Call for Papers
Conference on Computational Intelligence for Financial Engineering
CIFEr Conference
=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
Visit us on the World Wide Web for latest updates and information at
http://www.ieee.org/nnc/conferences/cfp/cifer96.html
The homepage can also be accessed via the "Conferences" page of the
IEEE Neural Network Council's Homepage at
http://www.ieee.org/nnc
The deadlines mentioned in this CFP supercede those in the hard copy
version. Our homepage will be updated on October 15 to reflect these
new deadlines.
--
Payman Arabshahi
Electronic Publicity Chair, CIFEr'96 Tel : (205) 895-6380
Dept. of Electrical & Computer Eng. Fax : (205) 895-6803
University of Alabama in Huntsville payman(a)ebs330.eb.uah.edu
Huntsville, AL 35899 http://www.eb.uah.edu/ece/
----------------------------------------------------------------------
IEEE/IAFE 1996
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Call for Papers
Conference on Computational Intelligence for Financial Engineering
CIFEr Conference
March 24-26, 1996, New York City, Crowne Plaza Manhattan
Sponsors:
The IEEE Neural Networks Council, The International
Association of Financial Engineers
The IEEE/IAFE CIFEr Conference is the second annual collaboration between
the professional engineering and financial communities, and is one of the
leading forums for new technologies and applications in the intersection of
computational intelligence and financial engineering. Intelligent
computational systems have become indispensable in virtually all financial
applications, from portfolio selection to proprietary trading to risk
management. Topics in which papers, panel sessions, and tutorial proposals
are invited include, but are not limited to, the following:
CONFERENCE TOPICS
-----------------
> Financial Engineering Applications:
Trading Systems
Forecasting
Hedging Strategies
Risk Management
Pricing of Structured Securities
Systemic Risk
Asset Allocation
Exotic Options
> Computer & Engineering Applications & Models:
Neural Networks
Probabilistic Reasoning
Fuzzy Systems and Rough Sets
Stochastic Processes
Dynamic Optimization
Time Series Analysis
Non-linear Dynamics
Evolutionary Computation
INSTRUCTIONS FOR AUTHORS, PANEL PROPOSALS, SPECIAL SESSIONS, TUTORIALS
----------------------------------------------------------------------
All summaries and proposals for tutorials, panels and special sessions must
be received by the conference Secretariat at Meeting Management by December
1, 1995. Our intentions are to publish a book with the best selection of
papers accepted.
AUTHORS (FOR CONFERENCE ORAL SESSIONS)
--------------------------------------
One copy of the Extended Summary (not exceeding four pages of 8.5 inch by
11 inch size) must be received by Meeting Management by December 1, 1995.
Centered at the top of the first page should be the paper's complete title,
author name(s), affiliation(s), and mailing addresses(es). Fonts no
smaller than 10 pt should be used. Papers must report original work that
has not been published previously, and is not under consideration for
publication elsewhere. In the letter accompanying the submission, the
following information should be included:
* Topic(s)
* Full title of paper
* Corresponding Author's name
* Mailing address
* Telephone and fax
* E-mail (if available)
* Presenter (If different from corresponding author, please
provide name, mailing address, etc.)
Authors will be notified of acceptance of the Extended Summary by January
10, 1996. Complete papers (up to a maximum of seven 8.5 inch by 11 inch
pages) will be due by February 9, 1996, and will be published in the
conference proceedings.
SPECIAL SESSIONS
----------------
A limited number of special sessions will address subjects within the
topical scope of the conference. Each special session will consist of from
four to six papers on a specific topic. Proposals for special sessions
will be submitted by the session organizer and should include:
* Topic(s)
* Title of Special Session
* Name, address, phone, fax, and email of the Session Organizer
* List of paper titles with authors' names and addresses
* One page of summaries of all papers
Notification of acceptance of special session proposals will be on January
10, 1995. If a proposal for a special session is accepted, the authors
will be required to submit a camera ready copy of their paper for the
conference proceedings by February 9, 1996.
PANEL PROPOSALS
---------------
Proposals for panels addressing topics within the technical scope of the
conference will be considered. Panel organizers should describe, in two
pages or less, the objective of the panel and the topic(s) to be addressed.
Panel sessions should be interactive with panel members and the audience
and should not be a sequence of paper presentations by the panel members.
The participants in the panel should be identified. No papers will be
published from panel activities. Notification of acceptance of panel
session proposals will be on January 10, 1996.
