BETRIEBSWIRTSCHAFTLICHES
FORSCHUNGS-SEMINAR:
Am Fr., 21.11.1997 von 15.30-17.00
haelt im HS 8 des Betriebswirtschaftszentrums,
Bruennerstrasze 72, 1210 Wien,
Dr. Andrea Gaunersdorfer (Universitaet Wien)
einen Vortrag ueber Ihre gemeinsame Arbeit mit
Engelbert J. Dockner und Helmut Elsinger,
''The Strategic Role of Dividends and Debt in Markets with
Imperfect Competition''
Eine Kopiervorlage des Papers liegt im Sekretariat von Prof.
Zechner am Betriebswirtschaftszentrum auf.
-------------
Informationen ueber die Vortraege des betriebswirtschaftlichen
Forschungsseminars:
<http://www.bwl.univie.ac.at/bwl/fiwi1/teaching/dipldiss/vortrag.htm
=========================================================================
*******************************************************************
F I N A L C A L L F O R P A P E R S
*******************************************************************
Journal of Computational Intelligence in Finance
Final Call for Papers
Special Issue on
"Complexity and Dimensionality Reduction in Finance"
The Journal of Computational Intelligence in Finance, a peer-reviewed
technical journal, published by Finance & Technology Publishing, is
seeking papers for review and publication in 1998 on "Complexity and
Dimensionality Reduction in Finance".
The Journal of Computational Intelligence in Finance publishes applied
research and practical applications of high quality that are based on
sound theoretical, empirical or quantitative analysis. It provides the
international forum for the convergence of the new multi-disciplined
field of computational intelligence in finance.
Papers published in the Journal are eligible for entry in an Annual
Essay Award Contest. The Editorial Advisory Board of the Journal
selects the best paper for which a cash award is presented each year.
EDITORIAL BOARD
Randall B. Caldwell, Editor-in-Chief
Emilio Barucci, University of Florence - Italy
Richard J. Bauer, Jr., St. Mary's University, Texas - USA
Neil Burgess, London Business School - UK
Oscar Castillo, UABC University - USA
Jerry Connor, London Business School - UK
Eric de Bodt, Universite Catholique de Louvain - France
James F. Derry, Mgmt. Engineering Productivity Systems - USA
Athanasios Episcopos, National Bank of Greece
Andrew Flitman, Monash University - Australia
Susan Garavaglia, Dun and Bradstreet - USA
Ramo Gencay, University of Windsor - Canada
Sabyasachi Ghoshray, Florida International University - USA
Lee Giles, NEC Research Institute - USA
Christian Haefke, University of California at San Diego - USA
Ypke Hiemstra, Vrije Universiteit - The Netherlands
Yuval Lirov, Lehman Brothers - USA
Ralph Neuneier, Siemens AG Corporate Research Center - Germany
Zoran Obradovic, Washington State University - USA
Marimuthu Palaniswami, University of Melbourne - Australia
Carlos E. Pedreira, Catholic University, Rio - Brazil
David B. Skalak, IBM, New York - USA
Stephen Slade, Stern Business School, New York University - USA
Leon Sterling, University of Melbourne - Australia
Manoel F. Tenorio, Purdue University - USA
Halbert White, University of California at San Diego - USA
Lei Xu, The Chinese University of Hong Kong
SPECIAL TOPIC
Complexity and Dimensionality Reduction in Finance
PUBLICATION DATE
May 1998
PAPER SUBMISSION DEADLINE
December 15, 1997
SCOPE
In the broad sense, all intelligent perception and data
understanding seeks to reduce redundancy in data and, thus,
its complexity and dimensionality. This special issue of JCIF
focuses on a narrower scope: the theories, methods and
algorithms for mapping financial data from its original
representation into another form with reduced complexity and/or
dimensionality that appear beneficial to financial applications.
Of particular interest are techniques which can serve as
preprocessors to data-driven models and data mining technologies,
including those which address or utilize one or more of the
following: complexity and dimensionality characterization,
identification and analysis; data compression; feature extraction
techniques; regularity discovery; inductive reasoning; randomness
tests; algorithmic entropy; informational distance; minimal
description length; adaptive and nonlinear PCA and other alternatives
to standard forms of linear PCA; finite sequence statistics; variable
combining methods; data filtering; categorical versus continuously-
valued inputs; high-dimensional visualization analysis; and input
space reduction techniques.
MOTIVATION
In finance, we inevitably encounter an unavoidable dilemma: an
interest in collecting and utilizing as much data as possible in its
original form so that potentially useful information is not lost,
although this often results in data with high complexity and/or
dimensionality that increases costs and reduces performance. Despite
this, the notion that more input data is better persists.
