From moody@chianti.cse.ogi.edu Thu Jan 27 20:18:11 EST 1994 Article: 2129 of comp.ai.genetic Xref: glinda.oz.cs.cmu.edu comp.ai.genetic:2129 Path: honeydew.srv.cs.cmu.edu!fs7.ece.cmu.edu!europa.eng.gtefsd.com!uunet!ogicse!moody From: moody@chianti.cse.ogi.edu (John Moody) Newsgroups: comp.ai.genetic Subject: Call for Papers: Neural Networks in the Capital Markets Message-ID: <64698@ogicse.ogi.edu> Date: 25 Jan 94 21:05:09 GMT Article-I.D.: ogicse.64698 Sender: news@ogicse.ogi.edu Lines: 90 ******************************************************************* --- Preliminary Announcement and Call for Papers --- NNCM-94 Second International Workshop NEURAL NETWORKS in the CAPITAL MARKETS Thursday-Friday, November 17-18, 1994 The Ritz-Carlton Hotel, Pasadena, California, U.S.A. Sponsored by Caltech and London Business School Neural networks have now 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 overwhelming interest in the first NNCM workshop held in London in November 1993, and after the success of this workshop, the second annual NNCM workshop is planned for November 17-18, 1994, in Pasadena, California. This is a research meeting where original, significant contributions to the field are presented and discussed. In addition, two introductory tutorials will be included to familiarize audiences of different backgrounds with the financial aspects, and the mathematical aspects, of the field. Areas of Interest: Bond and stock valuation and trading, asset allocation and risk management, foreign exchange rate predication, commodity price forecasting, portfolio management, univariate time series analysis, multivariate data analysis, classification and ranking, pattern recognition, and hybrid systems. Organizing Committee: Dr. Y. Abu-Mostafa, California Institute of Technology Dr. A. Atiya, Cairo University Dr. N. Biggs, London School of Economics Dr. D. Bunn, London Business School Dr. B. LeBaron, University of Wisconsin Dr. A. Lo, MIT Sloan School Dr. J. Moody, Oregon Graduate Institute Dr. A. Refenes, London Business School Dr. M. Steiner, Universitaet Munster Dr. A. Timermann, Brickbeck College, London Dr. A. Weigend, University of Colorado Dr. H. White, University of California, San Diego Submission of Papers: Original contributions representing new and significant research, development, and applications in the above areas of interest will be considered. Authors should send 5 copies of a 1000-word summary clearly stating their results to Dr. Y. Abu-Mostafa, Caltech 116-81, Pasadena, CA 91125, U.S.A. All submissions must be received before May 1, 1994. There will be a rigorous refereeing process to select the high-quality papers to be presented at the workshop. Location: The workshop will be held at the Ritz-Carlton Huntington Hotel in Pasadena, within two miles from the Caltech campus. The hotel 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. Mailing List: If you wish to be added to the mailing list of NNCM-94, please send your postal address, e-mail address, and fax number to Dr. Y. Abu-Mostafa, Caltech 116-81, Pasadena, CA 91125, U.S.A. e-mail: yaser@caltech.edu , fax (818) 568-8437 ******************************************************************* Article 24176 of comp.ai: Path: cantaloupe.srv.cs.cmu.edu!das-news.harvard.edu!news2.near.net!MathWorks.Com!europa.eng.gtefsd.com!howland.reston.ans.net!vixen.cso.uiuc.edu!sdd.hp.com!hp-pcd!hp-cv!reuter.cse.ogi.edu!usenet From: moody@chianti.cse.ogi.edu (John Moody) Newsgroups: comp.ai Subject: Neual Networks in the Capital Markets Workshop Date: 8 Sep 1994 22:49:47 GMT Organization: Oregon Graduate Institute - Computer Science & Engineering Lines: 215 Message-ID: <34o4eb$3gp@reuter.cse.ogi.edu> NNTP-Posting-Host: chianti.cse.ogi.edu ******************************************************************* --- Registration Package and Preliminary Program --- NNCM-94 Second International Workshop NEURAL NETWORKS in the CAPITAL MARKETS Thursday-Friday, November 17-18, 1994 with tutorials on Wednesday, November 16, 1994 The Ritz-Carlton Hotel, Pasadena, California, U.S.A. Sponsored by Caltech and London Business School Neural networks have now 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 overwhelming interest in the first NNCM workshop held in London in November 1993, the second annual NNCM workshop will be held November 17-18, 1994, in Pasadena, California. This is a research meeting where original, high-quality contributions to the field are presented and discussed. In addition, a day of introductory tutorials (Wednesday, November 16) will be included to familiarize audiences of different backgrounds with the financial aspects, and the mathematical aspects, of the field. --Invited Speakers: The workshop will feature invited talks by four internationally recognized researchers: Dr. Andrew Lo, MIT Sloan School Dr. Paul Refenes, London