TUTORIAL PROPOSALS
------------------
Proposals for tutorials addressing subjects within the topical scope of the
conference will be considered. Proposals for tutorials should describe, in
two pages or less, the objective of the panel and the topic(s) to be
addressed. A detailed syllabus of the course contents should also be
included. Most tutorials will be four hours, although proposals for longer
tutorials will also be considered. Notification of acceptance of tutorial
proposals will be on January 10, 1996.
EXHIBIT INFORMATION
-------------------
Businesses with activities related to financial engineering, including
software & hardware vendors, publishers and academic institutions, are
invited to participate in CIFEr's exhibits. Further information about the
exhibits can be obtained from the CIFEr-secretariat, Barbara Klemm.
SPONSORS
--------
Sponsorship for the CIFEr Conference is being provided by the IAFE
(International Association of Financial Engineers) and the IEEE Neural
Networks Council. The IEEE (Institute of Electrical and Electronics
Engineers) is the world's largest engineering and computer science
professional non-profit association and sponsors hundreds of technical
conferences and publications annually. The IAFE is a professional
non-profit financial association with members worldwide specializing in new
financial product design, derivative structures, risk management
strategies, arbitrage techniques, and application of computational
techniques to finance.
Early registration is $400 for IEEE (Institute of Electrical and Electronic
Engineers, Neural Networks Council) and IAFE (International Association of
Financial Engineers) members. For details contact Barbara Klemm at Meeting
Management.
INFORMATION
-----------
CIFEr Secretariat:
Meeting Management
IEEE/IAFE Computational Intelligence
for Financial Engineering
2603 Main Street, Suite #690
Irvine, California 92714
Tel: (714) 752-8205 or (800) 321-6338
Fax: (714) 752-7444
Email: 74710.2266(a)compuserve.com
Visit us on the World Wide Web for latest updates:
http://www.ieee.org/nnc/conferences/cfp/cifer96.html
ORGANIZING COMMITTEE
--------------------
Keynote Speaker:
Stephen Figlewski, Professor of Finance and Editor of the
Journal of Derivatives
Stern School of Business, New York University
John M. Mulvey, Professor and Director
Engineering Management Systems
Princeton University, Princeton
Conference Committee General Co-chairs:
John Marshall, Professor of Financial Engineering
Polytechnic University, New York, NY
Robert Marks, Professor of Electrical Engineering,
University of Washington, Seattle, WA
Program Committee Co-chairs:
Benjamin Melamed, Ph.D., Research Scientist
RUTCOR-Rutgers University's Center for Operations Research
Alan Tucker, Associate Professor of Finance
Pace University, New York, NY
International Liaison:
Arnold Jang, Vice President, Intelligent Trading Systems
Springfields Investments Advisory Company, Taipei, Taiwan
Organizational Chair:
Robert Golan, President
Rough Knowledge Discovery Inc., Calgary, Alberta
Finance Chair:
Ingrid Marshall, Accountant
Marshall & Marshall, Stroudsburg, PA
Exhibits Chair:
Steve Piche, Lead Scientist
Pavillion Inc, Austin
Program Co-Chair:
Alan Tucker and Benjamin Melamed
Program Committee:
Phelim Boyle, Professor of Accounting
University of Waterloo, Waterloo, Ontario
Mark Broadie, Associate Professor of Finance
Graduate School of Business
Columbia University, New York, NY
Jan Dash, Ph.D, Managing Director
Smith Barney, New York, NY
Stephen Figlewski, Professor of Finance
New York University, New York, NY
Roy S. Freedman, Ph.D, President
Inductive Solutions, Inc, New York, NY
Peter L. Hammer, Professor and Director
RUTCOR-Rutgers University's Center for Operations Research,
New Brunswick, NJ
Jimmy E. Hilliard, Professor of Finance
University of Georgia, Athens, GA
John Hull, Professor of Management
University of Toronto, Toronto, Ontario
Yuval Lirov, Ph.D., Vice President
Lehman Brothers, Inc, New York, NY
David G. Luenberger, Professor of Electrical Engineering
Stanford University, Stanford, CA
John M. Mulvey, Professor and Director
Engineering Management Systems
Princeton University, Princeton, NJ
Jason Z. Wei, Associate Professor of Finance
University of Saskatchewan, Saskatoon
Robert E. Whaley, Professor of Business
Futures and Options Research Center
Duke University, Durham, NC
Publicity Chair
Michael Wolf, General Manager
Financial Products, The Mathworks, Inc., Natick, MA
Electronic Publicity Chair
Payman Arabshahi, Assistant Professor of Electrical Engineering
University of Alabama in Huntsville, Huntsville
Conference Liaison
Scott Mathews, Senior Associate
Marshall, Tucker, and Associates, Edmonds, WA
--
Chris
*******************************************************************************
Christian Haefke INTERNET:chris@ihssv.wsr.ac.at
Institute for Advanced Studies
Stumpergasse 56 fax : +43-1-597 06 35
A-1060 Vienna, AUSTRIA, EUROPE voice : +43-1-59991-150
*******************************************************************************
If you write me a snail-mail letter, you are just killing a tree for nothing.