The need for managing complexity and dimensionality arises from eroding
profit margins, diminishing arbitrage opportunities, lowered barriers to
entry, increasingly segmented markets, increased costs, and, in general,
the reduced performance (e.g., generalization ability) of tools applied,
such as data-driven models and data mining technologies. Thus, the topic
of this special issue represents very important areas of applied research
across multiple disciplines relevant to computational intelligence in
finance.
DATA REFERENCES
Authors may use any financial datasets of interest. For possible existing
datasets, see the following Web pages:
http://ourworld.compuserve.com/homepages/ftpub/dd.htmhttp://ourworld.compuserve.com/homepages/ftpub/other.htmhttp://www.cs.colorado.edu/~andreas/Time-Series/Data/Exchange.Rates.Daily
BOOK/ARTICLE REFERENCES
Abarbanel, Henry D.I. [1996] Analysis of Observed Chaotic Data,
Springer-Verlag, New York.
Bishop, Christopher M. [1995] Neural Networks for Pattern Recognition,
Oxford University Press, Oxford and New York.
Calude, C. [1994] Information and Randomness: An Algorithmic Perspective,
Springer-Verlag, New York.
Devijver, P.A. and J. Kittler [1982] Pattern Recognition: A statistical
approach, Prentice-Hall.
Frison, Ted W. [1995] "Chaos and Prediction Horizons in Silver Futures
Trading," NeuroVest Journal, Vol.3, No.3, pp.22-29.
Gershenfeld, N.A. and A.S. Weigend [1994] "The Future of Time Series:
Learning and Understanding," in Time Series Prediction (A.S. Weigend and
N.A. Gershenfeld, editors), Addison-Wesley, Reading, MA, pp.1-70.
Keuzenkamp, H.A. and M. McAleer [1995] "Simplicity, Scientific Inference
and Econometric Modelling," The Economic Journal, Vol.105, pp.1-21.
Kohonen, Teuvo [1995] Self-Organizing Maps, Springer-Verlag, Berlin.
Li, Ming and Paul Vitanyi [1997] An Introduction to Kolmogorov Complexity
and Its Applications, Second Edition, Springer-Verlag, New York.
Linial, N., Mansour, Y. and R.L. Rivest [1991] "Results on Learnability
and the Vapnik-Chervonenkis Dimension," Information and Computation,
90:pp.33-49.
Oja, E. [1983] Subspace Methods of Pattern Recognition, Research Studies
Press, Letchworth, UK.
Samon, John W., Jr. [1969] "A Nonlinear Mapping for Data Structure
Analysis," IEEE Trans. on Computers, Vol.C-18, No.5, May.
Staiger, L. [1993] "Kolmogorov Complexity and Hausdorff Dimension,"
and Computation, 120(2):pp.159-194.
Storer, D. [1988] Data Compression: Method and Theory, Computer Science
Press, New York.
Tenorio, M.F., Pedreira, C.E. and N.M. Roehl [1997] "The Cotton Time Series:
A Study of the Competition Series Behavior and Statistics," In Nonlinear
Financial Forecasting: Proceedings of the First INFFC (R.B. Caldwell,
editor), Finance & Technology Publishing, Haymarket, VA, pp.23-48.
Tukey, John W. [1977] Exploratory Data Analysis, Addison-Wesley, Mass.
Van Bussel, Joroen and Leo P.J. Veelenturf [1997] "Company Viability
Prediction using Neural Networks with Sparse Data," J. of Computational
Intelligence in Finance, Vol.5, No.4, pp.5-13.
Watanabe, O. (editor) [1992] Kolmogorov Complexity and Computational
Complexity, Spinger-Verlag, New York.
Warwick, Keven and Miroslav Karny (editors) [1997] Computer-Intensive
Methods in Control and Signal Processing: The Curse of Dimensionality,
Birkhauser, Boston.
Zurek, W.H. (editor) [1991] Complexity, Entropy and the Physics of
Information, Addison-Wesley, Reading, MA.
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 of the postal or email addresses below:
Post:
Editors
JCIF
P.O. Box 764
Haymarket, VA 20168
USA
E-mail:
ftpub(a)compuserve.com
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 15 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 6/95/97 for Windows 3.1/95.
Other acceptable software files (in the IBM PC format) are the following:
Word/DOS 3.0 or later
Word/Mac 4.0 or later
Word/Win 2.0 through 7
WordPerfect 5.1 or later (for DOS or Windows 3.1/95).
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 15 references. Encouraged are
references to: (a) peer-reviewed journals and (b) books.
