VFN-L October 1995

vfn-l@fam.tuwien.ac.at

7 participants
13 discussions

None
by Elke Pendl 30 Oct '95

30 Oct '95

Einladung zum Betriebswirtschaftlichen Forschungsseminar des Institutes fuer Betriebswirtschaftslehre der Universitaet Wien A-1210 Wien, Bruennerstrasse 72 Freitag, 10. November 1995, 14:00 - 15:30, BWZ-Bruennerstrasse (Hoersaal 8) Mag. Martin Scheicher, Universitaet Wien, Institut fuer VWL ''Asset Pricing with Time-Varying Covariances: Evidence for the German Stock Market'' Freitag, 17. November 1995, 15:30 - 17:00, BWZ-Bruennerstrasse (Hoersaal 8) Professor Karl Sigmund, Universitaet Wien, Institut fuer Mathematik ''Die Evolution der Kooperation'' Freitag, 24. November 1995, 15:30 - 17:00, BWZ-Bruennerstrasse (Hoersaal 8) Professor Raman Uppal, University of British Columbia ''An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets'' (Co-author: Burton Hollifield)

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CIFEr CFP (fwd)
by Chris Haefke 28 Oct '95

28 Oct '95

Call for Papers Conference on Computational Intelligence for Financial Engineering CIFEr Conference =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- Visit us on the World Wide Web for latest updates and information at http://www.ieee.org/nnc/conferences/cfp/cifer96.html The homepage can also be accessed via the "Conferences" page of the IEEE Neural Network Council's Homepage at http://www.ieee.org/nnc The deadlines mentioned in this CFP supercede those in the hard copy version. Our homepage will be updated on October 15 to reflect these new deadlines. -- Payman Arabshahi Electronic Publicity Chair, CIFEr'96 Tel : (205) 895-6380 Dept. of Electrical & Computer Eng. Fax : (205) 895-6803 University of Alabama in Huntsville payman(a)ebs330.eb.uah.edu Huntsville, AL 35899 http://www.eb.uah.edu/ece/ ---------------------------------------------------------------------- IEEE/IAFE 1996 $$$$$$$$$$$ $$$$$$ $$$$$$$$$$$ $$$$$$$$$$ $$$$$$$$$$$ $$$$$$ $$$$$$$$$$$ $$$$$$$$$$ $$$$ $$ $$$$ $$$$ $$$ $$$ $$$$ $$$$ $$$$$$$ $$$$$$ $$$$$$$$$$ $$$$ $$$$ $$$$$$$ $$$$$$ $$$$$$$$$$ $$$$ $$ $$$$ $$$$ $$$ $$$ $$$ $$$$$$$$$$$ $$$$$$ $$$$ $$$$$$$$$$ $$$ $$$$$$$$$$$ $$$$$$ $$$$ $$$$$$$$$$ $$$ Call for Papers Conference on Computational Intelligence for Financial Engineering CIFEr Conference March 24-26, 1996, New York City, Crowne Plaza Manhattan Sponsors: The IEEE Neural Networks Council, The International Association of Financial Engineers The IEEE/IAFE CIFEr Conference is the second annual collaboration between the professional engineering and financial communities, and is one of the leading forums for new technologies and applications in the intersection of computational intelligence and financial engineering. Intelligent computational systems have become indispensable in virtually all financial applications, from portfolio selection to proprietary trading to risk management. Topics in which papers, panel sessions, and tutorial proposals are invited include, but are not limited to, the following: CONFERENCE TOPICS ----------------- > Financial Engineering Applications: Trading Systems Forecasting Hedging Strategies Risk Management Pricing of Structured Securities Systemic Risk Asset Allocation Exotic Options > Computer & Engineering Applications & Models: Neural Networks Probabilistic Reasoning Fuzzy Systems and Rough Sets Stochastic Processes Dynamic Optimization Time Series Analysis Non-linear Dynamics Evolutionary Computation INSTRUCTIONS FOR AUTHORS, PANEL PROPOSALS, SPECIAL SESSIONS, TUTORIALS ---------------------------------------------------------------------- All summaries and proposals for tutorials, panels and special sessions must be received by the conference Secretariat at Meeting Management by December 1, 1995. Our intentions are to publish a book with the best selection of papers accepted. AUTHORS (FOR CONFERENCE ORAL SESSIONS) -------------------------------------- One copy of the Extended Summary (not exceeding four pages of 8.5 inch by 11 inch size) must be received by Meeting Management by December 1, 1995. Centered at the top of the first page should be the paper's complete title, author name(s), affiliation(s), and mailing addresses(es). Fonts no smaller than 10 pt should be used. Papers must report original work that has not been published previously, and is not under consideration for publication elsewhere. In the letter accompanying the submission, the following information should be included: * Topic(s) * Full title of paper * Corresponding Author's name * Mailing address * Telephone and fax * E-mail (if available) * Presenter (If different from corresponding author, please provide name, mailing address, etc.) Authors will be notified of acceptance of the Extended Summary by January 10, 1996. Complete papers (up to a maximum of seven 8.5 inch by 11 inch pages) will be due by February 9, 1996, and will be published in the conference proceedings. SPECIAL SESSIONS ---------------- A limited number of special sessions will address subjects within the topical scope of the conference. Each special session will consist of from four to six papers on a specific topic. Proposals for special sessions will be submitted by the session organizer and should include: * Topic(s) * Title of Special Session * Name, address, phone, fax, and email of the Session Organizer * List of paper titles with authors' names and addresses * One page of summaries of all papers Notification of acceptance of special session proposals will be on January 10, 1995. If a proposal for a special session is accepted, the authors will be required to submit a camera ready copy of their paper for the conference proceedings by February 9, 1996. PANEL PROPOSALS --------------- Proposals for panels