VFN-L July 2001

vfn-l@fam.tuwien.ac.at

2 participants
5 discussions

[VFN] DGF 2001 Conference (fwd)
by VFN-L admin * Andreas Schamanek 06 Jul '01

06 Jul '01

---------- Forwarded message ---------- Date: Fri, 6 Jul 2001 12:56:47 +0200 From: DGF 2001 Conference <dgf.finance(a)univie.ac.at> Subject: DGF 2001 Conference Dear Colleague! I would like to inform you that the preliminary program for this year's annual meeting of the German Finanance Association is now available on the Web at http://dgf.univie.ac.at/ . The conference will take place in Vienna on October 5th and 6th and registration is open now. I hope to see you at the conference, Josef Zechner -- Josef Zechner Department of Business Studies University of Vienna Bruennerstrasse 72 A-1210 Vienna Austria Tel: +43-1-4277 38071 Fax: +43-1-4277 38074

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[VFN] 15. Workshop der AWG on Banking and Finance
by Stefan Pichler 05 Jul '01

05 Jul '01

Technische Universitaet Wien 15. Workshop Austrian Working Group on Banking and Finance 30. 11. / 1. 12. 2001 CALL FOR PAPERS Der Workshop findet am Freitag, dem 30. 11. 2001, nachmittags und am Samstag, dem 1. 12. 2001, vormittags an der TU Wien statt. Bezueglich der Themen ist keine Einschränkung vorgesehen. Papers oder extended abstracts (ca. 2 Seiten) können bis spätestens 5. 11. 2001 bei Prof. Helmut Uhlir und Prof. Stefan Pichler, TU Wien, Abteilung für Industriefinanzierung und Investment Banking, Favoritenstrasse 11, 1040 Wien (Tel.: 01-58801-33080, Fax: 01-58801-33098), eingereicht werden. Einreichung per Email (huhlir(a)pop.tuwien.ac.at bzw. spichler(a)pop.tuwien.ac.at) ist erwünscht. Einen schönen Sommer wünschen Helmut Uhlir Stefan Pichler

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[VFN] 2nd Intern. Workshop on Computational Intelligence in Economics and Finacne (CIEF'2002) (fwd)
by VFN-L admin * Andreas Schamanek 04 Jul '01

