NNCM-95, SECOND ANNOUNCEMENT

[Jerry Connor]

               SECOND 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.

             (Note Deadline for Camera Ready Full Papers
         To Be Published In Hard Back Conference Proceedings)

Neural networks are now emerging as a major modeling methodology 
in financial engineering. Because of the overwhelming interest in 
the NNCM workshops held in London in 1993 and Pasadena in 1994, 

the third annual NNCM conference will be held on October 12-13, 1995, 
in London. NNCM*95 will take 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, neural networks, 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 are not limited to:

+     Neural networks
+     Nonparametric statistics
+     Econometrics
+     Pattern recognition
+     Time series analysis
+     Model Selection
+     Signal processing and control
+     Genetic and evolutionary algorithms
+     Fuzzy systems
+     Expert systems
+     Machine learning

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 of acceptance by 14 June 1995. Authors 
of accepted papers will be mailed guidelines for producing final 
camera ready papers which are due 12 July 1995. The accepted papers 
will be published in a hard back conference proceedings published 
by World Scientific.  Separate registration is required using the 
attached registration  form.  Authors are encouraged to submit 
abstracts as soon as possible.

Registration

To register, complete the registration form and mail to the  sec-
retariat. Please note that attendance is 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:___________________________________