Computational Methods in Decision-Making & Finance (CMDMF) 16th of August 2000, Neuchatel, Switzerland http://iiun.unine.ch/matrix/seminars/CMDF2000/3ec2000b.html This meeting will emphasize both practical and theoretical, state-of-the-art applications of computational technology to solve financial and decision-making problems. The panel of speakers is made up of internationally respected experts: o Anna Nagurney, University of Massachusetts, USA Financial networks o Berc Rustem, Imperial College, London, UK Worst-case design algorithms and risk management o Stavros Siokos, Portfolio Construction Group, Salomon Smith Barney, London, UK Portfolio construction, index tracking and optimization: computational issues o Patrick Burns, Global Quantitative Research, Salomon Smith Barney, London, UK Multivariate GARCH: solving hard maximum likelihood problems using a genetic algorithm o Manfred Gilli and Evis Kellezi, Department of Econometrics, University of Geneva, Switzerland A global optimization heuristic for portfolio choice with VaR and expected shortfall o Olivier V. Pictet, Dynamic Asset Management, Geneva, Switzerland; Oliver Masutti and Gilles Zumbach, Olsen & Associates, Zurich, Switzerland Volatility forecasting using genetic programming o Cyril Godart, Paribas, London, UK Swarm and huscarls: a case-study in high-performance computing in financial institutions o Panos M. Pardalos University of Florida, USA; and M.G.C. Resende AT&T Labs Research, USA. Parallel Metaheuristics for Combinatorial Optimization Problems (pending) Authors wishing to present a paper are invited to submit an abstract (maximum two pages), by e-mail to: Erricos John Kontoghiorghes Institut d'informatique, Universite de Neuchatel, Emile-Argand 11, CH-2007 Neuchatel, Switzerland. E-mail: [EMAIL PROTECTED] Fax: +41 32 718 27 01 Tel: +41 32 718 27 38 Schedule: - Deadline for submission of abstracts: July 3, 2000 - Notification of acceptance: July 17, 2000 - Registration deadline: August 1, 2000 Peer review papers will be published in a volume of the Applied Optimization book series (Kluwer). =========================================================================== This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===========================================================================