04 Jul '01

-------- forwarded message --------- Date: Wed, 4 Jul 2001 21:04:35 +0800 From: Chia-Hsuan Yeh <spock(a)MS17.URL.COM.TW> Subject: Call for papers, The Second International Workshop on Computational Intelligence in Economics and Finance (CIEF'2002) The Second International Workshop on Computational Intelligence in Economics and Finance (CIEF'2002) Research Triangle Park, North Carolina, U.S.A. March 8-13, 2002 http://www.ee.duke.edu/JCIS/ Keynote Speech: Agent-Based Computational Economics: The Computational Study of Evolving Decentralized Economies Leigh Tesfatsion Department of Economics Iowa State University Ames, IA 50011-1070, U.S.A. TBA Jasmina Arifovic Department of Economics Simon Fraser University Buranby, BC V5A 1S6, Canada Call for Papers The Second International Workshop on Computational Intelligence in Economics and Finance (CIEF'2002) will be held as a part of the Sixth Joint Conference on Information Science. Computational intelligence, usually known as a collection of techniques, including artificial neural networks, fuzzy logic, evolutionary algorithms, etc., is one of the most important tools in computational economics and finance. Over the last decade, computational intelligence has been widely used in various economical and financial modelling, prediction, and analysis. The most noticeable application of computational intelligence is in financial data mining. In addition to financial data mining, computational intelligence has also been intensively used in the research area known as agent-based computational economics where global regularities arise from the bottom up, through repeated local interactions of autonomous agents. Computational intelligence provides a tool to model these autonomous agents and their interactions. Issues addressed include the replication of laboratory results with human subjects, equilibrium selection, the emergence of the representative agent, rational expectations, markets and money, simulations of artificial stock markets and other social processes. We see now a need to bring together people with different backgrounds who share the same interests in their closely related studies. This conference serves this purpose. Topics of Interest: Application Areas: Application areas may include, but are not limited to: Agent-Based Computational Economics Artificial Stock Markets Simulation of Social Processes Evolutionary Game and Industrial Organization Financial Engineering Financial Data Mining Trading Strategies Hedging Strategies Portfolio Management Derivative Pricing Term Structure Models Financial Time Series Forecasting and Analysis Techniques: Artificial Neural Networks Fuzzy Logic Evolutionary Strategies Evolutionary Programming Genetic Algorithms Genetic Programming Statistical Classifiers Cluster Analysis Decision Trees Inductive Logic Programming Self-Organized Map Reinforcement Learning Wavelet Rough Sets Support Vector Machine Hybrid Systems Paper Submission Papers describing new techniques and/or novel applications are solicited. All papers should be no more than 4 pages of 10-point font, double column, single-spaced text, with figures and tables included. Papers should be sent to: Shu-Heng Chen AI-ECON Research Center Department of Economics National Chengchi University Taipei, Taiwan 11623 chchen(a)nccu.edu.tw While hard copies are acceptable, electronic submissions via PS or PDF files are highly encouraged. Authors who use electronic submissions should sent a separate email in plain text to indicate this. All submissions must be received by the 30th of September, 20001. Contributed papers will be reviewed by the program committee. The authors will be informed about the decision of the review process by the 5th of November 2001. All accepted papers will be published in the conference proceedings. Important Dates September 30, 2001 - Deadline for submission of papers November 5, 2001 - Paper acceptance letters to be sent out to authors November 5, 2001 - Deadline for invited sessions and exhibition proposals December 3, 2001 - Deadline for early registration with discounted fee December 3, 2001 - Publication fee ($180) due for each paper (regular and invited) to be included in proceedings. This amount is included in full registration fee. December 3, 2001 - Deadline for submission of revised camera ready copies of accepted papers March 8-14, 2002 - JCIS 2002 Conference General Chair: Professor Paul P. Wang Dept of Electrical & Computer Engineering P.O. 90291 Duke University Durham, NC 27708 - 0291 U.S.A email: ppw(a)ee.duke.edu Conference Chairs Professor Shu-Heng Chen AI-ECON Research Center Department of Economics National Chengchi University Taipei, Taiwan 11623 R.O.C. tel: +886-2-29387308 fax: +886-2-27386874 e-mail: chchen(a)nccu.edu.tw http://www.aiecon.org/ Professor Xin Yao School of Computer Science The University of Birmingham Edgbaston, Birmingham B15 2TT U.K. tel: +44 121 414 3747 Fax: +44 121 414 4281 e-mail: x.yao(a)cs.bham.ac.uk http://www.cs.bham.ac.uk/~xin Program Chair Assistant Prof. Chia-Hsuan Yeh Department of Information Management I-Shou University Kaohsiung County, Taiwan 84008 R.O.C. tel & fax: 886-7-3552758 e-mail: spockyeh(a)ms38.hinet.net http://econo.nccu.edu.tw/~spock/ Program Committee Peter Angeline (Natural Selection, Inc, USA) Kohen Bertels (University of Namur, Beligum) Shiddhartha Bhattacharyya (University of Illinois at Chicago, USA) Jane Binner (Nottingham University, UK) Lai-Wan Chan (The Chinese University of Hong Kong, HK) Paul Darwen (University of Queensland, Australia) Herbert Dawid (University of Vienna, Austria) John Duffy (University of Pittsburgh, USA) Hitoshi Iba (University of Tokyo, Japan) Lakhmi Jain (University of South Australia, Australia) Mahmoud Kaboudan (Penn State University, USA) Taisei Kaizoji (International Christian University, Japan) Kin Keung Lai (City University of Hong Kong, Hong Kong) Ana Marostica (University of Buenos Aires, Argentina) Michele Marchesi (University of Cagliari, Italy) Robert Marks (Australian Graduate School of Management, Australian) Zbigniew Michalewicz (University of North Carolina at Charlotte, USA) Nikolay Nikolaev (University of London, UK) Akira Namatame (National Defence Academy, Japan) Pavel Osmera (Technical University Brno, Czech Republic) Thomas Riechmann (University of Hannover, Germany) Hiroshi Sato (National Defence Academy, Japan) Stephen Smith (Algometrics, UK) KY Szeto (HK University of Science and Technology, Hong Kong) Leigh Tesfatsion (Iowa State University, USA) Nicholas Vriend (University of London, UK) Lei Xu (Chinese University of Hong Kong, Hong Kong) Byoung-Tak Zhang (Seoul National University, South Korea) Zijian Zheng (Deakin University, Australia) Gilles Zumbach (Olsen & Associates, Switzerland)

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[VFN] Special issue on Computational Finance (fwd)
by VFN-L admin * Andreas Schamanek 04 Jul '01