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
JCIF
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
*******************************************************************
=========================================================================
VORTRAGSANKUENDIGUNG
PROF. DUANE SEPPI (Carnegie Mellon University)
haelt am Do, 13.11.1997, 14.30-16.00,
im Rahmen des Betriebswirtschaftlichen Forschungsseminars einen
Vortrag zum Thema
"EQUILIBRIUM FORWARD CURVES FOR COMMODITIES".
Der Vortrag findet im Hoersaal 7 des Betriebswirtschaftszentrums
der Universitat Wien, Bruennerstrase 72, 1210 Wien, statt.
Alle Interessenten sind herzlich eingeladen!
=========================================================================
------- Forwarded Message Follows -------
>From McClelland_R(a)bls.gov Sun Mar 19 17:27:57 2000
>From: McClelland_R <McClelland_R(a)bls.gov>
To: "SNDE Mailing List" <SNDE(a)fas-econ.rutgers.edu>
Subject: fwd: ERN Professional Announcements
Date: Tue, 28 Oct 1997 09:31:01 -0500
Status: RO
X-Status:
X-Keywords:
X-UID: 293
Both of the announcements here may be of interest.
____________________________________________________________
E C O N O M I C S R E S E A R C H N E T W O R K
P R O F E S S I O N A L A N N O U N C E M E N T S
October 23, 1997
(146,235 served to 12,339 ERN subscribers in 70+ countries)
Publisher: The Economics Research Network (ERN)
a division of
Social Science Electronic Publishing, Inc.,
(SSEP, Inc.) and Social Science Research
Network (SSRN)
Copyright: SSEP, Inc. 1997. All rights reserved.
YOU MAY REDISTRIBUTE THIS DOCUMENT
During the start-up phase, SSEP provides permission to
redistribute ERN Professional Announcements. No one may
charge for redistribution, and the issue must be distributed
in its entirety. We encourage distribution to faculty and
students in business schools, economics and public policy
programs, as well as to practitioners and policy makers in
the private and public sectors.
FREE SUBSCRIPTIONS
Subscriptions to ERN abstract journals are available at
no charge during the start-up phase. Subscriptions are
available through the form at the end of this issue,
by filling out our on-line subscription form available
from our web page at http://www.SSRN.Com/Subscription.html
or by contacting MAILTO:Trial@SSRN.Com
SIGN OFF
To stop delivery of one or more of the SSRN journals,
write to MAILTO:Remove@SSRN.Com Include the JOURNAL
name or the NETWORK name or ALL in the subject line.
ALIGNMENT
If this document is misaligned, please set type face to a
non-proportional font such as Courier 10.
T A B L E of C O N T E N T S
____________________________________________________________
CALL FOR PAPERS * Risk Theory Society 1998 Annual
Meeting, Athens, Georgia
CALL FOR PAPERS * 1998 International Meeting of the
Society for Computational
Economics, Cambridge, UK
____________________________________________________________
E R N Information
* Administrative Information for ERN
Missing Issues & Change of Address
Submission of Announcements
* Complimentary Trial Subscriptions to
ERN and SSRN's Affiliated Networks
ERN does not endorse or warrant any product, service or
notice listed in our announcements and assumes no liability
regarding these products, services, and notices.
When answering queries, please say you saw it on ERN.
____________________________________________________________
P R O F E S S I O N A L Announcements
CALL FOR PAPERS
Risk Theory Society 1998 Annual Meeting
April 17-19, 1998
University of Georgia
Athens, Georgia
The Risk Theory Society will be holding its annual Seminar
on April 17-19, 1998 at the University of Georgia.
ABOUT THE ORGANIZATION:
The Risk Theory Society is a group of economists, financial
economists, and actuaries that undertake theoretical and
applied research in the broad area of insurance economics,
financial economics related to the insurance industry, and
actuarial science. Membership in the society is earned by
presenting a paper at the yearly Risk Theory Society.
PAPER PRESENTATION:
The Risk Theory Society invites interested parties to submit
a paper. Authors of selected papers present their research
to the members in a seminar setting. Historically, the
seminar has been thought provoking and its "no holds barred"
approach has allowed for rigorous discussion of an author's
findings.
PAPER SUBMISSION/DEADLINE:
Five page abstracts (or a rough draft of a paper) on any
relevant topic are due by December 15th to:
CONTACT: Dr. Richard J. Butler
Center of Industrial Relations
University of Minnesota
271 19th Avenue South
Minneapolis, MN 55455
Tel: 612-624-0581
Fax: 612-624-8360
E-Mail: MAILTO:rbutler@csom.umn.edu
The program committee will notify successful authors by
January 15th. Papers must be completed by March 15th.
