Please note the extended deadline for paper submissions

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ANNOUNCEMENT AND CALL FOR PAPERS
THE SEVENTH INTERNATIONAL CONFERENCE
COMPUTATIONAL FINANCE 2000

Wednesday - Friday, May 31 - June 2, 2000
London Business School,
London, England.

After six years of continuous success and evolution, 
COMPUTATIONAL FINANCE has emerged as a truly multi-disciplinary 
international conference. With several hundred participants, 
this fully refereed conference now provides the international 
focus for innovative research on the application of a multiplicity of
advanced decision technologies to many areas of financial engineering.
The conference draws upon theoretical advances in financial economics
and robust methodological developments in the statistical, econometric
and computer sciences. It is now the main international research
meeting where original, high-quality, fully-refereed contributions are
presented and discussed.

COMPUTATIONAL FINANCE begins with a full day of tutorials designed to
inform the diverse group of participants on the selection of the
latest tools and research results. Delivered by top academics and
practitioners, the tutorials have established a reputation for
excellent value amongst practitioners and academics alike.

COMPUTATIONAL FINANCE 2000 invites research papers representing 
new and significant developments in methodology as well as
applications of practical use and value in finance. In-depth analysis
and comparison with established approaches is encouraged. Areas of
interest include, but not limited to:

APPLICATION AREAS

Asset allocation & portfolio management
Derivative pricing and term structure models
Factor models for equity investment
Bond and stock valuation and trading
Credit derivatives and credit risk
Dynamic trading and hedging strategies
Relative value and arbitrage strategies
Cointegration and structural change
Modelling and hedging correlation and volatility
Risk measurement, management and control
Corporate distress models

METHODOLOGIES

Numerical solutions of derivative PDEs
Non-parametric statistics and econometrics
Non-linear time series and cross-sectional analysis
State-Space and Kalman filtering techniques
Neural networks and machine learning
Genetic algorithms and evolutionary optimisation
Hybrid models
High-frequency data analysis and forecasting
Model identification, selection and specification
Model risk and prediction uncertainty
Robust model estimation
Stochastic Analysis, Monte Carlo

INSTRUCTIONS FOR AUTHORS
Authors wish to present a paper should submit four 
copies of their extended abstract (6 pages, single sided, 
single spaced) typed on A4 (8.5" by 11") paper to the 
general chair no later than January 31, 2000. Submissions 
will be refereed by no less than two referees and authors 
will be notified on acceptance by March1, 2000 . Separate 
registration is required by using the registration form. 
Authors are encouraged to submit their papers as soon as 
possible.

LOCATION
The conference is hosted by London Business School 
and will be held in Central London sharing a common 
venue with the European conference "Forecasting  Financial 
Markets". Further directions will be sent to all registries.

REGISTRATION
To register, complete the registration form and mail to 
the secretariat. Please note that places are limited and 
will be allocated on a "first-come first served" basis. 
Deadline for early registration is March 15, 2000. If you 
wish to be added to the mailing list or register for 
Computational 2000, please send your postal address, e-mail 
address, and fax number to the secretariat.

Please submit your papers and further inquiries to the 
address below:

Computational Finance 2000 / A-P. N. Refenes
c/o Ms Esther Welsh
London Business School, 
Sussex Place, Regent's Park, 
London NW1 4SA, ENGLAND.
E-mail: [EMAIL PROTECTED]
Phone (+44) (0171)-262 50 50
Fax:   (+44) (0171) 724 78 75

WEB PAGE:

http://www.lbs.ac.uk/cf2000


GENERAL CHAIR
A-P. N. Refenes
London Business School

PROGRAMME CO-CHAIRS
A. Timmermann
LSE/UCSD
J. Moody
Oregon Graduate Institute

PROGRAMME COMMITTEE

Y. Abu-Mostafa   
Caltech 

A. Atiya                              
Cairo University

A. Burgess                                              
London Business School 

M. Dempster
Cambridge University

V. Dhar   
Stern School of Business

F. Diebold
University of Pennsilvania

C. Dunis               
Liverpool Business School                         

R. Gencay
University of Windsor

S. Hodges           
Warwick University  

B. LeBaron             
University of Wisconsin

A. Lo                                                       
MIT Sloan School         

N. Nygaard
University of Chicago

C. Pedreira              
Catholic University PUC-Rio

M. Steiner                       
Universitatet Augsburg

A. Weigend             
Stern School of Business

H. White
UCSD

L. Xu       
Chinese University 
Hong Kong   

S. Zenios
The Wharton School
Cyprus University

Neville Towers
London Business School

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