PASE'97 workshop

[Emil Pelikan]

                    6th International Workshop on Parallel Applications

                                        in Statistics and Economics


                                                        PASE '97

                                Computers in Finance and Economics

                                    Marianske Lazne, Czech Republic

                                             November 9 - 12, 1997

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PURPOSE OF THE WORKSHOP:

The purpose of this workshop is to bring together researchers interested 
in innovative information processing systems and their applications in the
areas of statistics, finance and economics. The focus will be on in-depth
presentations of state-of-the-art methods and applications as well as on 
communicating current research topics. This workshop is intended for
industrial and academic persons seeking new ways to work with computers
in finance and economics.

Statistical Methods for Data Analysis and Forecasting
Neural Networks in Finance and Econometrics
Data Quality and Data Integrity
Data Integration and Data Warehousing
Risk Management Applications
Real Time Decision Support Systems
Banking and Financial Information on the Internet

The presentations at the workshop will be made available to a broader audience by
publishing the results in a special issue of Neural Network World - International
Journal on Neural and Mass-Parallel Computing and Information Systems.

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WORKSHOP SITE:

The workshop will be held in the Czech Republic in Marianske Lazne (Marienbad),
one of the world's most beautiful and most visited spatowns.

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IN-DEPTH PRESENTATIONS

P. Cianchi, G. Congiu,  L. Landi, A. Piattoli, Universita di Firenze and 
Quasar S.p.a. Firenze:
Financial Model Definition and Execution in a Real Time System
Fully Integrated with the Market

G. Darbellay and M. Slama, Institute of Computer Science, Prague:
How Non-linear is  your Time Series? - A New Method and a Case Study

R. Dave, G. Stahl*, G. Ballocchi, M.C. Lundin, R.B. Olsen, Olsen & Associates, Zurich
 and *German Banking Supervisory Office, Berlin:
Volatility Conditional Correlations Between Financial Markets: An Emperical Study
 with Impact on Risk Management Strategies

G. Deboeck, Word Bank: 
Financial Applications of Self-Organizing Maps: Investment Maps for Emerging Markets

M. Mehta, Citibank, Bombay and Saudi American Bank, Riyadh:
Neural Network Directed Trading in Financial Markets Using High Frequency Data

M. Miksa, Bank Sal Oppenheim, Frankfurt:
 SONNET: Sal Oppenheim Neural Trader

Th. Poddig, Department for Finance, University of Bremen:
Developing Forecasting  Models for Integrated Financial Markets using Artificial
Neural Networks

B. Seifert, Oxford Forecasting, Oxford:
The 'Divide-and-Rule' Algorithm for Optimizing Functions of Many Variables

R. Schnidrig*, D. Würtz, M. Hanf, *Finance Online GmbH and Swiss Center for
 Scientific Computing, ETH Zürich:
Realtime Computer Simulation of a Foreign Exchange Trading Room

G. Stahl, German Banking Supervisory Office, Berlin:
Backtesting Using a Generalization of the Traffic-Light-Approach

J.G. Taylor, Department of Mathematics, University of London
Perception by Neural Networks


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SOCIAL EVENTS

In keeping with the tradition of the PASE workshop, a sight seeing program
as well as other social events will be organized. 
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POSTERS AND DEMONSTRATIONS

For soft- or hardware demonstrations please contact the organizers. There is
also a limited possibility to present post-deadline contributions.
 For further information please get in contact with Martin Hanf or Helga Labermeier. 
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WORKSHOP FEE

University                        Sfr 330.-  (after Oct. 15th  Sfr 380.-)

Profit making company  Sfr 690.-  (after Oct. 15th  Sfr 740.-)

It includes the "Welcome Party" on Sunday evening, lunches on Monday, Tuesday
and Wednesday, "the Workshop Dinner" on Tuesday evening,  the special issue
of Neural Network World journal and the proceedings.

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CONTACT ADDRESSES

Martin Hanf or Helga Labermeier                or                  Emil Pelikan    
SCSC, CLU B1                                                                      ICS AS CR
ETH Zentrum                                                                        Pod vodarenskou vezi 2
CH-8092 Zurich                                                                    182 07 Prague 8
Switzerland                                                                           Czech Republic
E-Mail: pase at scsc.ethz.ch                                                emil at uivt.cas.cz
FAX: +41.1.632.1104                                                            +4202 8585789

For accommodation and local arrangements ask:

Milena Zeithemlova (Action M agency)
Vrsovicka 68
101 00 Prague 10
Czech Republic
Phone: +42.02.6731 2334
FAX: +42.02.6731 0503
E-Mail:actionm at cuni.cz


Latest information about PASE will be available from

http://www.uivt.cas.cz/PASE97