Call for Papers: NEURAL NETWORKS in the CAPITAL MARKETS

[John Moody]

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     --- Preliminary Announcement and Call for Papers ---


                            NNCM-94


                  Second International Workshop

             NEURAL NETWORKS in the CAPITAL MARKETS


             Thursday-Friday, November 17-18, 1994
       The Ritz-Carlton Hotel, Pasadena, California, U.S.A.
         Sponsored by Caltech and London Business School


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. Because of the overwhelming
interest in the first NNCM workshop held in London in November
1993, and after the success of this workshop, the second annual
NNCM workshop is planned for November 17-18, 1994, in Pasadena,
California. This is a research meeting where original, significant
contributions to the field are presented and discussed. In addition,
two introductory tutorials will be included to familiarize audiences
of different backgrounds with the financial aspects, and the
mathematical aspects, of the field.


Areas of Interest:

Bond and stock valuation and trading, asset allocation and risk
management, foreign exchange rate predication, commodity price
forecasting, portfolio management, univariate time series analysis,
multivariate data analysis, classification and ranking, pattern
recognition, and hybrid systems.


Organizing Committee:

 Dr. Y. Abu-Mostafa, California Institute of Technology  

 Dr. A. Atiya, Cairo University
 Dr. N. Biggs, London School of Economics  

 Dr. D. Bunn, London Business School  

 Dr. B. LeBaron, University of Wisconsin
 Dr. A. Lo, MIT Sloan School
 Dr. J. Moody, Oregon Graduate Institute  

 Dr. A. Refenes, London Business School  

 Dr. M. Steiner, Universitaet Munster  

 Dr. A. Timermann, Brickbeck College, London
 Dr. A. Weigend, University of Colorado
 Dr. H. White, University of California, San Diego


Submission of Papers:

Original contributions representing new and significant research,
development, and applications in the above areas of interest will
be considered. Authors should send 5 copies of a 1000-word summary
clearly stating their results to

 Dr. Y. Abu-Mostafa, Caltech 116-81, Pasadena, CA 91125, U.S.A.

All submissions must be received before May 1, 1994. There will
be a rigorous refereeing process to select the high-quality papers
to be presented at the workshop.


Location:

The workshop will be held at the Ritz-Carlton Huntington Hotel in
Pasadena, within two miles from the Caltech campus. The hotel is
a 35-minute drive from Los Angeles International Airport (LAX) with
nonstop flights from most major cities in North America, Europe,
the Far East, Australia, and South America.


Mailing List:

If you wish to be added to the mailing list of NNCM-94, please send
your postal address, e-mail address, and fax number to

 Dr. Y. Abu-Mostafa, Caltech 116-81, Pasadena, CA 91125, U.S.A.
        e-mail:  yaser at caltech.edu , fax (818) 568-8437

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