addressing topics within the technical scope of the conference will be considered. Panel organizers should describe, in two pages or less, the objective of the panel and the topic(s) to be addressed. Panel sessions should be interactive with panel members and the audience and should not be a sequence of paper presentations by the panel members. The participants in the panel should be identified. No papers will be published from panel activities. Notification of acceptance of panel session proposals will be on January 10, 1996. TUTORIAL PROPOSALS ------------------ Proposals for tutorials addressing subjects within the topical scope of the conference will be considered. Proposals for tutorials should describe, in two pages or less, the objective of the panel and the topic(s) to be addressed. A detailed syllabus of the course contents should also be included. Most tutorials will be four hours, although proposals for longer tutorials will also be considered. Notification of acceptance of tutorial proposals will be on January 10, 1996. EXHIBIT INFORMATION ------------------- Businesses with activities related to financial engineering, including software & hardware vendors, publishers and academic institutions, are invited to participate in CIFEr's exhibits. Further information about the exhibits can be obtained from the CIFEr-secretariat, Barbara Klemm. SPONSORS -------- Sponsorship for the CIFEr Conference is being provided by the IAFE (International Association of Financial Engineers) and the IEEE Neural Networks Council. The IEEE (Institute of Electrical and Electronics Engineers) is the world's largest engineering and computer science professional non-profit association and sponsors hundreds of technical conferences and publications annually. The IAFE is a professional non-profit financial association with members worldwide specializing in new financial product design, derivative structures, risk management strategies, arbitrage techniques, and application of computational techniques to finance. Early registration is $400 for IEEE (Institute of Electrical and Electronic Engineers, Neural Networks Council) and IAFE (International Association of Financial Engineers) members. For details contact Barbara Klemm at Meeting Management. INFORMATION ----------- CIFEr Secretariat: Meeting Management IEEE/IAFE Computational Intelligence for Financial Engineering 2603 Main Street, Suite #690 Irvine, California 92714 Tel: (714) 752-8205 or (800) 321-6338 Fax: (714) 752-7444 Email: 74710.2266(a)compuserve.com Visit us on the World Wide Web for latest updates: http://www.ieee.org/nnc/conferences/cfp/cifer96.html ORGANIZING COMMITTEE -------------------- Keynote Speaker: Stephen Figlewski, Professor of Finance and Editor of the Journal of Derivatives Stern School of Business, New York University John M. Mulvey, Professor and Director Engineering Management Systems Princeton University, Princeton Conference Committee General Co-chairs: John Marshall, Professor of Financial Engineering Polytechnic University, New York, NY Robert Marks, Professor of Electrical Engineering, University of Washington, Seattle, WA Program Committee Co-chairs: Benjamin Melamed, Ph.D., Research Scientist RUTCOR-Rutgers University's Center for Operations Research Alan Tucker, Associate Professor of Finance Pace University, New York, NY International Liaison: Arnold Jang, Vice President, Intelligent Trading Systems Springfields Investments Advisory Company, Taipei, Taiwan Organizational Chair: Robert Golan, President Rough Knowledge Discovery Inc., Calgary, Alberta Finance Chair: Ingrid Marshall, Accountant Marshall & Marshall, Stroudsburg, PA Exhibits Chair: Steve Piche, Lead Scientist Pavillion Inc, Austin Program Co-Chair: Alan Tucker and Benjamin Melamed Program Committee: Phelim Boyle, Professor of Accounting University of Waterloo, Waterloo, Ontario Mark Broadie, Associate Professor of Finance Graduate School of Business Columbia University, New York, NY Jan Dash, Ph.D, Managing Director Smith Barney, New York, NY Stephen Figlewski, Professor of Finance New York University, New York, NY Roy S. Freedman, Ph.D, President Inductive Solutions, Inc, New York, NY Peter L. Hammer, Professor and Director RUTCOR-Rutgers University's Center for Operations Research, New Brunswick, NJ Jimmy E. Hilliard, Professor of Finance University of Georgia, Athens, GA John Hull, Professor of Management University of Toronto, Toronto, Ontario Yuval Lirov, Ph.D., Vice President Lehman Brothers, Inc, New York, NY David G. Luenberger, Professor of Electrical Engineering Stanford University, Stanford, CA John M. Mulvey, Professor and Director Engineering Management Systems Princeton University, Princeton, NJ Jason Z. Wei, Associate Professor of Finance University of Saskatchewan, Saskatoon Robert E. Whaley, Professor of Business Futures and Options Research Center Duke University, Durham, NC Publicity Chair Michael Wolf, General Manager Financial Products, The Mathworks, Inc., Natick, MA Electronic Publicity Chair Payman Arabshahi, Assistant Professor of Electrical Engineering University of Alabama in Huntsville, Huntsville Conference Liaison Scott Mathews, Senior Associate Marshall, Tucker, and Associates, Edmonds, WA -- Chris ******************************************************************************* Christian Haefke INTERNET:chris@ihssv.wsr.ac.at Institute for Advanced Studies Stumpergasse 56 fax : +43-1-597 06 35 A-1060 Vienna, AUSTRIA, EUROPE voice : +43-1-59991-150 ******************************************************************************* If you write me a snail-mail letter, you are just killing a tree for nothing. =========================================================================