=========================================================================
VSX WORKSHOP
Einladung
zu den
Vortraegen
von
Professor R. Stehle
Humboldt-Universitaet zu Berlin
mit dem Thema
''Anomalien in Deutschen Kapitalmaerkten''
am Montag, den 6. November 1995, um 16.00 Uhr
im Hoersaal 6 des Betriebswirtschaftlichen Zentrums
der Universitaet Wien, Bruennerstrasse 72, 1210 Wien
und
von Professor Raffi Amit
University of British Columbia
mit dem Thema
''Venture Capital Regimes and Entrepreneurial Activity''
am Dienstag, den 14. November 1995, um 15.30 Uhr
im Hoersaal 11 des Betriebswirtschaftlichen Zentrums
der Universitaet Wien, Bruennerstrasse 72, 1210 Wien
=========================================================================
--
Institute for Advanced Studies Tel: +43-1-59991
Stumpergasse 56 Fax: +43-1-5970635
A-1060 Wien, Austria, Europe
Einladung
zum
FINANCE-Forschungsseminar
Mittwoch, den 25.Okt.1995
"Stock Markets als Prognoseinstrument"
G. ORTNER
(TU-Wien)
Abstract:
Die Informationsverarbeitungskraft des Preisbildungsmechanismus in
(Aktien-)Maerkten kann sehr gut als Vorhersageinstrument benutzt
werden. Die Aggregation von sehr stark verteilten Informationen durch
Maerkte wurden in letzter Zeit in vielen Experimenten untersucht und
belegt. Seit ca. 10 Jahren werden ausgehend von den USA Feldversuche
bei der Prognose von politischen Wahlentscheidungen durchgefuehrt.
Manche dieser Experimente konnten mit ihren sehr exakten Vorhersagen
Aufsehen erregen (z.B. IPSM 88). Auch in Oesterreich wurde (APSM 94)
und wird gerade (APSM 96) im Bereich der Political Stock Markets
experimentiert. Eine Erweiterung in Richtung Prognose von Wirtschafts-
daten einer Volkswirtschaft aber auch industrielle Anwendung (z.B.
Umsatzprognose) steht unmittelbar bevor.
Ort: HS II
Zeit: 16.30
R.Alt
=========================================================================
EINLADUNG
zum Gastvortrag
Aktuelle Entwicklungen im deutschen Sekund=E4rmarkt
Dr. Reto Francioni
FWB Frankfurter Wertpapierb=F6rse
DTB Deutsche Terminb=F6rse
Deutsche B=F6rse AG
Zeit: Mittwoch, 25. Oktober 1995, 12.00 - 14.00 Uhr
Ort: Wirtschaftsuniversit=E4t Wien, UZAIII Hs.2004,
1090 Wien, Althanstra=DFe 39-45, 3.OG/Stg.6
=========================================================================
NNCM-95 PROGRAMME SCHEDULE AND FINAL ANNOUNCEMENT
Third International Conference On
NEURAL NETWORKS IN THE CAPITAL MARKETS
Thursday-Friday, October 12-13, 1995
with tutorials on Wednesday, October 11, 1995.
London
Neural networks are now emerging as a major modelling methodology
in financial engineering. Because of the overwhelming interest in
the NNCM workshops held in London in 1993 and Pasadena in 1994,
the third annual NNCM conference will be held on October 12-13, 1995,
in London. NNCM*95 will take a critical look at state of the art
neural network applications in finance.
This is a research meeting where original, high-quality contribu-
tions to the field are presented and discussed. In addition, a day of
introductory tutorials (Wednesday, October 11) will be included
to familiarise audiences of different backgrounds with financial
engineering, neural networks, and the mathematical aspects of the
field.
NNCM'95 PROGRAMME SCHEDULE
TUTORIALS, Wednesday, 11th October
London Business School
Sussex Place
Regents Park.
