Please note the extended deadline for paper submissions -------------------------------- 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