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by Elke Pendl 23 Oct '95

23 Oct '95

VSX WORKSHOP Einladung zu den Vortraegen von Professor R. Stehle Humboldt-Universitaet zu Berlin mit dem Thema ''Anomalien in Deutschen Kapitalmaerkten'' am Montag, den 6. November 1995, um 16.00 Uhr im Hoersaal 6 des Betriebswirtschaftlichen Zentrums der Universitaet Wien, Bruennerstrasse 72, 1210 Wien und von Professor Raffi Amit University of British Columbia mit dem Thema ''Venture Capital Regimes and Entrepreneurial Activity'' am Dienstag, den 14. November 1995, um 15.30 Uhr im Hoersaal 11 des Betriebswirtschaftlichen Zentrums der Universitaet Wien, Bruennerstrasse 72, 1210 Wien =========================================================================

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IHS-Vortrag
by Raimund Alt 19 Oct '95

19 Oct '95

-- Institute for Advanced Studies Tel: +43-1-59991 Stumpergasse 56 Fax: +43-1-5970635 A-1060 Wien, Austria, Europe Einladung zum FINANCE-Forschungsseminar Mittwoch, den 25.Okt.1995 "Stock Markets als Prognoseinstrument" G. ORTNER (TU-Wien) Abstract: Die Informationsverarbeitungskraft des Preisbildungsmechanismus in (Aktien-)Maerkten kann sehr gut als Vorhersageinstrument benutzt werden. Die Aggregation von sehr stark verteilten Informationen durch Maerkte wurden in letzter Zeit in vielen Experimenten untersucht und belegt. Seit ca. 10 Jahren werden ausgehend von den USA Feldversuche bei der Prognose von politischen Wahlentscheidungen durchgefuehrt. Manche dieser Experimente konnten mit ihren sehr exakten Vorhersagen Aufsehen erregen (z.B. IPSM 88). Auch in Oesterreich wurde (APSM 94) und wird gerade (APSM 96) im Bereich der Political Stock Markets experimentiert. Eine Erweiterung in Richtung Prognose von Wirtschafts- daten einer Volkswirtschaft aber auch industrielle Anwendung (z.B. Umsatzprognose) steht unmittelbar bevor. Ort: HS II Zeit: 16.30 R.Alt =========================================================================

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by Roland Dipplinger 19 Oct '95

19 Oct '95

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by Roland Dipplinger 11 Oct '95

11 Oct '95

EINLADUNG zum Gastvortrag Aktuelle Entwicklungen im deutschen Sekund=E4rmarkt Dr. Reto Francioni FWB Frankfurter Wertpapierb=F6rse DTB Deutsche Terminb=F6rse Deutsche B=F6rse AG Zeit: Mittwoch, 25. Oktober 1995, 12.00 - 14.00 Uhr Ort: Wirtschaftsuniversit=E4t Wien, UZAIII Hs.2004, 1090 Wien, Althanstra=DFe 39-45, 3.OG/Stg.6 _____________________________________ Mag. Roland Dipplinger =20 Institut fuer Finanzierung und Finanzmaerkte =20 Wirtschaftsuniversitaet Wien =20 Althanstrasse 39-45 =20 A-1090 WIEN =20 Tel.: 31336-4173 Fax: 31336-761 =20 _____________________________________ =========================================================================

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NNCM-95 PROGRAMME SCHEDULE AND FINAL ANNOUNCEMENT
by Chris Haefke 10 Oct '95