Financial support for travel (North American portion only)
for one author per paper is available. For more information,
please contact Professor Butler.
________________________________________
CALL FOR PAPERS
Volatility Analysis, Risk and the Range Process
Session to be held at the 1998 International Meeting
of the Society for Computational Economics
Cambridge, UK
June 29-July 1st 1998
SCOPE:
Volatility measurement and estimation and its relationship
to risk analysis are assuming an increased importance in
finance and economics. This session seeks papers and
presentations that deal with such problems.
PAPERS:
Some of the papers to be presented include at this time :
P. Vallois & C.S. Tapiero: R/S Analysis and the Estimation
of Volatility.
F. Longin: VaR and Extreme Values.
J.P. Indjehagopian: A review of Stochastic Volatility
Models.
SUBMISSION PROCEDURE/DEADLINES:
Authors wishing to make contributions are invited to contact
C.S. Tapiero (Tapiero(a)edu.essec.fr) below according to the
following deadlines.
December 1st, 1997, for papers to be included in the
Proceedings of the conference.
January 15, 1998 for papers to be included in the program.
Please contact:
CONTACT: C.S. Tapiero
E-Mail: MAILTO:p_tapiero@edu.essec.fr
Postal: ESSEC, BP 105
95021 Cergy Pontoise, France
____________________________________________________________
CLICKABLE E-MAIL AND WEB ADDRESSES
All e-mail and web references in this journal are in a form
that enables compliant e-mail programs and web browsers to
recognize them. This feature is supported by Claris Emailer
1.1v3, NetScape 2.0 or higher, and Eudora 3.0 A reader
can then click on an e-mail address to obtain a pre-
addressed e-mail form or click on a web address to go
directly to the web page. PLEASE IGNORE the "MAILTO:"
command preceding each e-mail address when copying
addresses directly into your mailer.
You can obtain e-mail and web browsers with this new
feature at:
Claris Emailer (Mac only. Current version 1.1v3 is
free): http://www.claris.com/software/software.html
Netscape: http://home.netscape.com/
Eudora: http://www.eudora.com/
____________________________________________________________
A D M I N I S T R A T I V E Information for ERN
* Missing Issues and Change of Address
Please contact MAILTO:Sherry@SSRN.Com We may not be
aware of a problem unless you contact us.
* Submission of Job Openings
ERN publishes job openings at the PhD level of interest
to both academic and practicing economists.
Send prospective PhD level job openings to
MAILTO:Dana_Hutchison@SSRN.Com Ms. Hutchison will format
the job opening to determine its length and will inform
you of the fee.
We reserve the right to edit or reject any job openings
we consider inappropriate.
____________________________________________________________
C O M P L I M E N T A R Y Trial Subscriptions
Subscriptions to Professional Job Openings, ERN, and other
SSRN journals are available by sending the following
completed form to: MAILTO:Trial@SSRN.Com Or use our
automated web form at http://www.SSRN.Com/Subscription.html
For information on multi-user site licenses please contact:
MAILTO:Site@SSRN.Com
____________________________________________________________
S S R N Subscription Form
To fill out this form using your e-mail program, "Forward"
this message to MAILTO:TRIAL@SSRN.Com Select appropriate
items by placing an X in the brackets. Enter your name,
phone number and the e-mail address you would like the
journals mailed to.
Full Name:
Telephone #:
E-Mail Address:
Organization or
University:
Title:
Your organization and phone number are needed for resolving
mail bounces
If you are a student, please complete the following:
Program: [ ] Ph.D [ ] MBA [ ] AB
Date of Expected Graduation:
Place an X in the brackets next to the items you wish
to receive:
1. [ ] ERN: ECONOMICS RESEARCH NETWORK
Co-Directors:
Martin Feldstein (Harvard U. and NBER)
Michael C. Jensen (Harvard Business School)
Subscriptions to the ERN journals are FREE during
the start-up phase of publication. When you
subscribe to a journal, you will also receive the
Professional Announcements and Job Listings for that
network. The forthcoming journals will be appearing
over the next few months.
[ ] Agricultural and Natural Resource Economics
[ ] Development Economics
[ ] Econometrics
[ ] Economic and Business History
[ ] Environmental Economics
[ ] European Economics (forthcoming)
[ ] Health Economics
[ ] Industrial Organization and Regulation
[ ] International Finance
[ ] International Trade
[ ] Labor
[ ] Macroeconomics
[ ] Microeconomic Theory
[ ] Monetary Economics
[ ] Organizations & Markets
[ ] Public Economics
[ ] Transition Economics
[ ] ERN Professional Announcements
[ ] ERN Professional Job Openings
2. [ ] LAN: LATIN AMERICAN NETWORK
Co-Directors:
Sebastian Edwards (U. of California, Los Angeles)
Denise Dimon (University of San Diego)
Ricardo Leal (University of Nevada)
Subscriptions to the LAN journals are FREE during
the start-up phase of publication. When you
subscribe to a journal, you will also receive the
Professional Announcements and Job Listings for that
network. The forthcoming journals will be appearing
over the next few months.
