Conference: Nerual Networks in the Capital Markets 11/20/96
Robert Freeman
freeman at systems.caltech.edu
Wed Oct 2 03:20:31 EDT 1996
*******************************************************************************
--- Registration Package and Preliminary Program ---
NNCM-96
FOURTH INTERNATIONAL CONFERENCE
NEURAL NETWORKS IN THE CAPITAL MARKETS
Wednesday-Friday, November 20-22, 1996
The Ritz-Carlton Hotel, Pasadena, California, U.S.A.
Sponsored by Caltech and London Business School
http://cs.caltech.edu/~learn/nncm
Neural networks have 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 increasing interest in the NNCM
conferences held in the U.K. and the U.S., the fourth annual NNCM will be
held on November 20-22, 1996, in Pasadena, California. This is a research
meeting where original and significant contributions to the field are
presented. A day of tutorials (Wednesday, November 20) is included to
familiarize audiences of different backgrounds with some of the key
financial and mathematical aspects of the field.
Invited Speakers:
The conference will feature invited talks by three internationally
recognized researchers:
Dr. Rob Engle, UC San Diego
Dr. Andrew Lo, MIT Sloan School
Dr. Paul Refenes, London Business School
Contributed Papers:
NNCM-96 will have 4 oral sessions and 2 poster sessions with more than 40
contributed papers presented by academicians and practitioners from all six
continents, both from the neural networks side and the capital markets
side. Each paper has been refereed
by 3 experts in the field. The areas of the accepted papers include price
forecasting for stocks, bonds, commodities, and foreign exchange; asset
allocation and risk management; volatility analysis and pricing of
derivatives; cointegration, correlation, and multivariate data analysis;
credit assessment and economic forecasting; statistical methods, learning
techniques, and hybrid systems.
Tutorials:
Before the main program, there will be a day of tutorials on Wednesday,
November 20, 1996. Three two-hour tutorials will be presented as follows:
Statistical Models of Financial Volatility
Dr. Rob Engle, University of California, San Diego
Universal Portfolios and Information Theory
Dr. Tom Cover, Stanford University
Data-Snooping and Other Selection Biases in Financial Econometrics
Dr. Andrew Lo, MIT Sloan School
We are very pleased to have tutors of such caliber help bring new audiences
from different backgrounds up to speed in this cross-disciplinary area.
Schedule Outline:
Wednesday, November 20: 9:00- 5:30 Tutorials 1, 2, 3
Thursday, November 21: 8:30-11:30 Oral Session I
11:30- 2:00 Luncheon & Poster Session I
2:00- 5:00 Oral Session II
Friday, November 22: 8:30-11:30 Oral Session III
11:30- 2:00 Luncheon & Poster Session II
2:00- 5:00 Oral Session IV
Organizing Committee:
Dr. Y. Abu-Mostafa, Caltech (Chairman)
Dr. A. Atiya, Cairo University
Dr. N. Biggs, London School of Economics
Dr. D. Bunn, London Business School
Dr. M. Jabri, Sydney University
Dr. B. LeBaron, University of Wisconsin
Dr. A. Lo, MIT Sloan School
Dr. I. Matsuba, Chiba University
Dr. J. Moody, Oregon Graduate Institute
Dr. C. Pedreira, Catholic Univ. PUC-Rio
Dr. A. Refenes, London Business School
Dr. M. Steiner, Universitaet Augsburg
Dr. A. Timmermann, UC San Diego
Dr. A. Weigend, University of Colorado
Dr. H. White, UC San Diego
Dr. L. Xu, Chinese University of Hong Kong
Location:
The conference will be held at the Ritz-Carlton Huntington Hotel in
Pasadena, within two miles from the Caltech campus. One of the most
beautiful hotels in the U.S., the Ritz 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.
Home of Caltech, Pasadena has recently become a major dining/hangout center
for Southern California with the growth of its `Old Town', built along the
styles of the 1950's. Among the cultural attractions of Pasadena are the
Norton Simon Museum, the Huntington
Library/Gallery/Gardens, and a number of theaters including the Ambassador
Theater.
Hotel Reservation:
Please contact the Ritz-Carlton Huntington Hotel in Pasadena directly. The
phone number is (818) 568-3900 and the fax number is (818) 568-1842. Ask
for the NNCM-96 rate. We have negotiated an (incredible) rate of $79+taxes
($110 with $31 credited by NNCM-96 upon registration) per room (single or
double occupancy) per night. Please make the hotel reservation IMMEDIATELY
as the rate is based on availability.
Registration:
Registration is done by mail on a first-come, first-served basis. To
ensure your place at the conference, please send the following registration
form and payment as soon as possible to
Ms. Lucinda Acosta, Caltech 136-93, Pasadena, CA 91125, U.S.A.
Please make check payable to Caltech.
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
NNCM-96 Registration Form
Title:------ Name:------------------------------------------------
Mailing address:------------------------------------------------
------------------------------------------------
------------------------------------------------
------------------------------------------------
e-mail:---------------------------------
fax:---------------------------------
********Please circle the applicable fees and write the total below********
Main Conference (November 21-22):
Registration fee $550
Discounted fee for academicians $275
(letter on university letterhead required)
Discounted fee for full-time students $150
(letter from registrar or faculty advisor required)
Tutorials (November 20):
You must be registered for the main conference in order to register for the
tutorials.
Tutorials Fee $150
Full-time students $100
(letter from registrar or faculty advisor required)
TOTAL: $_________
Please include payment (check or money order in US currency). Please make
check payable to Caltech. Mail your completed registration form and payment
to
Ms. Lucinda Acosta, Caltech 136-93, Pasadena, CA 91125, U.S.A.
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Transportation:
There is shuttle service (around $25 per person) and bus service (around
$15 per person) from Los Angeles International Airport (LAX) to the
Ritz-Carlton Hotel in Pasadena. A taxi ride will cost approximately $55.
There is also shuttle service from Burbank airport (BUR) which is a
domestic airport closer to Pasadena. A taxi ride will cost approximately
$35.
Secretariat:
For further information, please contact the NNCM-96 secretariat:
Ms. Lucinda Acosta, Caltech 136-93, Pasadena, CA 91125, U.S.A.
e-mail: lucinda at sunoptics.caltech.edu
phone (818) 395-4843, fax (818) 795-0326
*******************************************************************************
More information about the Connectionists
mailing list