**************************************************************
***** First Announcement and Call for Papers *****
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***** Eighth Viennese Workshop on Optimal Control, *****
***** Dynamic Games and Nonlinear Dynamics: *****
***** Theory and Applications in Economics and OR/MS *****
***** Vienna , May 14-16, 2003 *****
***** ws2003.bwl(a)univie.ac.at *****
***** http://www.bwl.univie.ac.at/bwl/prod/EVENTS/ws2003 *****
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ATTENTION: due to availability restrictions of the conference venue
the exact date has been changed from May 21-23, 2003 (as originally
intended and as mentioned in my mail from Feb 28, 2002), to May 14-
16, 2003.
INTERNATIONAL PROGRAM COMMITTEE:
Carl Chiarella, University of Technology, Sydney
Herbert Dawid, University of Vienna
Engelbert Dockner, University of Vienna
Gustav Feichtinger, Vienna University of Technology
Richard F. Hartl, University of Vienna
Cars Hommes, University of Amsterdam
Peter M. Kort, Tilburg University
Kazuo Nishimura, Kyoto University
Gerhard Sorger, Queen Mary College, University of London
Franz Wirl, University of Vienna
LOCAL ORGANIZING COMMITTEE:
Gustav Feichtinger, Vienna University of Technology
Richard F. Hartl, University of Vienna
After seven successful workshops on various similar topics it is or
pleasure to announce the EIGHTH VIENNESE WORKSHOP ON OPTIMAL CONTROL,
DYNAMIC GAMES AND NONLINEAR DYNAMICS.
The aim is to bring together researchers interested in the
application of nonlinear methods in economics, operations research
and management science. Topics of interest are optimal control
theory, dynamic programming, differential games, evolutionary games,
learning, economic modeling, chaos theory, complex systems and
related fields.
Theoretical contributions to one of these fields which are relevant
to problems from economics or OR/MS are especially welcome but also
applied modeling will be covered.
All conference rooms will be equipped with overhead and also video
projectors will be available. Participants who wish to make online
presentations should bring their own laptops.
The registration fee is EURO 190 (approx. the same amount in US$).
This amount applies for payments before the abstract submission
deadline of December 31, 2002. An increased fee will be charged
thereafter. Payment by major credit cards is possible.
In addition to the scientific program an attractive social program
will be organized [to be announced later]. Accompanying persons can
participate in the official social program at a rate of approximately
EURO 40.- (the exact amount will be announced when the social program
has been fixed). This can be paid at the conference venue.
DEADLINE:
Abstract submission: December 31, 2002
Please note, that compared with the previous workshops we have chosen
a very late deadline, and that therefore this deadline is ABSOLUTELY
STRICT. All abstracts will be refereed. Abstracts, for which the
REGISTRATION FEE has not been paid by then will not be considered any
further.
This time we are not planning to edit a proceedings volume. However,
if participants volunteer to (co-)edit special issues of some
journals, we are open for suggestions.
You do not need to send a full paper. However, if you want to
distribute your paper among the participants, please take an
appropriate number of copies with you.
REGISTRATION AND ABSTRACT SUBMISSION:
The following topics will be covered
1. Deterministic optimal control
2. Stochastic optimal control, Real options
3. Dynamic games
4. Nonlinear dynamical systems
5. Heterogeneity and learning
Please classify your contribution according to these 5 streams (the
program committee reserves the right to allocate papers to other
steams than suggested by the authors).
If you wish to participate in the Workshop (and to present a paper),
please register here:
http://orgwww.bwl.univie.ac.at/ws2003/registration.htf
Please do not hesitate to contact us if you have any questions
concerning the workshop. Please contact us via email at the address
ws2003.bwl(a)univie.ac.at
if possible. Only if you have NO access to electronic mail please
contact
Prof. Richard F. Hartl
Chair of Production and Operations Management
University of Vienna / BWZ
Bruennerstr. 72
A-1210 Wien
Fax. +43 - 1 - 4277 - 38094
by surface mail or fax. We will provide further information about the
workshop, on the social program, hotel reservation etc. on the web-
page
http://www.bwl.univie.ac.at/bwl/prod/EVENTS/ws2003
as soon as available. For the moment, if you need information about
Vienna, please look at: http://info.wien.at/
SORRY FOR CROSSPOSTINGS!
We will send this info to participants of the previous workshops as
well as to relevant newsgroups and electronic forums. In case you
have a suggestion for a place to send this info also, please contact
us. Also, we would appreciate if you informed your colleagues who
might be interested (by forwarding this Call for Papers to them).
Looking forward to seeing you in Vienna,
Gustav Feichtinger and Richard F. Hartl
--
___ ____ __ ___ Prof. Dr. Richard F. Hartl
/ _ \ / __ \ / \_/ /\ University of Vienna / BWZ
/ ___/\/ /_/ /\ / /\__/ / / Chair of Production & Operations
Management
/ /\__\/\____/ // / / / / / Bruennerstr. 72
\_\/ \___\/ \_\/ \_\/ A-1210 Wien
Tel. +43-1-4277-38091 E-Mail: Richard.Hartl(a)univie.ac.at
Tel. +43-1-4277-38092 (Secretary)
Fax. +43-1-4277-38094
http://www.bwl.univie.ac.at/bwl/prod/POM/
Bitte entschuldigen Sie, wenn Sie mehrere Kopien dieses Call for Papers
erhalten.
