---------- Forwarded message ----------
Date: Thu, 28 Nov 2013 00:13:56 +0100 (CET)
From: Institut Louis Bachelier <risk(a)institutlouisbachelier.org>
To: "vfn-l(a)fam.tuwien.ac.at" <vfn-l(a)fam.tuwien.ac.at>
Subject: CALL FOR PAPERS - 7th Financial Risks International Forum (2014
session) - Deadline: December 6, 2013
To vfn-l(a)fam.tuwien.ac.at
CALL FOR PAPERS
7th Financial Risks International Forum
-----------------------------------------
BIG DATA IN FINANCE AND INSURANCE
Paris, March 20 & 21, 2014
The Financial Risks International Forum on "Big Data in Finance and Insurance"
is an International Research Forum for academics and professionals organized by
The Louis Bachelier "Finance and Sustainable Growth" Laboratory.
We invite academics, professionals and regulators to submit papers for this
meeting which will take place in Paris on March 20 & 21, 2014.
The aim of this conference is to highlight the methodological, organizational
and regulatory challenges posed by the availability of large data sets in
Finance. The sets of available data increased for different reasons such as the
possibility to collect data on individual contracts, to enlarge the set of
observed individual variables, to consider differentiated financial products or
to increase the observation frequency. A non limitative list of topics of
interest is given below:
- Large Scale Linear and Nonlinear Factor Models, Granularity, Nonlinear
Principal Component Analysis, Construction of Indexes from Large Data Sets;
- Social Networks, Behavioral Scores, Real Time Updating of Scores and Rankings
(Driving Behavior Monitoring from Onboard Sensor's Data, Academic Research
Ranking, etc.);
- Analysis of Retail Contracts, of Balance Sheets Histories, of Investors and
Fund Managers Behavior, of Risk Appetite Indicators Given on Google;
- Contagion and Systemic Risk: How to Structure Large Networks?;
- Regulation in a Large Dataset Environment: Quick Detection of Anomalies,
Control of the Available Information, Technological Risks, Non Regulated Web
Currencies;
- Microprudential Foundations of Macroprudential Regulation;
- Analysis of Markets with Highly Differentiated Products: Pricing the Quality
Characteristics, Hedonic Price Indexes, Application to Markets of Physical Goods
(Real Estate Markets, Art Markets, Commodity Markets, etc.);
- Effect of Big Data on the Organization of the Markets (Web Market Monitoring),
on the Role of Intermediaries (Crowdfunding), on the Product Design (Effect of
an On-Board GPS on the Design and Market of Car Insurance Contracts, etc.);
- High Frequency Data (Asymmetric Information vs Asymmetric Treatment of
Information), Market Microstructure;
- IO Implications of Big Data (Economic Challenges posed by Big Data Access).
PAPER SUBMISSION:
A complete paper in PDF format must be submitted electronically by December 6,
2013 using the submission form.
Click below to submit your paper:
http://www.financialrisksforum.com/risk2014/submit_work.phtml
The results of the selection procedure will be set by mid-January 2014.
For any inquiry: risk(a)institutlouisbachelier.org
EXPENSES:
The Institut Louis Bachelier may cover part of travel and accommodation expenses
for the authors of selected papers (upon request and only for speakers).
Please ignore the first AWG announcement, as the links do not work
properly. Sorry for any inconvenience!
Program and invitation for participation
28th Workshop of the
Austrian Working Group on Banking and Finance
22 and 23 November 2013
Vienna University of Technology
We kindly invite all researchers and practitioners interested in the
field of Banking and Finance to participate in the 28th Workshop of the
Austrian Working Group on Banking and Finance (AWG). The program can be
downloaded from our web site:
http://www.imw.tuwien.ac.at/fc/awg_2013/
Registration
Participation is free. Participants (depart from presenters and a few
people that already indicated their participation) are kindly asked to
register via e-mail to Wolfgang Aussenegg until Tuesday, 19.11.2013:
waussen(a)pop.tuwien.ac.at
Conference Dinner
The conference dinner (sponsored by BWG) takes place at the restaurant
“Gußhaus” (Gußhausstraße 23, 1040 Vienna), starting at 19:30 on Friday,
22.11.2013. We also kindly ask all participants (including presenters)
intending to join us for the conference dinner to register via Doodle
until 19.11.2013. Link to the online survey:
http://doodle.com/5byyzabxs5hrud3e
--
***********************************************************
a.o.Univ.-Prof. Dr. Wolfgang Aussenegg
Institut für Managementwissenschaften
Bereich Finanzwirtschaft und Controlling
Technische Universität Wien
(DVR-Nummer 0005886)
Phone: +43-1-58801 - 33082
Fax: +43-1-58801 - 33098
E-mail: waussen(a)pop.tuwien.ac.at
Web: http://www.imw.tuwien.ac.at/fc/
Adresse: Theresianumgasse 27
A-1040 Wien
Österreich
*Program and invitation for participation*
*28^th Workshop of the*
*Austrian Working Group on Banking and Finance*
*22 and 23 November 2013*
*Vienna University of Technology*
*http://www.imw.tuwien.ac.at/fc/awg_2013/*
**
We kindly invite all researchers and practitioners interested in the
field of Banking and Finance to participate in the 28th Workshop of the
Austrian Working Group on Banking and Finance (AWG). The program can be
downloaded from our web site:
(*http://www.imw.tuwien.ac.at/fc/awg_2013/*)*.*
*Registration*
Participation is free. Participants (depart from presenters and a few
people that already indicated their participation) are kindly asked to
*register via e-mail* to Wolfgang Aussenegg (*waussen(a)pop.tuwien.ac.at*
<mailto:waussen@pop.tuwien.ac.at>) until Tuesday, 19.11.2013.
*Conference Dinner*
The conference dinner (sponsored by BWG) takes place at the restaurant
"Gußhaus" (Gußhausstraße 23, 1040 Vienna), starting at 19:30 on Friday,
22.11.2013. We also kindly ask all participants (including presenters)
intending to join us for the conference dinner to *register via Doodle*
until 19.11.2013 (link to the online survey:
*http://doodle.com/5byyzabxs5hrud3e*).
--
***********************************************************
a.o.Univ.-Prof. Dr. Wolfgang Aussenegg
Institut für Managementwissenschaften
Bereich Finanzwirtschaft und Controlling
Technische Universität Wien
(DVR-Nummer 0005886)
Phone: +43-1-58801 - 33082
Fax: +43-1-58801 - 33098
E-mail: waussen(a)pop.tuwien.ac.at
Web: http://www.imw.tuwien.ac.at/fc/
Adresse: Theresianumgasse 27
A-1040 Wien
Österreich