10 Oct '95

NNCM-95 PROGRAMME SCHEDULE AND FINAL ANNOUNCEMENT Third International Conference On NEURAL NETWORKS IN THE CAPITAL MARKETS Thursday-Friday, October 12-13, 1995 with tutorials on Wednesday, October 11, 1995. London Neural networks are now emerging as a major modelling methodology in financial engineering. Because of the overwhelming interest in the NNCM workshops held in London in 1993 and Pasadena in 1994, the third annual NNCM conference will be held on October 12-13, 1995, in London. NNCM*95 will take a critical look at state of the art neural network applications in finance. This is a research meeting where original, high-quality contribu- tions to the field are presented and discussed. In addition, a day of introductory tutorials (Wednesday, October 11) will be included to familiarise audiences of different backgrounds with financial engineering, neural networks, and the mathematical aspects of the field. NNCM'95 PROGRAMME SCHEDULE TUTORIALS, Wednesday, 11th October London Business School Sussex Place Regents Park. London NW1 4SA Tel: (+44)(0)(171) 262 50 50 REGISTRATION 08.00 - 08.30 Tutorial Sessions, Chair, Prof. John Moody, OGI FINANCE TUTORIAL I 08.30 - 10.30 Pricing Models for Derivative Securities Prof. Stewart Hodges, Warwick University, Warwick BREAK FINANCE TUTORIAL II 11.00 - 13.00 Price Behaviour and Models for High Frequency Data in Finance Dr Michael Dacorogna Olsen & Associates, Zurich LUNCH STATISTICS & NEURAL NETWORKS TUTORIAL I 14.00 - 16.00 Statistical Inference & Nonparametric Models: Linear Lessons About Nonlinear Prediction Prof. Leo Breiman, University of California, Berkeley BREAK STATISTICS & NEURAL NETWORKS TUTORIAL - II 16.30 - 18.30 Neural Networks for Time Series & Trading Prof. Andreas Weigend University of Colorado, Boulder MAIN CONFERENCE PROGRAMME, 12th & 13th October Langham Hilton 1 Portland Place London NW1N 4JA Tel: (++44)(0)(171) 636 1000 Thursday October 12th REGISTRATION 08.00 - 8.45 Derivative & Term Structure Models - I Chair A-P. N. Refenes, LBS 08.45 - 10.30 * Option Pricing and Artificial Neural Networks, Invited Speaker: Prof. Hal White * Neural Networks for Contigent Claim Pricing via the Galerkin Method, E. Barucci * Futures Trading Using Artificial Neural Networks, H. Pi * Modelling The Term Structure of Interbank Interest Rates, B. Dasgupta BREAK Advances in Methodology I Chair H. Hubbes, Dresner Bank 11.00 - 12.30 * Clearning, A. Weigend * Ordinal Models for Neural Networks, M. Mathieson * Combination of Buffered Backpropagation and RPCL-CLP by Mixture of Experts, L. Xu * Improved Estimates for the R/S and Hurst Exponents, J. Moody LUNCH AND POSTER PRESENTATIONS 12.30 - 14.30 Foreign Exchange Chair P. Smith, Mars Group 14.30 - 16.30 * High Frequency Data in Financial Markets: Issues & Applications, Invited Speaker Prof. Charles Goodhart * ANN Based Trade Forecasting System for Capital Markets, B. Flower * Applying Neural Networks to Currency Trading: A Case Study, C. Lee * Exchange Rate Forecasting Comparison: Neural Networks, Symbolic Machine Learning and Linear Models, E. Steurer * Identification of FX Arbitrage Opportunities with a Non-linear Kalman Filter, P. Bolland and J. Connor BREAK 17.00 - 18.30 Corporate Distress & Risk Models Chair M. Javaid, Hermes Investement Management * Neural Networks in Corporate Failure Prediction: The UK Experience, Y. Alici * Corporate Distress Diagnosis - An International Comparison, M. Kerling * Assessing Financial Distress with Probabilistic Neural Networks, E. Tyree Friday October 13th 08.00 - 8.45 REGISTRATION 08.45 - 10.30 Derivative & Term Structure Models - II Chair Hal White, UCSD * Validation of Volatility Models, Invited Speaker: Prof. Yaser Abu-Mostafa * Modelling Non-linear Cointegration in European Equity Index Futures, A. Burgess * Neural Network Pricing of All Ordinaries SPI Options on Futures, P. Lajbcygier * Option Pricing: An Artificial Neural Network Approach, G. Maddala BREAK 11.00 - 12.30 Advances in Methodology I Chair A. Weigend, Univ. Colorado * Prediction with Robustness Towards Outliers, Trends and Level Shifts, D. Martin * Reliable NN Predictions with Outliers and Non-Constant Variances, D. Ormoneit * An Analysis of Stops and Profit Objectives in Trading Systems, A. Atiya * Predicting Stock Market Averages to Enhance Profitable Trading Strategies, C. Hafke C. Helmenstein 12.30 - 14.30 LUNCH AND POSTER PRESENTATIONS 14.30 - 17.00 Equities & Commodities Chair Prof. D. Bunn, LBS * Towards Minimal Risk: Model selection Strategies For Time Series Prediction & Trading, Invited Speaker Prof. John Moody * The Predictability of Security Returns with Simple Trading Rules, R. Gencay * The Use of Neural Networks For Property Investment Forecasting, G. Clarke * On-Line Learning for Multi-layer Neural Networks: Application to S&P-500, C. Pedreira * Modelling The Performance of Investment Strategies, Y. Bentz * Applying NNs in Copper Trading: Neural Networks with a Linear Filter, C. Naylor CLOSE OF CONFERENCE For further information visit the NNCM'95 web site: http://www.lbs.lon.ac.uk/desci/nncm.thm or contact the NNCM-95 secretariat: Ms Busola Oguntula, London Business School Sussex Place, Regent's Park, London NW1 4SA, UK e-mail: boguntula(a)lbs.lon.ac.uk phone (+44) (0171) 262 50 50 fax (+44) (0171) 724 78 75 Registration To register, complete the registration form and mail to the sec- retariat. Please note that attendance is limited and will be allocated on a "first-come, first-served" basis. Location The main conference will be held at The Langham Hilton, which is situated near Regent's Park and is a short walk from Baker Street Underground Station. Further directions including a map will be sent to all registries. Convenient hotels include: The Langham Hilton 1 Portland Place London W1N 4JA Tel: (+44) (0171) 636 10 00 Fax: (+44) (0171) 323 23 40 Sherlock Holmes Hotel 108 Baker Street, London NW1 1LB Tel: (+44) (0171) 486 61 61 Fax: (+44) (0171) 486 08 84 The White House Hotel Albany St., Regent's Park, London NW1 Tel: (+44) (0171) 387 12 00 Fax: (+44) (0171) 388 00 91 Programme Commitee Dr A. Refenes, London Business School (Chairman) Dr Y. Abu-Mostafa, Caltech Dr A. Atiya, Cairo University Dr N. Biggs, London School of Economics Dr D. Bunn, London Business School Dr M. Jabri, University of Sydney Dr B. LeBaron, University of Wisconsin Dr A. Lo, MIT Sloan School Dr J. Moody, Oregon Graduate Institute Dr C. Pedreira, Catholic University PUC-Rio Dr M. Steiner, Universitaet Munster Dr A. Timermann, University of California, San Diego Dr A. Weigend, University of Colorado Dr H. White, University of California, San Diego --------------------------Registration Form -------------------------- NNCM-95 Registration Form Third International Conference on Neural Networks in the Capital Markets October 12-13 1995 Name:____________________________________________________ Affiliation:_____________________________________________ Mailing Address: ________________________________________ _________________________________________________________ Telephone:_______________________________________________ ****Please circle the applicable fees and write the total below**** Main Conference (October 12-13): (British Pounds) Registration fee 450 Discounted fee for academicians 250 (letter on university letterhead required) Discounted fee for full-time students 100 (letter from registrar or faculty advisor required) Tutorials (October 11): You must be registered for the main conference in order to register for the tutorials. (British Pounds) Morning Session Only 100 Afternoon Session