[ ] Latin American Business (forthcoming)
[ ] Latin American Economics
[ ] LAN Professional Announcements
[ ] LAN Professional Job Openings
3. [ ] FEN: FINANCIAL ECONOMICS NETWORK
Co-Directors:
Michael C. Jensen (Harvard Business School)
M. Wayne Marr (SSEP)
FEN is now fee based. You will receive a free 4-week
trial subscription to all its journals if you check
"FEN", or to the journals you mark below. If you
would like to become a regular paid FEN member,
please contact MAILTO:Subscribe@SSRN.Com
[ ] Corporate Finance and Organizations
[ ] Banking and Financial Institutions
[ ] Capital Markets
[ ] Derivatives
[ ] Real Estate
[ ] Finance Teaching and Case Abstracts
[ ] FEN Professional Announcements
[ ] FEN Professional Job Openings
4. [ ] LSN: LEGAL SCHOLARSHIP NETWORK
Co-Directors:
Ronald Gilson (Stanford & Columbia Law Schools)
A. Mitchell Polinsky (Stanford Law School)
Subscriptions to the LSN journals are FREE during
the start-up phase of publication. When you
subscribe to a journal, you will also receive the
Professional Announcements and Job Listings for that
network. The forthcoming journals will be appearing
over the next few months.
[ ] Administrative Law
[ ] Bankruptcy, Reorganization, and Creditors' Rights
[ ] Constitutional Law
[ ] Corporate, Securities, and Finance Law
[ ] Criminal Law and Procedure
[ ] Cyberspace Law
[ ] Employment and Labor Law
[ ] Environmental Law and Policy
[ ] General Law Abstracts (forthcoming)
[ ] Intellectual Property
[ ] International Law (forthcoming)
[ ] Law and Economics
[ ] Law, Humanities, and Culture
[ ] Litigation, Procedure, and Dispute Resolution
[ ] Tax Law and Policy
[ ] Tort and Product Liability (forthcoming)
[ ] LSN Professional Announcements
[ ] LSN Professional Job Openings
5. [ ] LitNet: LITIGATION NETWORK
Co-Directors:
Ronald Gilson (Stanford & Columbia Law Schools)
A. Mitchell Polinsky (Stanford Law School)
Subscriptions to the LitNet journals are FREE during
the start-up phase of publication which should last
until some time in 1997. Other LitNet journals are
in the planning stages and will follow.
[ ] Forensic Economics
6. [ ] ARN: ACCOUNTING RESEARCH NETWORK
Director:
Ross Watts (U. of Rochester)
ARN is now fee based. You will receive a free 4-week
trial subscription to the ARN journals if you check
"ARN." If you would like to become a regular paid
ARN member, please contact MAILTO:Subscribe@SSRN.Com
[ ] Auditing, Litigation and Tax Abstracts
[ ] Financial Accounting Abstracts
[ ] Managerial Accounting Abstracts
[ ] ARN Professional Announcements
[ ] ARN Professional Job Openings
____________________________________________________________
SSEP, Inc.
http://www.SSRN.Com/
Leading Social Science Research Delivered to Your Desktop
Copyright by SSEP, Inc. 1997
All rights reserved.
____________________________END_____________________________
----------------------------------------------------
Dr. Andrea Gaunersdorfer
Department of Business Administration
University of Vienna
Bruenner Strasse 72
A - 1210 Wien
Tel.: +43-1-29 1 28-466, Fax: 464
e-mail: gauner(a)finance2.bwl.univie.ac.at
http://www.bwl.univie.ac.at/bwl/fiwi1/members/gauner/gauner.htm
Hinweis auf einen Vortrag im Rahmen des
KOLLOQUIUM
aus
Statistik, Operations Research und Informatik
(ISOC-Kolloquium)
Montag, 1. Dezember 1997, 17:00 (puenktlich)
R. Frey (ETH Zuerich):
"GARCH-type models, their diffusion limits and applications to derivative pricing"
Ort: Seminarraum des Instituts fuer Statistik, Operations Research
und Computerverfahren (ISOC),
1010 Wien, Universitaetsstr.5/3.Stock (Lift!)
----------------------------------------------------
Dr. Andrea Gaunersdorfer
Department of Business Administration
University of Vienna
Bruenner Strasse 72
A - 1210 Wien
Tel.: +43-1-29 1 28-466, Fax: 464
e-mail: gauner(a)finance2.bwl.univie.ac.at
http://www.bwl.univie.ac.at/bwl/fiwi1/members/gauner/gauner.htm
=========================================================================
------- Forwarded Message Follows -------
>From jh(a)banach.mat.univie.ac.at Sun Mar 19 17:27:57 2000
Date: Fri, 3 Oct 1997 13:49:22 +0100
>From: Josef Hofbauer <jh(a)banach.mat.univie.ac.at>
Subject: Forwarded mail....