04 Jul '01

FYI, a call for papers for the "International Journal of Intelligent Systems in Accounting Finance & Management". -- VFN-L administrator ---------- Forwarded message ---------- Date: Wed, 04 Jul 2001 15:57:44 +0200 From: Christian Haefke <christian.haefke(a)econ.upf.es> Subject: Special issue on Computational Finance Call For Papers Special Issue on Computational Finance Guest Editor: Christian Haefke Papers are sought that address the use and application of computing and algorithms for solving finance problems. Papers on statistics and econometrics that potentially can be used in finance and involve computer-intensive methods are equally welcome. Topics of the special issue include, but are not limited to: Option Pricing Risk Volatility Tactical Asset Allocation Interest Rate Modelling Exchange Rate Modelling Resampling Methods Nonparametric Methods Density Estimation Extreme Value Statistics Important Dates =============== Deadline of submissions: 01 December 2001 Submission of Papers ==================== All papers submitted must contain original unpublished work that is not being submitted for publication elsewhere. Instructions to authors and information about the International Journal of Intelligent Systems in Accounting Finance and Management can be found at http://www.interscience.wiley.com/jpages/1055-615X/ Electronic submission is encouraged. Please e-mail a postscript or PDF file of your manuscript together with a plain text cover letter to mailto:christian.haefke@econ.upf.es Authors unable to submit electronically may send four copies of their manuscript to the guest editor. Further information can be obtained by contacting the special issue editor at the following address: Christian Haefke Department of Economics and Business Universitat Pompeu Fabra Ramon Trias Fargas 25-27 E-08005 Barcelona, Spain http://www.econ.upf.es/~chaefke

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[VFN] Bachelier Congress - Call for Papers (fwd)
by VFN-L admin * Andreas Schamanek 01 Jul '01

01 Jul '01

---------- Forwarded message ---------- Date: Fri, 29 Jun 2001 11:29:34 -0500 From: Bachelier Congress 2002 <bfs2002(a)mail.ma.utexas.edu> Subject: BACHELIER CONGRESS - CALL FOR PAPERS B A C H E L I E R F I N A N C E S O C I E T Y 2 N D W O R L D C O N G R E S S CRETE, GREECE : JUNE 12-15, 2002 ----------------------------- C A L L F O R P A P E R S The Bachelier Finance Society was founded in 1996 by a group of researchers in Mathematical Finance to serve as a platform where academics and practitioners can meet and exchange ideas spanning across Mathematics, Finance, Economics, Econometrics and Insurance. To achieve this goal, the BFS organizes every two years an International Congress. The scientific program of the 2002 BFS Congress consists of plenary talks and contributed papers. The invited plenary talks will give an overview of the latest important developments in the field. They will also present new ideas, directions and methodologies from Finance, Economics, Econometrics and Mathematics and, discuss pressing problems in the Finance and Insurance industries. The contributed papers will complement the plenary talks with recent results and advances. The overall scope is to create a unique interdisciplinary forum for discussion of new concepts, incite stronger interaction across the fields, and, at the same time, define new directions for the future development of Mathematical Finance. P L E N A R Y S P E A K E R S Y. Ait-Sahalia (Princeton), K.J. Arrow* (Stanford), N. El Karoui (Ecole Polytechnique), V. Kaminski (Enron), I. Karatzas (Columbia), P.-L. Lions (Paris IX), M. Musiela (BNP Paribas), M. O' Hara (Cornell), K. Singleton (Stanford), W. Zame (UCLA) (* not yet confirmed) S C I E N T I F I C C O M M I T T E E G. Constantinides (Chicago), M.H.A. Davis (Imperial College), F. Delbaen (ETH), D. Duffie (Stanford), H. Foellmer (Humboldt), M. Jeanblanc (Evry), E. Platen (UTS), T. Zariphopoulou (UT-Austin) SUBMISSIONS: Participants are encouraged to submit a research paper. Submissions can be either a completed paper or an extended summary (two to four pages long). The deadline for submissions is November 30, 2001. Instructions regarding submissions will be posted on the web site of the Congress. LOCATION: Crete, the largest greek island, offers a unique combination of natural beauty, historical sites and vibrant life. A land with a distinct character is one of the most magnificent places in Greece. The Congress will take place at the Capsis Beach Hotel and Sofitel Capsis Palace Conference Center (www.capsis.gr) on the peninsula of Agia Pelagia, a picturesque site on the northern shore of Crete near Heraklion. A block of rooms at special rates will be available for the conference participants. Information regarding registration, hotel reservations, transfers as well as the planned cultural and social events will be posted in the upcoming months. FINANCIAL SUPPORT: Depending on the availability of funds, limited financial support will be provided to students and young researchers. The application material will be posted on the web site of the Congress. WEB SITE: http://www.ma.utexas.edu/Bachelier2002

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VFN-L July 2001