No subject
P.Refenes@cs.ucl.ac.uk
P.Refenes at cs.ucl.ac.uk
Tue Oct 5 11:48:08 EDT 1993
CALL FOR PARTICIPATION
1ST INTERNATIONAL WORKSHOP
NEURAL NETWORKS IN THE CAPITAL MARKETS
LONDON BUSINESS SCHOOL, NOVEMBER 18-19 1993
Neural networks have now been applied to a number of live
systems in the capital markets and in many cases have
demonstrated better performance than competing approaches.
Now is the time to take a critical look at their successes
and limitations and to assess their capabilities, research
issues and future directions.
This workshop presents original papers which represent new
and significant research, development and applications in
finance and investment and which cover key areas of time
series forecasting, multivariate dataset analysis,
classification and pattern recognition.
Application areas include:
- Bond and Stock Valuation and Trading - Univariate time series analysis
- Asset allocation and risk management - Multivariate data analysis
- Foreign exchange rate prediction - Classification and ranking
- Commodity price forecasting - Pattern Recognition
- Portfolio management - Hybrid systems
PROGRAMME COMMITTEE
Prof. N. Biggs - London School of Economics
Prof. D. Bunn - London Business School
Dr J. Moody - Oregon Graduate Institute
Dr A. Refenes - London Business School
Prof. M. Steiner - Universitaet Munster
Dr A. Weigend - University of Colorado
VENUE
All sessions will be held at the London Business School
which is situated overlooking Regents Park and is a short
walk from Baker Street Underground Station. Further
directions including a map will be sent to all registrees.
PROVISIONAL PROGRAMME
November 18
8.30 Registration
9.00 Session 1 ADVANCES IN NEURAL NETWORKS
Chair: D. Bunn, London Business School
"Predicting the future and understanding the past"
A. Weigend, University of Colorado
"Non-linear behaviour of financial markets"
A. Antoniou, Brunel University
"Neural networks for financial engineering"
A. Refenes, London Business School
"Designing neural networks: Computational Learning Theory"
N. Biggs, London School of Economics
12.00 Lunch
2.00 Session 2 FOREIGN EXCHANGE: PREDICTION AND TRADING
Chair: B. Davies, BZW
Invited talk:
"Learning and forecasting from hints"
Y. Abu-Mustafa, California Institute of Technology
5.00 Poster Session
November 19
9.00 Session 3 BONDS AND DERIVATIVES
Chair: P. Sondhi, CitiBank
Invited talk:
"Bond rating using neural networks"
J. Moody, Oregon Graduate Institute
12.00 Lunch
2.00 Session 4 EQUITIES
Chair: S. Lamoine, Societe Generale
Invited talk:
"Neural networks as an alternative market model"
M. Steiner, Universitat Munster
5.00 Panel Session
6.00 End of workshop
Submitted Papers include:
- An investigation into the use of simulated artificial
neural networks for forecasting the movement of foreign
currency exchange Thomas M. Seiler & Jay E. Aronson Nova
University, Florida, USA
- Short-Term Forecasting of the USD/DM-Exchange Rate Dr.
Thorsten Poddig Universitdt Bamberg, Germany
- Estimation of implied volatilities using a neural
network approach Fernando Gonzalez Miranda University of
Madrid, Spain
- Estimating Tax Inflows at a Public Institution D. E.
Baestaens, W. M. van den Bergh & H. Vaudrey Erasmus
Univerity Rotterdam, The Netherlands
- Genetic Programming for Strategy Acquisition in the
Financial Markets Martin Andrews Cambridge University,
U.K.
