**************************************************************** * To post a message, send it to OWNER-SNDE_L(a)EMAIL.RUTGERS.EDU * * To leave the list, send the message UNSUBSCRIBE SNDE_L * * to MAJORDOMO(a)EMAIL.RUTGERS.EDU * * To resolve any problems, contact MCCLELLAND_R(a)BLS.GOV * **************************************************************** ---------- From: RBCALDWELL@delphi.com[SMTP:RBCALDWELL@delphi.com] Sent: Sunday, December 08, 1996 3:20 PM To: owner-snde_l(a)email.rutgers.edu Subject: Final CFP: Data Mining for Financial Applications Status: RO X-Status: X-Keywords: X-UID: 222 ******************************************************************* F I N A L C A L L F O R P A P E R S ******************************************************************* N E U R O V E $ T J O U R N A L Final Call for Papers Special Issue On Data Mining for Financial Applications NEUROVE$T JOURNAL, a peer-reviewed technical journal, published by Finance & Technology Publishing, is seeking papers for review and publication in 1997 on "Data Mining for Financial Applications". As an internationally-recognized independent forum since 1993, the NEUROVE$T JOURNAL serves as the journal of record on the application of advanced computing technologies in finance. Papers published in the Journal are eligible for entry in the Annual NEUROVE$T JOURNAL Essay Award Contest. The Editorial Advisory Board of the Journal selects the best paper for which a cash award is presented each year. EDITORIAL ADVISORY BOARD E. Michael Azoff, Themisto Numerics Ltd. James E. Bowen, CompEngServ Ltd. Richard J. Bauer, Jr., St. Mary's University James F. Derry, Mgmt. Engineering Productivity Systems Ypke Hiemstra, Vrije Universiteit Yuval Lirov, Lehman Brothers Zoran Obradovic, Washington State University David B. Skalak, University of Massachusetts Stephen Slade, Stern Bus. Sch., New York University Leon Sterling, University of Melbourne Manoel F. Tenorio, University of Purdue Halbert White, University of California at San Diego SPECIAL TOPIC Data Mining for Financial Applications PUBLICATION DATE May 1997 PAPER SUBMISSION DEADLINE January 15, 1997 MOTIVATION Financial databases provide a primary source of information for data-driven financial forecasting and classification systems. Extracting information and knowledge from numerical databases is therefore important to financial practitioners. To date, little has been published on the application of automated data mining processes for financial applications. Methods and technologies of interest include: data induction, rough sets, attribute-oriented induction, data mining, knowledge discovery in databases, rule generation, genetic algorithms, neural networks, expert and fuzzy systems. Recent reports on the application of data mining in finance and time series analysis include: Apte, C. and S.J. Hong [1996] "Predicting Equity Returns from Securities Data," in Advances in Knowledge Discovery and Data Mining, The MIT Press, Cambridge, Mass. Berndt, D. and J. Clifford [1996] "Finding Patterns in Time Series: A Dynmaic Programming Approach," in Advances in Knowledge Discovery and Data Mining, The MIT Press, Cambridge, Mass. Derry, J.F. [1995] "Induction: Learning Rules from Data (part 1)," NeuroVe$t Journal, Vol.3, No.1. Derry, J.F. [1995] "Induction: Learning Rules from Data (part 2)," NeuroVe$t Journal, Vol.3, No.4. John, G.H. et al. [1996] "Stock Selection Using Rule Induction," IEEE Expert, Vol.11, No.5. Simoudis, E. et al. [1996] "Integrating Inductive and Deductive Reasoning for Data Mining," in Advances in Knowledge Discovery and Data Mining, The MIT Press, Cambridge, Mass. Skalkos, C. [1996] "Rough Sets Help Time the OEX," NeuroVe$t Journal, Vol.4, No.6. ABSTRACTS Submit 150 to 300 word abstract including full name(s) and affiliation(s) of the author(s), complete mailing address, email address and telephone numbers of all authors. Authors should provide a brief biographic sketch of themselves. Send to either the postal or e-mail addresses below: Post: Editors NEUROVE$T JOURNAL P.O. Box 764 Haymarket, VA 20168 USA E-mail: 72672.261(a)compuserve.com Also, see details available on The Finance & Technology Web at http://ourworld.compuserve.com/homepages/ftpub/call.htm PAPERS Submit three copies of each paper. Papers should be double- spaced, single-sided. Authors should provide a brief biographic sketch of themselves. Each copy submitted should include a page that contains the title of the paper, the full name(s) and affiliation(s) of the author(s), complete mailing address, email address and telephone numbers of all authors, and a 150 to 300 word abstract. The Journal reserves the right to edit all material to meet space requirements and to make grammatical and typographical corrections. The final text should be 4000 to 5000 words in length, containing no more than about 10 references, and be provided as follows: (1) Hardcopy: printed and double-spaced, with notations for the location of graphics, mathematical equations, given thereon, as necessary, (2) Softcopy: The preferred media format is IBM PC 3.5", 1.44MB. The preferred file format is Word 6/7 for Windows 3.1/95. Other acceptable software file formats are the following: WordPerfect 6.1 (for DOS or Windows 3.1). Word/Macintosh 5.0/6.0 using the preferred media format. Any standard ASCII text file format using the preferred media format, including bracketed notations for the locations of symbols, equations or other non-ASCII characters. Tex and LaTex may be used for the development and generation of the hardcopy version of the paper, provided that a softcopy version is also submitted in any standard ASCII text file format using the preferred media format, including bracketed notations for citations and for the locations of symbols, equations or other non-ASCII characters. GRAPHICS The preferred graphics format is a Windows compatible format (.pcx, .bmp, .wmf). For other graphics formats, submit high-quality, camera-ready hardcopy. TEXT CITATIONS AND REFERENCES Papers should be limited to about 10 references. Encouraged are references to peer-reviewed and refereed journals as well as to books. Because of large variations in the detail and quality of material presented in conference proceedings/compendiums, such references are discouraged. Text citations must use the following format: last name(s) of author(s), publication date and suffix (as necessary) in brackets. Example: Watkins and McCoy [1993a] References must be listed alphabetically by the last name of the first author according to the following formats: Journal Article: authors' names, publication date and suffix (as necessary) in brackets, article title (in double quotations), periodical title (in italics), volume and number, pages cited. Book: authors' names, publication date and suffix (as necessary) in brackets, book title (in italics), publisher, publisher location, pages cited. Chapter in Book: authors' names, publication date and suffix (as necessary) in brackets, chapter title (in double quotations), editors' names, book title (in italics), publisher, location, pages cited. Send all manuscripts to the following postal address: Editors NEUROVE$T JOURNAL P.O. Box 764 Haymarket, VA 20168 USA *********************************************************************** F I N A L C A L L F O R P A P E R S *********************************************************************** =========================================================================