London NW1 4SA
Tel: (+44)(0)(171) 262 50 50
REGISTRATION
08.00 - 08.30
Tutorial Sessions,
Chair, Prof. John Moody, OGI
FINANCE TUTORIAL I
08.30 - 10.30
Pricing Models for Derivative Securities
Prof. Stewart Hodges,
Warwick University, Warwick
BREAK
FINANCE TUTORIAL II
11.00 - 13.00
Price Behaviour and Models for High Frequency Data in Finance
Dr Michael Dacorogna
Olsen & Associates, Zurich
LUNCH
STATISTICS & NEURAL NETWORKS TUTORIAL I
14.00 - 16.00
Statistical Inference & Nonparametric Models: Linear Lessons About
Nonlinear Prediction
Prof. Leo Breiman,
University of California, Berkeley
BREAK
STATISTICS & NEURAL NETWORKS TUTORIAL - II 16.30 - 18.30
Neural Networks for Time Series & Trading
Prof. Andreas Weigend
University of Colorado, Boulder
MAIN CONFERENCE PROGRAMME, 12th & 13th October
Langham Hilton
1 Portland Place
London NW1N 4JA
Tel: (++44)(0)(171) 636 1000
Thursday October 12th
REGISTRATION
08.00 - 8.45
Derivative & Term Structure Models - I
Chair A-P. N. Refenes, LBS
08.45 - 10.30
* Option Pricing and Artificial Neural Networks,
Invited Speaker: Prof. Hal White
* Neural Networks for Contigent Claim Pricing via the
Galerkin Method, E. Barucci
* Futures Trading Using Artificial Neural Networks, H. Pi
* Modelling The Term Structure of Interbank Interest Rates,
B. Dasgupta
BREAK
Advances in Methodology I
Chair H. Hubbes, Dresner Bank
11.00 - 12.30
* Clearning, A. Weigend
* Ordinal Models for Neural Networks, M. Mathieson
* Combination of Buffered Backpropagation and RPCL-CLP by
Mixture of Experts, L. Xu
* Improved Estimates for the R/S and Hurst Exponents, J. Moody
LUNCH AND POSTER PRESENTATIONS
12.30 - 14.30
Foreign Exchange
Chair P. Smith, Mars Group
14.30 - 16.30
* High Frequency Data in Financial Markets: Issues & Applications,
Invited Speaker Prof. Charles Goodhart
* ANN Based Trade Forecasting System for Capital Markets,
B. Flower
* Applying Neural Networks to Currency Trading: A Case Study,
C. Lee
* Exchange Rate Forecasting Comparison: Neural Networks,
Symbolic Machine Learning and Linear Models, E. Steurer
* Identification of FX Arbitrage Opportunities with a Non-linear
Kalman Filter, P. Bolland and J. Connor
BREAK
17.00 - 18.30
Corporate Distress & Risk Models
Chair M. Javaid, Hermes Investement Management
* Neural Networks in Corporate Failure Prediction: The UK
Experience, Y. Alici
* Corporate Distress Diagnosis - An International Comparison,
M. Kerling
* Assessing Financial Distress with Probabilistic Neural Networks,
E. Tyree
Friday October 13th
08.00 - 8.45
REGISTRATION
08.45 - 10.30
Derivative & Term Structure Models - II
Chair Hal White, UCSD
* Validation of Volatility Models,
Invited Speaker: Prof. Yaser Abu-Mostafa
* Modelling Non-linear Cointegration in European Equity Index
Futures, A. Burgess
* Neural Network Pricing of All Ordinaries SPI Options on Futures,
P. Lajbcygier
* Option Pricing: An Artificial Neural Network Approach,
G. Maddala
BREAK
11.00 - 12.30
Advances in Methodology I
Chair A. Weigend, Univ. Colorado
* Prediction with Robustness Towards Outliers, Trends and Level
Shifts, D. Martin
* Reliable NN Predictions with Outliers and Non-Constant Variances,
D. Ormoneit
* An Analysis of Stops and Profit Objectives in Trading Systems,
A. Atiya
* Predicting Stock Market Averages to Enhance Profitable Trading
Strategies, C. Hafke C. Helmenstein
12.30 - 14.30
LUNCH AND POSTER PRESENTATIONS
14.30 - 17.00
Equities & Commodities
Chair Prof. D. Bunn, LBS
* Towards Minimal Risk: Model selection Strategies For Time
Series Prediction & Trading,
Invited Speaker Prof. John Moody
* The Predictability of Security Returns with Simple Trading
Rules, R. Gencay
* The Use of Neural Networks For Property Investment Forecasting,
G. Clarke
* On-Line Learning for Multi-layer Neural Networks: Application to
S&P-500, C. Pedreira
* Modelling The Performance of Investment Strategies, Y. Bentz
* Applying NNs in Copper Trading: Neural Networks with a Linear
Filter, C. Naylor
CLOSE OF CONFERENCE
For further information visit the NNCM'95 web site:
http://www.lbs.lon.ac.uk/desci/nncm.thm
or contact the NNCM-95 secretariat:
Ms Busola Oguntula, London Business School
Sussex Place, Regent's Park, London NW1 4SA, UK
e-mail: boguntula(a)lbs.lon.ac.uk
phone (+44) (0171) 262 50 50
fax (+44) (0171) 724 78 75
Registration
To register, complete the registration form and mail to the sec-
retariat. Please note that attendance is limited and will be allocated
on a "first-come, first-served" basis.
