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From: RBCALDWELL@delphi.com[SMTP:RBCALDWELL@delphi.com]
Sent: Sunday, December 08, 1996 3:20 PM
To: owner-snde_l(a)email.rutgers.edu
Subject: Final CFP: Data Mining for Financial Applications
Status: RO
X-Status:
X-Keywords:
X-UID: 222
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F I N A L C A L L F O R P A P E R S
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N E U R O V E $ T J O U R N A L
Final Call for Papers
Special Issue On
Data Mining for Financial Applications
NEUROVE$T JOURNAL, a peer-reviewed technical journal, published by
Finance & Technology Publishing, is seeking papers for review and
publication in 1997 on "Data Mining for Financial Applications".
As an internationally-recognized independent forum since 1993,
the NEUROVE$T JOURNAL serves as the journal of record on the
application of advanced computing technologies in finance.
Papers published in the Journal are eligible for entry in the
Annual NEUROVE$T JOURNAL Essay Award Contest. The Editorial
Advisory Board of the Journal selects the best paper for which
a cash award is presented each year.
EDITORIAL ADVISORY BOARD
E. Michael Azoff, Themisto Numerics Ltd.
James E. Bowen, CompEngServ Ltd.
Richard J. Bauer, Jr., St. Mary's University
James F. Derry, Mgmt. Engineering Productivity Systems
Ypke Hiemstra, Vrije Universiteit
Yuval Lirov, Lehman Brothers
Zoran Obradovic, Washington State University
David B. Skalak, University of Massachusetts
Stephen Slade, Stern Bus. Sch., New York University
Leon Sterling, University of Melbourne
Manoel F. Tenorio, University of Purdue
Halbert White, University of California at San Diego
SPECIAL TOPIC
Data Mining for Financial Applications
PUBLICATION DATE
May 1997
PAPER SUBMISSION DEADLINE
January 15, 1997
MOTIVATION
Financial databases provide a primary source of information
for data-driven financial forecasting and classification
systems. Extracting information and knowledge from numerical
databases is therefore important to financial practitioners.
To date, little has been published on the application of
automated data mining processes for financial applications.
Methods and technologies of interest include: data induction,
rough sets, attribute-oriented induction, data mining, knowledge
discovery in databases, rule generation, genetic algorithms,
neural networks, expert and fuzzy systems.
Recent reports on the application of data mining in finance and time
series analysis include:
Apte, C. and S.J. Hong [1996] "Predicting Equity Returns
from Securities Data," in Advances in Knowledge Discovery and Data
Mining, The MIT Press, Cambridge, Mass.
Berndt, D. and J. Clifford [1996] "Finding Patterns in Time
Series: A Dynmaic Programming Approach," in Advances in Knowledge
Discovery and Data Mining, The MIT Press, Cambridge, Mass.
Derry, J.F. [1995] "Induction: Learning Rules from Data (part 1),"
NeuroVe$t Journal, Vol.3, No.1.
Derry, J.F. [1995] "Induction: Learning Rules from Data (part 2),"
NeuroVe$t Journal, Vol.3, No.4.
John, G.H. et al. [1996] "Stock Selection Using Rule Induction,"
IEEE Expert, Vol.11, No.5.
Simoudis, E. et al. [1996] "Integrating Inductive and
Deductive Reasoning for Data Mining," in Advances in Knowledge
Discovery and Data Mining, The MIT Press, Cambridge, Mass.
Skalkos, C. [1996] "Rough Sets Help Time the OEX," NeuroVe$t Journal,
Vol.4, No.6.
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 the postal or e-mail addresses below:
Post: Editors
NEUROVE$T JOURNAL
P.O. Box 764
Haymarket, VA 20168
USA
E-mail: 72672.261(a)compuserve.com
Also, see details available on The Finance & Technology Web at
http://ourworld.compuserve.com/homepages/ftpub/call.htm
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 10 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 6/7 for
Windows 3.1/95. Other acceptable software file formats are the following:
WordPerfect 6.1 (for DOS or Windows 3.1).
Word/Macintosh 5.0/6.0 using the preferred media format.
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 10 references. Encouraged are
references to peer-reviewed and refereed journals as well as to books.
Because of large variations in the detail and quality of material
presented in conference proceedings/compendiums, such references
are discouraged.
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
NEUROVE$T JOURNAL
P.O. Box 764
Haymarket, VA 20168
USA
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