Universität Wien
16. Workshop: Austrian Working Group on Banking and Finance
29. 11. / 30. 11. 2002
CALL FOR PAPERS
Der Workshop findet am Freitag, dem 29. 11. 2002, nachmittags und am
Samstag, dem 30. 11. 2002, vormittags am Betriebswirtschaftlichen
Zentrum der Universität Wien statt. Bezüglich der Forschungsthemen gibt
es keine Einschränkungen. Papers oder Extended Abstracts (ca. 2 Seiten)
können bis spätestens 15. 10. 2002 bei Prof. Engelbert Dockner und Prof.
Josef Zechner, Institut für Betriebswirtschaftslehre, Universität Wien,
Brünner Str. 72, 1210 Wien (Tel.: 01-4277-38071, Fax: 01-4277-38074),
eingereicht werden.
Einreichung per Email (engelbert.dockner(a)univie.ac.at bzw.
josef.zechner(a)univie.ac.at) ist erwünscht.
Beachten Sie bitte in diesem Zusammenhang auch den folgenden Call for
Participation:
Das Gutmann Center for Portfolio Management am Institut für
Betriebswirtschaftslehre der Universität Wien lädt zur folgenden
Veranstaltung ein:
Gutmann Symposium 2002 zum Thema "Longterm Asset Allocation".
Datum: 2. Dezember 2002.
Ort: Räumlichkeiten der Universität Wien.
Die folgenden renommierten Wissenschaftler werden Forschungsarbeiten
vorstellen:
Prof. Zvi Bodie, Prof. Maria Vassalou, Prof. Klaus Spremann, Prof.
Michael Brennan, Prof. Elroy Dimson.
Im Anschluss an das wissenschaftliche Symposium wird eine
Podiumsdiskussion unter Mitwirkung der Tageszeitung "Die Presse"
stattfinden. Bei dieser Gelegenheit wird auch das diesjährige
Doktoratsstipendium "Gutmann Scholarship 2002/2003" offiziell
überreicht. Die Veranstaltung endet mit einem kleinen Empfang.
Nähere Informationen zu dieser Veranstaltungen werden ab September unter
der Homepage des Gutmann Center www.gutmann-center.at abrufbar sein.
Auf einen produktiven Workshop und Ihre Teilnahme freuen sich
Engelbert Dockner und Josef Zechner
Einladung zum Kurz-Symposium
"Gesamtwirtschaftliche Auswirkungen von Basel II"
veranstaltet von PricewaterhouseCoopers gemeinsam mit Creditreform
am 10. 7. 2002, 18.00 - 20.00
im ANA Grand Hotel
Detailinformationen und Anmeldeformular finden Sie unter
http://www.pwcglobal.com/at/ger/about/events/2002/basel_II.html
Die Teilnahme ist kostenlos.
Stefan Pichler
---------- Forwarded message ----------
Date: Thu, 4 Jul 2002 10:59:13 +0200
From: Uwe Schmock <schmock(a)math.ethz.ch>
Subject: Zurich Workshop on Quantitative Risk Management
If you want to be removed from this mailing list on "Financial and
Insurance Mathematics in Zurich" or change your email address, please
send an email to Ms. Aline Strolz (mailto:strolz@isb.unizh.ch).
SECOND ANNOUNCEMENT
-------------------
of the Zurich Workshop on Quantitative Risk Management
(http://www.mathrisk.com/zurich.html)
organised by Mathrisk (http://www.mathrisk.com/).
Registrations are well underway for this workshop but places do remain.
Main Details
------------
Duration of workshop: 3 days, 2nd to 4th October 2002
Venue: main building of ETH (Swiss Federal Institute of Technology), Zurich
Workshop instructors:
Prof. Alexander McNeil (ETH Zurich)
Prof. Rüdiger Frey (University of Leipzig, Germany)
Special guest lecturer: Prof. Paul Embrechts (ETH Zurich)
Subject of Workshop
-------------------
Advanced mathematical and statistical methods for quantitative risk
management of market and credit risks will be presented. These will
include financial time series modelling, extreme value theory,
copula-based dependence modelling and techniques for the modelling of
correlated portfolio credit risks. A more detailed contents list may
be found at the course home page
(http://www.mathrisk.com/zurich.html).
Some Features of the Workshop
-----------------------------
(a) State-of-the-art.
You will hear the latest research in areas like the modelling of
extremes and the use of copulas to capture dependencies between risks.
(b) Practical Examples.
Methodology will be illustrated by examples in S-PLUS; we are teaming
up with Insightful (http://www.insightful.com/) to provide examples
using their brand new S+FinMetrics module, which provides the most
advanced set of functions for the econometric analysis of financial
data.
(c) Social.
Lunch with a view of lake (guaranteed) and Alps (visibility
permitting) every day! A workshop dinner on Thursday 3rd October.
Registration and Pricing
------------------------
For pricing information please consult the course home page
(http://www.mathrisk.com/zurich.html); note that the early
registration deadline has been extended by two weeks until 14th July
2002. To register, return the registration form that you find on the
course home page.
In case you have additional questions concerning the workshop, please
send an email to the organisers (mailto:courses@mathrisk.com).
With best regards,
Uwe Schmock
Mathrisk: http://www.mathrisk.com/
Master of Advanced Studies in Finance: http://www.msfinance.ch/
Swiss Banking Institute: http://www.isb.unizh.ch/
Financial and Insurance Mathematics at ETHZ: http://www.math.ethz.ch/finance/
RiskLab: http://www.risklab.ch/
NCCR-FinRisk: http://www.nccr-finrisk.unizh.ch/
Home Page: http://www.math.ethz.ch/~schmock/
Managing assistant: http://www.math.ethz.ch/~strolz/