- Bond Rating with Neural Networks J. Clay Singleton &
Alvin J. Surkan University of North Texas, USA
- Feedforward Neural Network and Canonical Correlation
Models as Approximators with an Application to One-Year
Ahead Forecasting Dr P. W. Otter Faculty of Economics,
Groningen, The Netherlands
- Dependency Analysis and Neural Network Modeling of
Currency Exchange Rates Hong Pi Lund University, Sweden
- Neural Networks in Financial Forecasting - How to
develop Forecasting Models Prof. Dr. W. Gerke & S. Baun
Friedrich-Alexander-Universitdt, N|rnberg, Germany
- Results of a simple trading scheme based on an
Artificial Neural Network on the Austrian Stock Market
Christian Haefke Institut for Advanced Studies, Vienna,
Austria
- Topology-Preserving Neural Architectures and
Multidimensional Scaling for Multivariate Data Analysis
C. Serrano-Cinca, C. Mar-Molinero & B. Martin-Del-Brio
University of Zaragossa, Spain
- Important factors in Neural Networks- Forecasts of Gold
Futures Prices Gary Grudnitski San Diego State
University, USA
- Economic Forecasting with Neural Nets: a Computational
Learning Theory View Martin Anthony & Norman L. Biggs
London School of Economics
- Application of Neural Networks in Short-Term Stock Price
Forcasting G. M. Papadourakis, G. Spanoudakis & A.
Gotsias Institute of Computer Science, Herakliom,
Greece
- Artificial Neural Networks for Treasury Bills Rate
Forecasting Leonardo Landi & Emilio Barucci Universita
di Firenze, Italy
- Forecasting the German Inflation Rate Wietske van Zwol &
Albert Bolts Tilburg Institute for Applied Economic
Research, Germany
- Predicting Gold Prices With Neural Networks:
Multivariate vs Univariate Analysis M. Pachero, M.
Vellasco & A. Abelim Pontificia Universidade Catolica do
Rio de Janeiro, Brasil
- Is mean-reversion on stock indices a linear effect? D.
C. Meir, R. Pfeifer, R. Demostene & C. Sheier
Universitdt Z|rich, Switzerland
- Neural Nets for Time Series Forecasting: Criteria for
Performance with an Application in Gilt Futures Pricing
Jason Kingdon Department of Computer Science, University
College London
- Financial Time Series Forecasting of Recurrent
Artificial Neural Network Techniques Dr. Ah Chung Tsoi,
Clarence N.W. Tan & Stephen Lawrence Bond University,
Australia
- Application of Sensitivity Analysis techniques to Neural
Network Bond Forecasting U. Bilge, A.N. Refenes, C.
Diamond & J.Shalbolt Department of Computer Science,
University College London
- Multivariate Prediction of financial time series using
recent developments in chaos theory Andrew Edmonds
Prophecy systems, England
- Hybrid Technologies for Far East Markets or "The
Persistence of Memory" from Salvador Dali Lee Chay Tiam
Smith Barney, Singapore
- Nonlinearities in financial markets A. Antoniou &
V.Bekos Brunel University
- Using Neural Networks for modelling the French Stock
Market A. Zapranis, Y. Bentz & A.N. Refenes London
Business School
HOTEL DETAILS
Convenient hotels include:
London Regents Park Hilton
18 Lodge Road, St. Johns Wood, London NW8 7JT
Tel: (071) 722 7722
Fax: (071) 483 2408
Sherlock Holmes Hotel
108 Baker Street, London NW1 1LB
Tel: (071) 486 6161
Fax: (071) 486 0884
The White House Hotel
Albany St, Regents Park, London NW1
Tel: (071) 387 1200
Fax: (071) 388 0091
REGISTRATION
To register, complete the form and mail to: Helen Tracey,
London Business School, Sussex Place, Regents Park, London
NW1 4SA, UK. Please note that places are limited and will be
allocated on a "first-come first-served" basis.
For additional information call: (44)-71-262-5050 ext. 3507
Fax: (44)-71-724-7875
-----------------------------------------------------------
REGISTRATION FORM
First International Workshop on Neural Networks in the
Capital Markets
November 18-19, 1993
Name:__________________________________________
Affiliation:___________________________________
Address:_______________________________________
_______________________________________________
Telephone:_____________________________________
Workshop Fee: 200 pounds sterling
Payment may be made by: (please tick)
[ ] Cheque payable to London Business School [ ] VISA [ ]
Access [ ] American Express
Card number: ___________________________________
-----------------------------------------------------------
More information about the Connectionists
mailing list