NEURAL NETWORKS IN THE CAPITAL MARKETS

[P.Refenes@cs.ucl.ac.uk]

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                      CALL FOR PAPERS

                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 invites original papers  which  represent  new
and  significant  research,  development and applications in
finance & investment and  which  cover  key  areas  of  time
series    forecasting,    multivariate   dataset   analysis,
classification and pattern recognition.

TOPICS

Full papers are  invited  in   (but  not  limited  to)   the
following areas:


- 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


Short  communications  will  be  accepted  if  they  contain
original topical material.

SUBMISSION

Deadline for submission :  15 September 1993
Notification of acceptance: 15 October 1993
Format: up to a maximum of twenty, single-spaced A4 pages.

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


ADDRESS FOR PAPERS

Dr A. N. Refenes
London Business School
Department of Decision Science
Sussex Place, Regents Park
London NW1 4SA, England

Tel: ++44 (71) 380 73 29
Fax: ++44 (71) 387 13 97
Email: refenes at cs.ucl.ac.uk
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