To: Andrea Gaunersdorfer <GAUNER(a)finance2.bwl.univie.ac.at>
Status: RO
X-Status:
X-Keywords:
X-UID: 289
---------- Forwarded message ----------
>From bachelie(a)mi.ras.ru Sun Mar 19 17:27:57 2000
Date: Fri, 03 Oct 1997 15:25:56 +0300 (MSK)
>From: CongrFinMaths <bachelie(a)mi.ras.ru>
To: "Undisclosed.recipients": ;
Subject:
Status: RO
X-Status:
X-Keywords:
X-UID: 290
INFORMATION BULLETIN N 1
CALL FOR PAPERS and REGISTRATION
of
THE FIRST BACHELIER FINANCE SOCIETY
CONGRESS (August 6-12, 1998, Moscow)
ORGANIZERS:
The Russian Academy of Sciences (RAS)
Bachelier Finance Society (BFS)
CO-CHAIRMEN:
Yu. S. Osipov - President of the RAS
A. N. Shiryaev - President of the BFS
CHAIRMAN OF THE INTERNATIONAL
PROGRAMM COMMITTEE (IPC):
J. Aa. Nielsen
MEMBERS OF THE IPC:
M. H. A. Davis
F. Delbaen
D. Duffie
T. Kariya
E. Platen
S. Pliska
A. N. Shiryaev
D. Sondermann
THE BACHELIER AND BLACK LECTURERS:
M. H. A. Davis
H. Follmer
STRUCTURE OF THE PROGRAM
Plenary invited lectures (1 hour) and contributed papers (30 min).
See also below "Preliminary Format of the Programm".
PAPER SUBMISSIONS AND DEADLINES FOR CONTRIBUTED PAPERS:
Send a two-page abstract by e-mail: bachelie(a)mi.ras.ru or three hard
copies by ordinary mail before February, 1, 98 to the address of ROC
given below. Abstracts should be prepared according to the style of
the first printed page of papers in journal "Finance and Stochastics"
ACCOMODATION
The Organizing Committee has reserved about 300 rooms in the hotel
"Orlenok" located in the picturesque place, Vorobievy Gory near
Moscow river, Moscow State University and the Main Building of the
Russian Academy of Sciences - the host of the Congress (less than
1 km from hotel).
PRICES
(in the case of registration and reservation before 30.12.97)
Room (two beds) - 70 USD
Room (one bed) - 45 USD
Luxe - 95 USD
------------------------------------------------------
------------------------------------------------------
PRELIMINARY REGISTRATION FORM
Family name:
Given name:
Title:
Date of birthday:
Affiliation:
Address:
town/city:
state :
postcode :
country :
Badge names(First, Surname, Affiliation ...)
Do you intend to give a talk?