Only 100 Both Sessions 150 Full-time students 50 (letter from registrar or faculty advisor required) TOTAL: _________ Payment may be made by: (please tick) ____ Check payable to London Business School ____ VISA ____Access ____American Express Card Number:___________________________________ ******************************************************************************* The poster sessions are split by subject between the two days of the conference. The following timetable details the time and poster number for each of the presenters. Thursday 12/10/95 13.00-15.00 Poster Session 1 Derivatives, Foreign Exchange, Methodology,Macroeconomics. Friday 13/10/95 13.00-15.00 Poster Session 2 Equities, Advances in Methodology Poster Session 1 Thursday 13.00-15.00 Poster No. (1) 117 NeuralNetworks in Derivative Securities Pricing Forecasting in Brazillian Capital Markets, L. A. R Gaspar & G. Lacitermacher Poster No. (2) 135 Statistical Yield Curve Arbitrage in Eurodollar Futures using Neural Networks, A. N. Burgess Poster No. (3)) 084 Predicting Returns on Canadian Exchange Rates with Artificial Neural Networks and EGARCH-M Models, A. Episcopos Poster No. (4) 115 Forecasting Foreign Exchange Rates: Bayesian Model Comparison and Non-Gaussian Distributions, S. Butlin & J. T.Connor Poster No. (5) 139 Short-term FX Market Analysis and Prediction, H. Beran Poster No. (6) 133 Loan Risk Analysis Using Neural Networks, A. N. Burgess Poster No. (7) 106 Exploratory Data Analysis by the Self-Organizing Map: Structures of Welfare and Poverty in the World, S. Kaski & T. Kohonen Poster No. (8) 116 Commercial Mortgage Default: A Comparison of the Proportional Hazard Modl with Artificial Neural Networks, A. Episcopos Poster No. (9) 094 Minimising the Cost of Money in Branch Offices, F. Avila Poster No. (10) 129 Empirical Regularities and The Forecasting of Industrial production, T.Soni, H.Otruba, M.Natter, C. Hafke Poster No. (11) 147 Short Term Forecasts of Financial Time Series Using Artificial Neural Networks, S. Avouyi-Dovi Poster Session 2 Friday 13.00-15.00 Poster No. (1) 089 The Predictability of Stock Returns with Local Versus Global Nonparametric Estimators, R. Gencay Poster No. (2) 099 Stock Price Prediction Using an Integrated pattern Recognition Paradigm, D. H Kil Poster No. (3) 108 Applications of Artificial Neural Networks in Emerging Financial Markets, C. Siriopoulos Poster No. (4) 112 Stock Selection Using Recon, G. H. John, P. Miller & R. Kerber Poster No. (5) 121 An Embedded Fuzzy Knowledge Base for Technical Analysis of Stocks, K. P. Lam Poster No. (6) 124 Stock Price Predictions by Recurrent Multilayer Neural Network Architectures, D. F. Bassi Poster No. (7) 138 Equity Forecasting: A Case Study in the KLSE Index, J. Yao Poster No. (8) 140 Use of Neural Networks and Expert/Knowledgebase Systems for Stock Market Analysis, Prediction and Trading, A. Chartzaniotis Poster No. (9) 095 Genetic Programming of Fuzzy Logic Production Rules with Application to Financial Trading, A. Edmonds Poster No. (10) 086 Connectivity & Financial Network Shutdown, L. Eisenberg Poster No. (11) 104 Avoiding overfitting by locally matching the noise level of the data, A. S. Weigend & M. Mangeas Poster No. (12) 110 Trading Using Committees, J. Moody & S. Rehfuss, L. Wu Poster No. (13) 142 An Interval Neural Network Architecture for Time Series Prediction, M. Fialh, & C.E.Pedreira ******************************************************************************* Christian Haefke INTERNET:chris@ihssv.wsr.ac.at Institute for Advanced Studies Stumpergasse 56 fax : +43-1-597 06 35 A-1060 Vienna, AUSTRIA, EUROPE voice : +43-1-59991-150 ******************************************************************************* =========================================================================

