correlation and Lead-Lag effect
5) The Uncertainty Zones model.