Yes (title)
No
-------------------------------------------------------
-------------------------------------------------------
REGISTRATION FEE
including lunches and Congress dinner
(if payed before June 15)
Academicians: 200 USD for member of BFS
250 USD for others
Practitioners: 400 USD for member of BFS
450 USD for others
Accompanying
persons 75 USD
For payments after June 15 add 50 USD
Form of payments will be published in Information
Bulletin N 2 (February, 1998)
MEMBERSIP OF BACHELIER FINANCE SOCIETY
Write to Prof. J. Aa. Nielsen
E-mail: atsjan(a)mi.aau.dk
PRELIMINARY FORMAT OF THE CONGRESS
Thursday, August 6: 2-2.15 Opening ceremony
2.15-3.15 Bachelier Lecture by M.H.A. Davis
3.15-4.15 Plenary invited lecture
4.30-5.30 Plenary invited lecture
Friday, August 7: 9-10 Plenary invited lecture
10.15-11.15 Plenary invited lecture
11.15-11.45 Coffee
11.45-12.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
12.45-2.15 Lunch
2.15-3.15 Contributed papers with
relevance for practitioners
(3 parallel sessions)
3.15-3.45 Coffee
3.45-4.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
Saturday, August 8: 9-11.15 Contributed papers with
relevance for practitioners
(3 parallel sessions)
11.15-11.45 Coffee
11.45-12.45 Plenary invited lecture
12.30-2 Lunch
Time for discussions, lecture halls
will be open
7.00 Congress dinner
Sunday, August 9: Excursions
Monday, August 10: 9.00-10.00 Plenary invited lecture
10.15-11.15 Plenary invited lecture
11.15-11.45 Coffee
11.45-12.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
12.45-2.15 Lunch
2.15-3.15 Contributed papers with
relevance for practitioners
(3 parallel sessions)
3.15-3.45 Coffee
3.45-4.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
Tuesday, August 11: 9.00-10.00 Plenary invited lecture
10.15-11.15 Plenary invited lecture
11.15-11.45 Coffee
11.45-12.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
12.45-2.15 Lunch
2.15-3.15 Contributed papers with
relevance for practitioners
(3 parallel sessions)
3.15-3.45 Coffee
3.45-4.45 Contributed papers with
relevance for practitioners
(3 parallel sessions)
Wednesday, August 12 9.00-10.30 Contributed papers with
relevance for practitioners
(3 parallel sessions)
10.30-11 Coffee
11-12 Black lecture by Follmer
ADDRESS OF ROC
(RUSSIAN ORGANIZING COMMITTEE)
Prof. A.N. Shiryaev
Bachelier Congress
Actuarial-Financial Center
Steklov Mathematical Institute
Gubkina str. 8, 117966, Moscow
Russia
E-mail: bachelie(a)mi.ras.ru
Tel: (7-095) 938 3737
Fax: (7-095) 938 1880
----------------------------------------------------
Dr. Andrea Gaunersdorfer
Department of Business Administration
University of Vienna
Bruenner Strasse 72
A - 1210 Wien
Tel.: +43-1-29 1 28-466, Fax: 464
e-mail: gauner(a)finance2.bwl.univie.ac.at
http://www.bwl.univie.ac.at/bwl/fiwi1/members/gauner/gauner.htm
=========================================================================
WIRTSCHAFTSTHEORETISCHES FORSCHUNGSSEMINAR
der Wiener Universit=E4ten gemeinsam mit dem
Institut f=FCr H=F6here Studien und der
National=F6konomischen Gesellschaft
16. Oktober 1997:
16.00 s.t.; Saqib JAFAREY (University of Essex)
"Effects of Credit Rationing Equilibria upon Growth"
17.30 s.t.: Alexander STOMPER (Universit=E4t Wien)
"Bank from Relationship in Industry Equilibrium"
23. Oktober 1997:
16.00 s.t.: David ANDOLFATTO (University of Waterloo)
"Unemployment Insurance and Labour Market Activity in Canada"
17.30 s.t.: Timo TERAESVIRTA (Stockholm School of Economics)
"Stylized facts of daily return series and the Hidden Markov Model"
6. November 1997:
16.00 s.t.: Rudolf KERSCHBAMER (Universit=E4t Wien)
"Excess Capacity as an Incentive Device"
17.30 s.t.: Jonathan P. CAULKINS (Carnegie Mellon Univ., Pittsburgh)
"Is Incarceration an Effective Way to Control Illicit Drugs?"
Abstracts (soweit vorhanden) koennen uebermittelt werden.
Die Vortraege finden im Institut f=FCr Hoehere Studien, Stumpergasse
56, 1060 Wien, Hoersaal II, statt.
Das Seminar steht allen Interessierten offen. Insbesondere wird die
Teilnahme von fortgeschrittenen Studierenden begruesst.
Egbert Dierker
_________________________
Erika Ristl
Department of Economics, University of Vienna
Hohenstaufengasse 9, A-1010 Vienna / Austria
Tel.:+43-1-4277-37405 ------ Fax:+43-1-4277-9374
e-mail: erika.ristl(a)univie.ac.at
Am Institut f=FCr Betriebswirtschaftslehre des Au=DFenhandels der
Wirtschaftsuniversit=E4t Wien ist voraussichtlich ab 01. November 1997 ein
Universit=E4tsassistent/inn/enposten, allenfalls zwei
Vertragsassistent/inn/enposten (halbbesch=E4ftigt) zu besetzen.
