VSX WORKSHOP
Einladung zum
Vortrag
von
Professor Julian Franks,
London Business School
mit dem Thema ueber
''The Ownership and Control of German Corporations''
am Freitag, 17. Jaenner 1997, 13.30 - 15.00 Uhr
im Hoersaal 4 des Betriebswirtschaftlichen Zentrums
der Universitaet Wien, Bruenner Strasse 72, 1210 Wien.
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Termine im J=E4nner 1997:
16. J=E4nner 1997:
16.00 Uhr:
Clemens PUPPE (Universit=E4t Wien)
"Valuing Diversity"
17.30 Uhr:
Kai-Uwe K=DCHN (CSIS, Barcelona)
"A Theory of Union Power and Labor Turnover"
23. J=E4nner 1997:
16.00 Uhr:
Robert WALDMANN (European University Institute Florenz)
Titel des Vortrags wird noch bekanntgegeben.
17.30 Uhr:
Birgit GRODAL (University Copenhagen)
"Clubs and the Market"
30. J=E4nner 1997: Zus=E4tzlicher Termin - Ge=E4nderte Beginnzeit!
17.15 Uhr:
Manfred NEUMANN (Universit=E4t Bonn)
"Inflation=E4re Geldpolitik und Zentralbankverfassung: eine positive
Theorie"
Die Vortr=E4ge finden im Institut f=FCr H=F6here Studien, Stumpergasse 56,=
1060 Wien, H=F6rsaal II, statt.
Egbert Dierker
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----------
From: RBCALDWELL@delphi.com[SMTP:RBCALDWELL@delphi.com]
Sent: Sunday, December 08, 1996 3:57 PM
To: owner-snde_l(a)email.rutgers.edu
Subject: INFFC Proceedings Announcement
Status: RO
X-Status:
X-Keywords:
X-UID: 224
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I N F F C
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Nonlinear Financial Forecasting:
Proceedings of the First INFFC
International Nonlinear Financial Forecasting Competition
Finance & Technology Publishing
January 1997
Finance & Technology Publishing, the publisher of the NeuroVe$t Journal:
advanced technology in finance, is pleased to announce its publication of
"Nonlinear Financial Forecasting: Proceedings of the First INFFC" on
January 10, 1997.
After more than 2 years of work, this new book presents the results of the
systems that were independently designed, tested and analyzed in this
unique competition on applying nonlinear tools to financial forecasting.
Expanding and improving upon the work of previous scientific time-series
forecasting competitions, the First INFFC provided a rare opportunity to
test and analyze the predictive performance of independently developed
financial forecasting systems using new and promising technologies and
methods, such as neural networks, genetic algorithms, neurogenetic hybrids,
polynomial networks, and nearest neighbor networks.
Now, the details of this unique competition, designed to be relevant to the
interests of both financial practitioners and the time-series prediction
community, are presented. As such, the Proceedings is certain to appeal to
a large audience, and will be especially important to everyone interested
in financial forecasting.
Topics and details covered in the Proceedings:
* An overview of the INFFC from organization to results.
* An analysis of the INFFC time series used.
* The details for each of the forecasting systems tested.
* Papers from each of the participants.
* The methods and metrics used to test the forecasting systems.
* The performance results for each system.
* Analyses of the results for each system.
* What has been learned from the results and their analyses.
* How future competitions might be designed.
For additional details on the World Wide Web, see
http://ourworld.compuserve.com/homepages/ftpub/inffc.htm
Price: $59.95 direct-from-publisher price (Retail: $69.95)
plus shipping/handling:
$7 USA (First Class Mail)
$11.50 Canada & Mexico (Air Mail)
$15.50 elsewhere (Air Mail)
Nonlinear Financial Forecasting: Proceedings of the First INFFC
edited by Randall B. Caldwell
January 1997, 320 pages, 8.5x11-inch format, softcover
ISBN 0-9651332-1-4
Finance & Technology Publishing
Mail: P.O. Box 764, Haymarket, VA 20168, USA
Voice: 703-754-0696
Fax: 703-753-2634
Email: 72672.261(a)compuserve.com
************************************************************************
I N F F C
************************************************************************
=========================================================================
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* 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
***********************************************************************
=========================================================================
AUSTRIAN WORKING GROUP ON BANKING AND FINANCE
9. Workshop, Wien, 17.-18. Jaenner 1997
Veranstaltungsort:
Gartenhotel Altmannsdorf, Hoffingergasse 26-28, 1120 Wien
Anmeldungen (unter Angabe der ueblichen Daten) bitte an:
spichler(a)pop.tuwien.ac.at
Vorlaeufiges Programm (Aenderungen vorbehalten):
Freitag, 17. Jaenner:
Session 1:
Stoughton, N. / Zechner, J.:
IPO-Mechanisms, Monitoring and Ownership Structure
Bogner, S.:
Betriebliche Investitions-, Finanzierungs- und
Versicherungsentscheidung unter adverser Selektion
Session 2:
Boeheim, R. / Boss M.:
Consumption Based Capital Asset Pricing and the Austrian Stock
Exchange
Session 3:
Brandner, P.:
Auktionstechniken zur Emission der Bundesanleihen
Gruenbichler, A. / Rudolf, M.:
Optimale Strukturierung der Finanzschuld der Republik Oesterreich
ueber verschiedene Waehrungen
Gemeinsames Abendessen in Anschluss an den Workshop
Samstag, 18. Jaenner
Session 4:
Biasin, M.:
Sinnhaftigkeit und Aussagekraft des Cash-Flow Statement italienischer
Banken
Casey, C.:
Moeglichkeiten der Objektivierung des risikoangepassten
Kalkulationszinsfusses in der Praxis der Unternehmensbewertung
Session 5:
Schaefer, G.:
Fixed-Rate versus Fairly Priced Deposit Insurance in Equilibrium:
Structural Effects and Bank Stability
Aussenegg, W. / Pichler, S.:
Empirical Evaluation of Simple Methods to Calculate Value-at-Risk of
Fixed-Income Instruments
=========================================================================