Business School Dr. Robert Shiller, Yale University Dr. Hal White, UC San Diego --Contributed Papers: NNCM-94 will have 4 oral sessions and 2 poster sessions with more than 40 contributed papers presented by academicians and practitioners from both the neural networks side and the capital markets side. Each paper has been refereed by 4 experts in the field. The areas of the accepted papers include: Stock and bond valuation and trading, asset allocation and portfolio management, real trading using neural networks, foreign exchange rate prediction, option pricing, univariate time series analysis, neural network methodology, statistical analysis and hints, theory of forecasting, and neural network modeling. --Tutorials: Before the main program, there will be a day of tutorials on Wednesday, November 16, 1994. The morning session will focus on the financial side and the afternoon session will focus on the mathematical side. -Morning Session- Dynamics of Trading and Market Microstructure Dr. Larry Harris, University of Southern California Empirical Research on Market Inefficiencies Dr. Blake LeBaron, University of Wisconsin -Afternoon Session- Neural Networks, Time Series, and Finance Dr. John Moody, Oregon Graduate Institute Statistical Inference for Neural Networks Dr. Brian Ripley, Oxford University We are very pleased to have tutors of such caliber help bring new audiences from different backgrounds up to speed in this hybrid area. --Schedule Outline: Wednesday, November 16: 8:00-12:15 Tutorials I & II 1:30-5:45 Tutorials III & IV Thursday, November 17: 8:30-11:30 Oral Session I 11:30-2:00 Luncheon & Poster Session I 2:00-5:00 Oral Session II Friday, November 18: 8:30-11:30 Oral Session III 11:30-2:00 Luncheon & Poster Session II 2:00-5:00 Oral Session IV --Location: The workshop 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. --Organizing Committee: Dr. Y. Abu-Mostafa, California Institute of Technology Dr. A. Atiya, Cairo University Dr. N. Biggs, London School of Economics Dr. D. Bunn, London Business School Dr. B. LeBaron, University of Wisconsin Dr. A. Lo, MIT Sloan School Dr. J. Moody, Oregon Graduate Institute Dr. A. Refenes, London Business School Dr. M. Steiner, Universitaet Munster Dr. A. Timmermann, Birkbeck College, London Dr. A. Weigend, University of Colorado Dr. H. White, University of California, San Diego --Registration and Hotel Reservation: Registration is done by mail on a first-come, first-served basis (last year we had to return the checks to more than 50 people for lack of space). To ensure your place at the workshop, please send the enclosed registration form and payment as soon as possible to Ms. Lucinda Acosta, Caltech 116-81, Pasadena, CA 91125, U.S.A. Please make checks payable to Caltech. Hotel reservations are made by contacting the Ritz-Carlton Hotel directly. Their phone number is (818) 568-3900 and fax number is (818) 792-6613. Please mention that you are with NNCM-94 in order to get the (very) special rate that we negotiated. The rate is $79+taxes ($99 with $20 credited by NNCM-94 upon registration) per room (single or double occupancy) per night. Please make the hotel reservation IMMEDIATELY as the rate is based on availability. --Secretariat: For further information, please contact the NNCM-94 secretariat Ms. Lucinda Acosta, Caltech 116-81, Pasadena, CA 91125, U.S.A. e-mail: lucinda@sunoptics.caltech.edu , phone (818) 395-4843, fax (818) 568-8437 ******************************************************************* -- NNCM-94 Registration Form -- Title:--------- Name:------------------------------------ Mailing Address:------------------------------------------- ----------------------------------------------------------- e-mail:---------------------------- fax:------------------- ********Please circle the applicable fees and write the total******** --Main Conference (November 17-18): Registration fee $500 Discounted fee for academicians $250 (letter on university letterhead required) Discounted fee for full-time students $125 (letter from registrar or faculty advisor required) --Tutorials (November 16): You must be registered for the main conference in order to register for the tutorials. Morning Session Only $100 Afternoon Session Only $100 Both Sessions $150 Full-time students $50 (letter from registrar or faculty advisor required) TOTAL: $-------- Please include payment (check or money order in US currency). PLEASE MAKE CHECK PAYABLE TO CALTECH. --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) 792-6613. Ask for the NNCM-94 rate. We have negotiated an (incredible) rate of $79+taxes ($99 with $20 credited by NNCM-94 upon registration) per room (single or double occupancy) per night, based on availability. ********Please mail your completed registration form and payment to******** Ms. Lucinda Acosta, Caltech 116-81, Pasadena, CA 91125, U.S.A.