Call for papers: Computational Finance 99

[Blake LeBaron]

          Leonard N. Stern School of Business
                  New York University

              Computational Finance (CF99)
               January 6, 1999 (Tutorials)
               January 7 - 8 (Conference)

The sixth international conference Computational Finance (CF99) 
will be held at NYU's Leonard N. Stern School of Business. CF99 
is sponsored by the New York University Salomon Center, the 
Center for Research on Information Systems and the Department 
of Statistics and Operations Research.

Computational Finance has emerged as a genuinely cross-
disciplinary research meeting. CF99 is the sixth in a series of 
conferences that have been sponsored by the California 
Institute of Technology and the London Business School. In the 
past, this conference was called Neural Networks in the Capital 
Markets (NNCM). The expanding set of computational tools has 
moved this meeting from its original emphasis on neural network 
techniques to a broad spectrum of different methodologies.

With several hundred attendees, this fully refereed conference 
has become an international forum where original research in 
advanced computational applications in finance is presented and 
discussed. CF99 brings together decision-makers and strategists 
from the financial industries, with academics from finance, 
statistics, economics, information systems and other 
disciplines.  In the last few years, the conference has seen 
papers covering many different computational techniques 
including: statistical machine learning, Monte Carlo 
simulation, data mining, knowledge discovery, bootstrapping, 
genetic algorithms, nonparametric methods, information theory 
and fuzzy logic.  Applications in many different areas are 
welcome, including but not limited to: risk management, asset 
allocation, dynamic trading and hedging strategies, 
forecasting, numerical solutions of derivative PDEs, exotic 
options and trading cost control.
 
Studies may cover any major international financial market 
including equity, foreign exchange, bond, commodity and 
derivatives. The conference emphasizes in-depth analysis and 
comparative evaluation with established approaches. 

CF99 begins with a full day of tutorials designed to inform the 
diverse group of participants on a selection of the latest 
tools and research results. Tutorial speakers include Professor 
Stephen Figlewski of the Stern School of Business.  The 
conference also features several invited speakers sharing their 
expertise from both the academic and applied perspectives.  The 
keynote speaker is David E. Shaw, PhD, Chairman and CEO 
of D. E. Shaw & Co., Inc. 

The conference will have several talk and poster sessions for 
accepted papers. A selection of the presentations will be 
invited to appear in a volume published by Kluwer Academic 
Publishers. 

Submissions to CF99:

Authors who wish to present papers should submit four copies 
along with full contact information, including e-mail 
addresses, to:
 
CF99 / Andreas Weigend 
Information Systems Department 
Leonard N. Stern School of Business 
New York University 
44 W 4th St., MEC 9-171 
New York, NY 10012, USA

E-mail: cf99 at stern.nyu.edu 
Web: www.stern.nyu.edu/cf99

All submissions must be received by August 15, 
1998. Full papers are preferred, but extended 
abstracts clearly stating the results are 
acceptable. Only original, relevant research work 
will be accepted.

Registration material will be put up on the Web at 
www.stern.nyu.edu/cf99 in August. 
Deadline for early registration is December 1, 1998. 

Conference Chairs:

General Chair 
  Y. S. Abu-Mostafa, Caltech 
Organizational Chair 
  A. S. Weigend, NYU Stern 
Program Co-chairs 
  B. LeBaron, University of Wisconsin 
  A. W. Lo, MIT Sloan 

Organizing Committee:

  A. Atiya, Cairo University 
  J. Cowan, University of Chicago 
  R. Gencay, University of Windsor 
  M. Jabri, Sydney University 
  J. E. Moody, Oregon Graduate Institute 
  C. E. Pedreira, Catholic Univ. PUC-Rio 

  A.-P. N. Refenes, London Business School 
  M. Steiner, Universitaet Augsburg 
  D. Tavella, Align Risk Analysis 
  A. Timmermann, U.of Calif., San Diego 
  H. White, Univ. of California, San Diego 
  L. Xu, Chinese University of Hong Kong 


The Stern School:

Founded in 1900, the Stern School has grown into one of the 
most highly ranked business schools in the world. A talented 
and diverse student body benefits in many ways from Stern's 
long-standing excellence, top faculty and its central New York 
City location. Stern offers several specializations in 
computational finance that include a highly quantitative MBA 
financial engineering track, an MS in statistics with 
specialization in financial engineering, and PhD programs in 
the fields of finance, statistics and information systems. 
Further conferences, symposia and workshops at Stern for 1999 
include Derivatives: What's New?; Market Risk: Advances and 
Challenges; and Data Mining in Finance.