Location
The main conference will be held at The Langham Hilton, which is
situated near Regent's Park and is a short walk from Baker Street
Underground Station. Further directions including a map will be
sent to all registries.
Convenient hotels include:
The Langham Hilton
1 Portland Place
London W1N 4JA
Tel: (+44) (0171) 636 10 00
Fax: (+44) (0171) 323 23 40
Sherlock Holmes Hotel
108 Baker Street, London NW1 1LB
Tel: (+44) (0171) 486 61 61
Fax: (+44) (0171) 486 08 84
The White House Hotel
Albany St., Regent's Park, London NW1
Tel: (+44) (0171) 387 12 00
Fax: (+44) (0171) 388 00 91
Programme Commitee
Dr A. Refenes, London Business School (Chairman)
Dr Y. Abu-Mostafa, Caltech
Dr A. Atiya, Cairo University
Dr N. Biggs, London School of Economics
Dr D. Bunn, London Business School
Dr M. Jabri, University of Sydney
Dr B. LeBaron, University of Wisconsin
Dr A. Lo, MIT Sloan School
Dr J. Moody, Oregon Graduate Institute
Dr C. Pedreira, Catholic University PUC-Rio
Dr M. Steiner, Universitaet Munster
Dr A. Timermann, University of California, San Diego
Dr A. Weigend, University of Colorado
Dr H. White, University of California, San Diego
--------------------------Registration Form --------------------------
NNCM-95 Registration Form
Third International Conference on
Neural Networks in the Capital Markets
October 12-13 1995
Name:____________________________________________________
Affiliation:_____________________________________________
Mailing Address: ________________________________________
_________________________________________________________
Telephone:_______________________________________________
****Please circle the applicable fees and write the total below****
Main Conference (October 12-13):
(British Pounds)
Registration fee 450
Discounted fee for academicians 250
(letter on university letterhead required)
Discounted fee for full-time students 100
(letter from registrar or faculty advisor
required)
Tutorials (October 11):
You must be registered for the main conference in order to
register for the tutorials.
(British Pounds)
Morning Session Only 100
Afternoon Session Only 100
Both Sessions 150
Full-time students 50
(letter from registrar or faculty advisor
required)
TOTAL: _________
Payment may be made by: (please tick)
____ Check payable to London Business School
____ VISA ____Access ____American Express
Card Number:___________________________________
*******************************************************************************
The poster sessions are split by subject between the two days of the
conference. The following timetable details the time and poster
number for each of the presenters.
Thursday 12/10/95 13.00-15.00 Poster Session 1
Derivatives, Foreign Exchange,
Methodology,Macroeconomics.
