NNCM 95 Announcement
nburgess@lbs.lon.ac.uk
nburgess at lbs.lon.ac.uk
Tue Dec 20 11:49:43 EST 1994
ANNOUNCEMENT AND CALL FOR PAPERS
NNCM-95
THIRD INTERNATIONAL CONFERENCE ON
NEURAL NETWORKS IN THE CAPITAL MARKETS
Thursday-Friday, October 12-13, 1995
with tutorials on Wednesday, October 11, 1995.
The Langham Hilton, London, England.
Neural networks are now emerging as a major modelling methodology
in financial engineering. Because of the overwhelming interest of
the NNCM workshops held in London in 1993 and Pasadena in 1994,
the third annual NNCM conference will be held October 12-13, 1995,
in London. NNCM'95 takes a critical look at state of the art neural
network applications in finance.
This is a research meeting where original, high-quality contribu-
tions to the field are presented and discussed. In addition, a
day of introductory tutorials (Wednesday, October 11) will be
included to familiarise audiences of different backgrounds with
financial engineering, and the mathematical aspects of the field.
Application areas include:
+ Bond and stock valuation and trading
+ Foreign exchange rate prediction and trading
+ Commodity price forecasting
+ Risk management
+ Tactical asset allocation
+ Portfolio management
+ Option Pricing
+ Trading strategies
Technical areas include but not limited to:
+ Generalised least squares
+ Robust model estimation
+ Univariate time series analysis
+ Multivariate data analysis
+ Classification and ranking
+ Pattern recognition
+ Model selection
+ Hypothesis testing and confidence intervals
Instructions for Authors
Authors who wish to present a paper should mail a copy of their
extended abstract (4 pages, single-sided, single-spaced) typed on
A4 (8.5" by 11") paper to the secretariat no later than May 31,
1995. Submissions will be refereed by no less than four referees
and authors will be notified on acceptance by 30 July 1995. Sep-
arate registration is required using the attached registration
form. Authors are encouraged to submit abstracts as soon as pos-
sible.
Registration
To register, complete the registration form and mail to the sec-
retariat. Please note that places are limited and will be allocated
on a "first-come first-served" basis.
Secretariat:
For further information, please contact the NNCM-95 secretariat:
Ms Busola Oguntula, London Business School
Sussex Place, Regent's Park, London NW1 4SA, UK
e-mail: boguntula at lbs.lon.ac.uk
phone (+44) (0171) 262 50 50
fax (+44) (0171) 724 78 75
Location:
The main conference will be held at The Langham Hilton which is
situated near Regent's Park and is a short walk from Baker Street
Underground Station. Further directions including a map will be
sent to all registries.
Programme Commitee
Dr A. Refenes, London Business School (Chairman)
Dr Y. Abu-Mostafa, Caltech
Dr A. Atiya, Cairo University
Dr N. Biggs, London School of Economics
Dr D. Bunn, London Business School
Dr M. Jabri, University of Sydney
Dr B. LeBaron, University of Wisconsin
Dr A. Lo, MIT Sloan School
Dr J. Moody, Oregon Graduate Institute
Dr C. Pedreira, Catholic University PUC-Rio
Dr M. Steiner, Universitaet Munster
Dr A. Timermann, University of California, San Diego
Dr A. Weigend, University of Colorado
Dr H. White, University of California, San Diego
Hotel Accommodation:
Convenient hotels include:
The Langham Hilton
1 Portland Place
London W1N 4JA
Tel: (+44) (0171) 636 10 00
Fax: (+44) (0171) 323 23 40
Sherlock Holmes Hotel
108 Baker Street, London NW1 1LB
Tel: (+44) (0171) 486 61 61
Fax: (+44) (0171) 486 08 84
The White House Hotel
Albany St., Regent's Park, London NW1
Tel: (+44) (0171) 387 12 00
Fax: (+44) (0171) 388 00 91
--------------------------Registration Form ----------------------------
NNCM-95 Registration Form
Third International Conference on
Neural Networks in the Capital Markets
October 12-13 1995
Name:____________________________________________________
Affiliation:_____________________________________________
Mailing Address: ________________________________________
_________________________________________________________
Telephone:_______________________________________________
****Please circle the applicable fees and write the total below****
Main Conference (October 12-13):
(British Pounds)
Registration fee 450
Discounted fee for academicians 250
(letter on university letterhead required)
Discounted fee for full-time students 100
(letter from registrar or faculty advisor
required)
Tutorials (October 11):
You must be registered for the main conference in order to
register for the tutorials.
(British Pounds)
Morning Session Only 100
Afternoon Session Only 100
Both Sessions 150
Full-time students 50
(letter from registrar or faculty advisor
required)
TOTAL: _________
Payment may be made by: (please tick)
____ Check payable to London Business School
____ VISA ____Access ____American Express
Card Number:___________________________________
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