Gesetzliche Aufnahmebedingungen:
Abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften
Zus=E4tzlich erw=FCnschte Kenntnisse:
Fundierte Kenntnisse im Bereich der Betriebswirtschaftlehre des
Au=DFenhandels (facheinschl=E4gige wissenschaftliche Arbeiten und/oder
einschl=E4gige praktische Erfahrungen), =FCberdurchschnittlicher Studienerfo=
lg,
Fremdsprachenkenntnisse, F=E4higkeit zur Betreuung wissenschaftlicher
Forschungsprojekte, p=E4dagogische Ausbildung und Lehrerfahrung, Bereitschaf=
t
zur Mitarbeit in der Institutsadministration, Stre=DFresistenz, Flexibilit=
=E4t
und hohe Selbstmotivation
Schriftliche Bewerbungen mit Lebenslauf und Angabe =FCber den Studienerfolg
(ohne Originalzeugnisse) sind an die Personalabteilung im Wege der
Universit=E4tsdirektion der WU Wien, Augasse 2-6, 1090 Wien zu richten.
Bewerbungsfrist: bis 8. Oktober 1997
Bewerber/innen haben keinen Anspruch auf Abgeltung der aufgelaufenen Reise-
und Aufenthaltskosten, die aus Anla=DF des Aufnahmeverfahrens entstanden=
sind.
Die Wirtschaftsuniversit=E4t Wien hat sich eine Erh=F6hung des Frauenanteils=
am
wissenschaftlichen Personal zum Ziel gesetzt. Deshalb werden nachdr=FCcklich
Frauen aufgefordert, sich zu bewerben. Es wird darauf hingewiesen, da=DF
Frauen bei gleicher Qualifikation bevorzugt aufgenommen werden und da=DF an
der Wirtschaftsuniversit=E4t ein Arbeitskreis f=FCr Gleichbehandlungsfragen
eingerichtet ist.
--
=========================================================================
Am Institut f=FCr Finanzierung und Finanzm=E4rkte der Wirtschaftsuniversit=
=E4t
Wien,=20
Ordinariat Univ.Prof. Dr. Otto Loistl, ist voraussichtlich ab 1. November
1997 ein Universit=E4tsassistentposten zu besetzen.
Gesetzliche Aufnahmebedingungen:
Abgeschlossenes Studium der Sozial- und Wirtschaftswissenschaften oder
abgeschlossenes Studium der Informatik
Zus=E4tzlich erw=FCnschte Kenntnisse:
Studium der Speziellen BWL =91Finanzierung=92,
vertiefende Kenntnisse =FCber betriebliche Finanzierung und Kapitalm=E4rkte,
praktische Programmiererfahrungen in C++,
Erfahrung als Netzadmistrator f=FCr Internetdienste,
Erfahrungen mit Hard- und Softwareinstallationen.
Schriftliche Bewerbungen mit Lebenslauf und Angabe =FCber den Studienerfolg
(ohne Originalzeugnisse) sind an die Personalabteilung im Wege der
Universit=E4tsdirektion, Augasse 2-6, A 1090 Wien zu richten.
Bewerbungsfrist: 8. Oktober 1997.
Bewerber/innen haben keine Anspruch auf Abgeltung der aufgelaufenen Reise-
und Aufenthaltskosten, die aus Anla=DF des Aufnahmeverfahrens entstanden=
sind.
Die Wirtschaftsuniversit=E4t Wien hat sich eine Erh=F6hung des Frauenanteile=
s
am wissenschaftlichen Personal zum Ziel gesetzt. Deshalb werden
nachdr=FCcklich Frauen aufgefordert, sich zu bewerben. Es wird darauf
hingewiesen, da=DF Frauen bei gleicher Qualifikation bevorzugt aufgenommen
werden und da=DF an der Wirtschaftsuniversit=E4t Wien ein Arbeitskreis f=FCr
Gleichbehandlungsfragen eingerichtet ist.
=========================================================================
Announcement: Austrian Political Stock Markets 1997
Seit heute ist am AEM ein neuer Markt verfuegbar und zum Handel
freigegeben. Dieser Markt beschaeftigt sich mit der
oesterreichischen Arbeitslosenrate im September '97.
Detailierte Infos bzw. alles was zur Teilnahme erforderlich ist, ist -
wie gewohnt - unter: http://ebweb.tuwien.ac.at/apsm/ auf unserem
Webserver zu finden.
MfG,
Gerhard Ortner
---------------------------------------------------------------------------
University of Technology Vienna
Institut of Industrial Engineering, Ergonomics and Business Economics
Theresianumgasse 27, A-1040 Vienna, Austria
Phone: +43-1-505 73 19 /43 Fax: +43-1-504 14 99
EMail: ortner(a)ebwnov.tuwien.ac.at
WWW : http://ebweb.tuwien.ac.at/ortner/home.html
---------------------------------------------------------------------------
THIS MESSAGE HAS BEEN COMPOSED USING 100% RECYCLED ELECTRONS