Subject: NEURAL NETWORKS IN THE CAPITAL MARKETS 1995
From: [email-masked] (John Moody)
Date: 19 Jan 1995 02:34:49 GMT
Newsgroups: comp.ai.neural-nets,comp.ai.fuzzy,comp.ai.genetic,comp.ai

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.

        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
        +     Technical Trading Strategies

        Technical areas include, but are not limited to:

        +     Neural networks
        +     Nonparametric statistics
        +     Pattern recognition
        +     Time series analysis
        +     Signal processing and control
        +     Genetic and evolutionary algorithms
        +     Fuzzy systems
        +     Expert systems
        +     Machine learning
        +     Monte Carlo simulation methods
        +     Software implementations
        +     Parallel computing

        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 30 July 1995. Sep-
        arate registration is required using the attached registration
        form. Authors are encouraged to submit abstracts as soon as pos-
        sible.

        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:  [email-masked]
                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:___________________________________