Friday 13/10/95 13.00-15.00 Poster Session 2
Equities, Advances in Methodology
Poster Session 1 Thursday 13.00-15.00
Poster No. (1)
117 NeuralNetworks in Derivative Securities Pricing Forecasting in
Brazillian Capital Markets,
L. A. R Gaspar & G. Lacitermacher
Poster No. (2)
135 Statistical Yield Curve Arbitrage in Eurodollar Futures using
Neural Networks,
A. N. Burgess
Poster No. (3))
084 Predicting Returns on Canadian Exchange Rates with Artificial
Neural Networks and EGARCH-M Models,
A. Episcopos
Poster No. (4)
115 Forecasting Foreign Exchange Rates: Bayesian Model Comparison
and Non-Gaussian Distributions,
S. Butlin & J. T.Connor
Poster No. (5)
139 Short-term FX Market Analysis and Prediction,
H. Beran
Poster No. (6)
133 Loan Risk Analysis Using Neural Networks,
A. N. Burgess
Poster No. (7)
106 Exploratory Data Analysis by the Self-Organizing Map:
Structures of Welfare and Poverty in the World,
S. Kaski & T. Kohonen
Poster No. (8)
116 Commercial Mortgage Default: A Comparison of the
Proportional Hazard Modl with Artificial Neural Networks,
A. Episcopos
Poster No. (9)
094 Minimising the Cost of Money in Branch Offices,
F. Avila
Poster No. (10)
129 Empirical Regularities and The Forecasting of Industrial production,
T.Soni, H.Otruba, M.Natter, C. Hafke
Poster No. (11)
147 Short Term Forecasts of Financial Time Series Using Artificial
Neural Networks,
S. Avouyi-Dovi
Poster Session 2 Friday 13.00-15.00
Poster No. (1)
089 The Predictability of Stock Returns with Local Versus Global
Nonparametric Estimators,
R. Gencay
Poster No. (2)
099 Stock Price Prediction Using an Integrated pattern Recognition Paradigm,
D. H Kil
Poster No. (3)
108 Applications of Artificial Neural Networks in Emerging Financial Markets,
C. Siriopoulos
Poster No. (4)
112 Stock Selection Using Recon,
G. H. John, P. Miller & R. Kerber
Poster No. (5)
121 An Embedded Fuzzy Knowledge Base for Technical Analysis of Stocks,
K. P. Lam
Poster No. (6)
124 Stock Price Predictions by Recurrent Multilayer Neural Network Architectures,
D. F. Bassi
Poster No. (7)
138 Equity Forecasting: A Case Study in the KLSE Index,
J. Yao
Poster No. (8)
140 Use of Neural Networks and Expert/Knowledgebase Systems
for Stock Market Analysis, Prediction and Trading,
A. Chartzaniotis
Poster No. (9)
095 Genetic Programming of Fuzzy Logic Production Rules with
Application to Financial Trading,
A. Edmonds
Poster No. (10)
086 Connectivity & Financial Network Shutdown,
L. Eisenberg
Poster No. (11)
104 Avoiding overfitting by locally matching the noise level of the data,
A. S. Weigend & M. Mangeas
Poster No. (12)
110 Trading Using Committees,
J. Moody & S. Rehfuss, L. Wu
Poster No. (13)
142 An Interval Neural Network Architecture for Time Series Prediction,
M. Fialh, & C.E.Pedreira
*******************************************************************************
Christian Haefke INTERNET:chris@ihssv.wsr.ac.at
Institute for Advanced Studies
Stumpergasse 56 fax : +43-1-597 06 35
A-1060 Vienna, AUSTRIA, EUROPE voice : +43-1-59991-150
*******************************************************************************
=========================================================================
VSX WORKSHOP
Einladung
zum
Vortrag
von
Professor John S. Hughes
Duke University
mit dem Thema
''Earnings Announcements and Security Returns''
am Mittwoch, den 18. Oktober 1995, um 17.00 Uhr c.t.
im Hoersaal 7 des Betriebswirtschaftlichen Zentrums
der Universitaet Wien, Bruennerstrasse 72, 1210 Wien
Dr. Hughes ist derzeit Professor fuer Rechnungswesen an der Duke
University, USA. Seine wissenschaftlichen Arbeiten koennen den
Bereichen internes Rechnungswesen zugeordnet werden. Neben seiner
wissenschaftlichen Ausgewiesenheit kann Professor Hughes auch eine
mehrjaehrige Praxis als Wirtschaftspruefer vorweisen.
=========================================================================
Einladung
zum
Betriebswirtschaftlichen Forschungsseminar
des Institutes fuer Betriebswirtschaftslehre
der Universitaet Wien
A-1210 Wien, Bruennerstrasse 72
Freitag, 20. Oktober 1995, 13:00 - 14:30,
BWZ-Bruennerstrasse (Hoersaal 4)
John S. Hughes, Duke University
''Strategic Implications of Common Service Cost Allocation''
(Co-author: Jennifer L. Kao)
=========================================================================
Liebe Listenteilnehmer!
Ein herzliches Willkommen an alle Neusubskribenten!
Ich moechte alle nur kurz auf einen haeufigen Fehler aufmerksam machen:
Um Missverstaendnisse zu vermeiden beachten Sie bitte, an wen Sie
ein reply auf Aussendeungen der vfn-l schicken: an den Verfasser der
Meldung oder an die ganze Liste. Leider ist der defaultwert von
Ihrer mail-software abhaengig.
mit freundlichen Gruessen,
Alfred Lehar
=========================================================================