Call For Papers - Neural Networks in the Capital Markets 1997

[Peter Bolland]

             ANNOUNCEMENT AND CALL FOR PAPERS
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                COMPUTATIONAL  FINANCE 1997
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                The Fifth International Conference on
         NEURAL NETWORKS IN THE CAPITAL MARKETS

             Monday-Wednesday, December 15-17, 1997
                        London Business School, 
                            London, England.


After four years of continuous success and evolution, NNCM has emerged
as a truly multi-disciplinary international conference. Born out of
neurotechnology, NNCM now provides an international focus for
innovative research on the application of a multiplicity of advanced
decision technologies to many areas of financial engineering. It draws
upon theoretical advances in financial economics and robust
methodological developments in the statistical, econometric and
computer sciences. The fifth NNCM conference will be held in London
December 15-17 1997 under the new title COMPUTATIONAL FINANCE 1997 to
reflect its multi-disciplinary nature. 

COMPUTATIONAL FINANCE 1997 is a research meeting where original,
high-quality contributions are presented and discussed. In addition, a
day of introductory tutorials (Monday, December 15) will be included
to familiarise participants of different backgrounds with the
financial, and methodological aspects of the field. COMPUTATIONAL
FINANCE 1997 invites research papers representing new and significant
developments in methodology as well as applications of practical use
and value in finance. In-depth analysis and comparison with
established approaches is encouraged. Areas of interest include, but
are not limited to:

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                           Methodologies
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 Neural networks & Machine learning
 Fuzzy Logic & Expert systems
 Genetic algorithms & multi-criteria Optimisation
 Non-parametric statistics & Econometrics
 Non-linear time series & Cross-sectional analysis
 Adaptive/Kalman filtering techniques
 Hybrid models
 Model identification, selection and specification
 Hypothesis testing and confidence intervals
 Parameter sensitivity and prediction uncertainty
 Robust model estimation
 Stochastic Analysis, Monte Carlo

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                           Applications  areas
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 Portfolio management / asset allocation
 Derivative & term structure models
 Models for equity investment
 Bond and stock valuation and trading
 Currency models, forecasting & hedging
 Trading strategies
 Hedging and Arbitrage Strategies
 Cointegration
 Modelling & hedging correlation & volatility
 Portfolio replication: simulation & optimisation
 Retail finance
 Corporate distress & risk models

Submission of Papers: Authors who wish to present a paper should mail
three copies of their extended abstract (4 pages, single-sided,
single-spaced) typed on A4 (or US 8.5" by 11") paper to the
secretariat no later than June 28, 1997. Submissions will be refereed
rigorously and authors will be notified on acceptance by 20 Sept.
1997.

Location: The conference will be held at London Business School which
is situated near Regent's Park, London and is a short walk from Baker
Street Underground Station. Further directions including a map will be
sent to all registries.

Registration and Mailing List: if you wish to be added to the mailing
list or register for COMPUTATIONAL FINANCE 1997, please send your
postal address, e-mail address, and fax number to the secretariat.
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                           Programme Committee
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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, Sydney University
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, Augsburg Universitaet
Dr A. Timermann, UCSD
Dr A. Weigend, New York University
Dr H. White, UCSD
Dr L. Xu, Chinese University, Hong Kong

Secretariat: Please submit your papers and further inquiries to the
secretariat at the address below:

Ms Busola Oguntula, 
London Business School, 
Sussex Place, Regent's Park, 
London NW1 4SA, UK. 

E-mail: boguntula at lbs.ac.uk. 
Phone (+44) (0171)-262 50 50, 
Fax (+44) (0171) 724 78 75.
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                                   WEB PAGE
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For more information on COMPUTATIONAL FINANCE 1997, 
please visit the NNCM home page at London Business School,

           http://www.lbs.lon.ac.uk/desci/nncmhome.html

For information on previous conference and the program of previous
NNCM conferences, please visit the NNCM homepages;

London Business School
           http://www.lbs.lon.ac.uk/desci/nncmhome.html
Caltech
           http://www.cs.caltech.edu/~learn/nncm.html
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