Computational and Financial Econometrics (CFE 2013), London, UK

Posted on 2013/04/10. Filed under: 統計, 經濟, 綜合 | 標籤: |

7th International Conference on
Computational and Financial Econometrics (CFE 2013)
14-16 December 2013, Senate House, University of London, UK

Supported and organized by the London School of Economics, Queen Mary,
University of London, and Birkbeck University of London.

Main sponsors:
Journal of "Computational Statistics & Data Analysis", Elsevier.
Annals of Computational and Financial Econometrics

Keynote Speakers:

o Richard J Smith, University of Cambridge, UK
o Herman K. van Dijk, Erasmus University Rotterdam, The Netherlands
o Marc Hallin, Université Libre de Bruxelle, Belgium

Co-Chairs: Jean-Marie Dufour, John Galbraith, Michel Juillard, Gary
Koop and Stefan Mittnik

Scientific Programme Committee Members:
A. Amendola, L. Bauwens, M. Billio, C.W.S. Chen, C. Franq,
A.-M. Fuertes, D. Guegan, A. Harvey, M. Haas, A. Hecq, J. Hidalgo,
L. Khalaf, S.J. Koopman, J. Maheu, Y. Omori, M.H. Pesaran,
C. Pigorsch, J.-Y. Pitarakis, D.S.G. Pollock, T. Proietti, M. Reale,
L. Reichlin, J.V.K. Rombouts, E. Ruiz, S. Sanfelici, W. Semmler,
M.K.P. So, L. Soegner, M. Steel, L. Stenthoft, G. Storti, E. Tzavalis,
D. Veredas, M. Wagner, P. Zadrozny, J.M. Zakoian and Z. Zhang

International Organizing Committee:
A. Colubi, D.S.G. Pollock, E.J. Kontoghiorghes and P. Winker.

Important dates:

Invited abstract submission: 15 July 2013
Contributed abstract submission: 6 September 2013
Tutorials: 13 December 2013
Conference: 14-16 December 2013
Submissions to Annals of CFE: 28 February 2014

Tutorials are given on Friday the 13th of December 2013 by
Herman van Dijk and Alastair Young.

A list of invited and organized sessions can be found at the
conference’s web site:

This conference invites oral and poster presentations that contain
computational or financial econometric components. Full papers containing
both a computational and an econometric or financial-econometric component
will be considered for publication in the Annals of Computational and
Financial Econometrics which currently published as as a supplement to
the Computational Statistics & Data Analysis.

Computational and financial econometrics comprise a broad field that
has clearly interested a wide variety of researchers in economics,
finance, statistics, mathematics and computing. Examples include
financial time series analyses that focus on efficient and robust
portfolio allocations over time, asset valuations with emphases on
option pricing, volatility measurements, models of market microstructure
effects and credit risk.

The meeting will take place jointly with the 6th International
Conference of the ERCIM WG on Computational and Methodological
Statistics (ERCIM2013):

For further information please contact:

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