CFE 2013, 14-16 December 2013, Senate house, University of London, UK: Extended deadline

Posted on 2013/09/02. Filed under: 綜合 |

7th International Conference of
COMPUTATIONAL AND FINANCIAL ECONOMETRICS (CFE 2013)
14-16 December 2013, Senate house, University of London, UK
http://www.cfenetwork.org/CFE2013/

The deadline to submit abstracts has been extended until 15 September 2013.
Submit an abstract by following the indications at
http://www.cfenetwork.org/CFE2013/submission.php

Keynote Speakers:
Richard J. Smith, Herman K. van Dijk and Marc Hallin.
Tutorials are given on Friday the 13th of December 2013 by Alastair Young and Herman K. Van Dijk.

Co-Chairs: Jean-Marie Dufour, John Galbraith, Michel Juillard, Gary Koop and Stefan Mittnik.
International Organizing Committee:A. Colubi, D.S.G. Pollock, E.J. Kontoghiorghes and P. Winker

A list of invited and organized sessions can be found at
http://www.cfenetwork.org/CFE2013/invited.php
http://www.cfenetwork.org/CFE2013/organized.php

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 estimation and inference on econometric models, model selection, panel data,
measurement error, Bayesian methods, time series analyses, portfolio allocation, option pricing,
quantitative risk management, systemic risk and market microstructure, to name but a few.
While such studies are often theoretical, they can also have a strong empirical element
measuring risk and return and often have a significant computational aspect dealing with issues
like high-dimensionality and large numbers of observations. Algorithmic developments are also
of interest since existing algorithms often do not utilize the best computational techniques for
efficiency, stability, or conditioning. So also are developments of environments for conducting
econometrics, which are inherently computer based. Integrated econometrics packages
have grown well over the years, but still have much room for development.

For further information please contact: info@CFEnetwork.org.

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