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by Elke Pendl 10 Oct '95

10 Oct '95

VSX WORKSHOP Einladung zum Vortrag von Professor John S. Hughes Duke University mit dem Thema ''Earnings Announcements and Security Returns'' am Mittwoch, den 18. Oktober 1995, um 17.00 Uhr c.t. im Hoersaal 7 des Betriebswirtschaftlichen Zentrums der Universitaet Wien, Bruennerstrasse 72, 1210 Wien Dr. Hughes ist derzeit Professor fuer Rechnungswesen an der Duke University, USA. Seine wissenschaftlichen Arbeiten koennen den Bereichen internes Rechnungswesen zugeordnet werden. Neben seiner wissenschaftlichen Ausgewiesenheit kann Professor Hughes auch eine mehrjaehrige Praxis als Wirtschaftspruefer vorweisen. =========================================================================

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by Elke Pendl 09 Oct '95

09 Oct '95

Einladung zum Betriebswirtschaftlichen Forschungsseminar des Institutes fuer Betriebswirtschaftslehre der Universitaet Wien A-1210 Wien, Bruennerstrasse 72 Freitag, 20. Oktober 1995, 13:00 - 14:30, BWZ-Bruennerstrasse (Hoersaal 4) John S. Hughes, Duke University ''Strategic Implications of Common Service Cost Allocation'' (Co-author: Jennifer L. Kao) =========================================================================

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SE Artificial Financial Life - Vorbesprechung
by Hans Mitloehner 09 Oct '95

09 Oct '95

*** Interdisziplinaeres Forschungs-Seminar *** *** 3840 Janko/Otruba/Geyer-Schulz: Artificial Financial Life *** Vorbesprechung: Dienstag, 24. Oktober, 17:00 Uhr, 2H4.67 (WU-Wien, 1090 Augasse 2-6, UZA II, 4. Stock). MfG Hans Mitloehner mitloehn(a)wu-wien.ac.at WU-Wien, Abt. Angewandte Informatik A-1090 Wien, Augasse 2-6 Tel (+431) 313 36-5202 (Fax -739), http://aid.wu-wien.ac.at/~mitloehn/ =========================================================================

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VFN-L October 1995