Advanced Computing in Financial Markets June 19-22, 2001 Bangor, Wales The purpose of this symposium is to bring together leading researchers and interested practitioners in all fields of computational methods and finance. Submissions are especially encouraged in the areas of derivative pricing, risk management, as well as exchange rate and interest rate modeling. Papers that provide new methodologies and techniques or enhance our understanding of existing methods are particularly welcome. Topics (not limited to:) Application areas: Asset Valuation and Trading, Corporate Distress, Currency Models, Derivatives: Hedging Strategies, Pricing, Portfolio Management, Retail Finance, Risk Management, Tactical Asset Allocation, Term Structure Models Methodologies: Adaptive/Kalman Filtering Techniques, Automated Reasoning, Classification, Context Free Languages, Econometrics of High Frequency Data, Extreme Value Statistics, Fuzzy Systems and Rough Sets, Genetic Algorithms and Genetic Programming, Global Optimization, Hypothesis Testing and Confidence Intervals, Intelligent Trading Agents, Model Identification, Selection and Specification, Neural Networks and Machine Learning, Probabilistic Modeling/Inference, Resampling and Monte Carlo Methods, Robust Model Estimation, Time Series Analysis. International Program Committee: Ait-Sahalia Y., Princeton University, USA Bollerslev T., Duke University, USA Colemann T., Cornell University, USA Dacorogna M. M., Olsen & Associates, Switzerland Dawid H., U of Southern California, USA Gottschling A., Euroquants Consulting, Germany Haefke, C., Universitat Pompeu Fabra, Spain Haerdle W., Humboldt University, Germany Hiemstra Y., Vrije Universiteit Amsterdam, Netherlands Hussain, A., University of Stirling, Scotland, U.K. Hyung N., Tinbergen Institute Rotterdam, Netherlands Kamstra, Mark, Simon Fraser University, Canada Korczak J., Université Louis Pasteur, France Lehmann B., IRPS, University of California at San Diego, USA Manganelli S., European Central Bank, Frankfurt, Germany Moody J., Oregon Graduate Inst., USA O'Leary D., University of Southern California, USA Politis D., UC San Diego, USA Poon S., University of Strathclyde, Scotland, U.K. Rockinger M., HEC School of Finance, France Skalak D., IBM Data Mining and Analytics Group, USA Soni T., SBS Technologies, USA Tauchen G., Duke University, USA Tzavalis E., Queen Mary & Westfield College, U.K. KEYNOTE SPEAKER Wolfgang Haerdle: Quantlets for (Financial) Risk Management SUBMISSION OF PAPERS Prospective authors are requested to send an extended abstract or a draft paper of maximum 7 pages for review by the International Program Committee to Christian Haefke (mailto://christian.haefke@econ.upf.es). All submissions must be written in English. The submissions should include: - Title of symposium (ACFM 2001) - Preferred type of the paper (oral/poster)- Title of proposed paper- Authors names, affiliations, addresses- Name of author to contact for correspondence- E-mail address and fax number of the contact author- Topics which best describe the paper (max 7 keywords) CALL FOR WORKSHOPS/TUTORIALS A workshop/tutorial should focus on a particular topic, and consist of several presentations and open discussions. The proposal for a workshop/tutorial should include the title, topics covered, proposed speakers, targeted audiences, and estimated length (hours) of the workshop/tutorial. The proposal should be submitted either to the congress chair, the corresponding symposium chair or the congress organizer by January 15, 2001. CALL FOR INVITED SESSIONS Proposals for invited sessions are encouraged. A session proposal consists of 4-5 invited papers, the recommended session-chair and co-chair, as well as a short statement describing the title and the purpose of the session. The organizer should send the proposal to the respective symposium chair or the congress organizer. Invited sessions should preferably start with a tutorial paper. The organizer will be responsible for the review of the papers in the session. The registration fee of the session organizer will be waived, if at least 4 authors of invited papers register to the conference. Proceedings and Publications Proceedings will be available at the congress. All accepted and invited papers (oral and poster presentations) will be included in the proceedings, published in print and on CD-ROM by ICSC Academic Press, Canada/Switzerland. Extended versions of selected papers can be considered for possible publication in special issues of leading international journals. Important Dates Extended Abstract Submission December 15, 2000 Notification of Acceptance December 31, 2000 Delivery of Full Papers March 1, 2001 Symposium June 19 - 22, 2001 Further Information Please contact: Christian Haefke Universitat Pompeu Fabra Department of Economics and Business Ramon Trias Fargas 25-27 E-08005 Barcelona, Spain E-mail: mailto://christian.haefke@econ.upf.es www: http://www.econ.upf.es/~chaefke Phone: +34 542 2706/ Fax: +34 542 1746 or the conference webpage: http://www.icsc.ab.ca/174-info.htm.