Posted on 2012/07/06. Filed under: 統計, 財務 | 標籤:, , |

6th CSDA International Conference on

1-3 December 2012, Conference Centre, Oviedo, Spain

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. 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.

A list of invited and organized sessions can be found at

Tutorials are given on Friday the 30th of November 2012 by Andrew
Harvey and Hans Mueller.

Keynote Speakers:
Luc Bauwens, Stefan Mittnik and Esther Ruiz.

International Organizing Committee:
Ana Colubi, Christophe Croux, Erricos J. Kontoghiorghes and Herman K. Van Dijk.

Co-Chairs: Andrew Harvey, Yasuhiro Omori, Willi Semmler and Mark Steel.

Scientific Program Committee:
A. Amendola, G. Amisano, F. Audrino, M. Billio, F. Canova,
S. Chaudhuri, C.W.S. Chen, C. Francq, A.-M. Fuertes, L. Khalaf,
G. Koop, S.J. Koopman, C.-M. Kuan, R. Leon-Gonzalez, H. Lopes,
M. McAleer, M. Paolella, H. Pesaran, J.-Y. Pitarakis, D.S.G. Pollock,
P. Poncela, T. Proietti, M. Reale, J. Rombouts, S. Sanfelici,
K. Sheppard, M.K.P. So, L. Soegner, G. Storti, E. Tzavalis,
J.-P. Urbain, D. Veredas, M. Wagner, Q. Yao, P. Zadrozny,
J.M. Zakoian, Z. Zhang.

The new CSDA Annals of Computational and Financial Econometrics is associated with this conference.  The Annals are published as a supplement to Computational Statistics & Data Analysis to serve as an outlet for distinguished research papers in computational econometrics and financial econometrics. Papers containing strong computational, statistical, or econometric components or substantive data-analytic elements will be considered for publication either in the Annals of CFE or in the regular issues of CSDA. Guest Editors of the annals: David Belsley, Erricos J. Kontoghiorghes and Herman K. Van Dijk:

Important dates:

Invited Abstract submission:            15 July 2012
Contributed Abstract submission:        5 September 2012
Tutorials:                              30 November 2012
Conference:                             1-3 December 2012
Deadline for submitting full papers:    10th November 2012

The meeting will take place jointly with the 5th International
Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM 2012):

For further information please contact:

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Dynamic Games and Applications Call for Papers Special Issue on Mean-Field Games

Posted on 2012/07/06. Filed under: 經濟, 財務 | 標籤:, , |

Dynamic Games and Applications

Call for Papers

Special Issue on Mean-Field Games

Guest Editors:

Martino Bardi, Università di Padova,

Peter Caines, McGill University,

Italo Capuzzo Dolcetta, Università di Roma “La Sapienza",

Mean-Field Games (MFG) is a new and rapidly growing area of research where the interactions of large numbers of rational agents are modeled using ideas and tools from non-cooperative dynamic game theory, stochastic control, nonlinear partial differential equations, and mean-field theories in physics.

In 2013 Dynamic Games and Applications will publish a special issue on the subject, focused in particular on the following topics:

  • Large population limits in N-person dynamic games;
  • MFG partial differential equations;
  • Numerical methods for MFG;
  • Major and minor player MFG systems;
  • Applications of MFG to economics, finance, models of social behavior (consensus, flocking, swarming, etc.);
  • Applications of MFG to engineering, communication, and electric power markets and networks.

The special issue welcomes submissions from theoreticians as well as applied researchers.

Submission Deadline:             September 30th, 2012

Publication Date:                    September 2013 (issue 3 of Volume 3 of DGAA)

For submission instructions, please visit:

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101年宋作楠碩士論文獎徵文 歡迎投稿9月9日截稿

Posted on 2012/06/29. Filed under: 管理, 綜合, 財務, 資訊, 會計 | 標籤:, , , , |












H 徵文截稿期限:2012年9月9日

H 論文研討會及頒獎:2012年12月(正確日期待定)

臺大管理論叢編輯室 謹啟

TEL:(02) 33665404 or 33661026
FAX:(02) 2363-5658


臺大管理學院 臺大管理論叢編輯室

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台灣經濟學會2012年年會 暨第13屆全國實證經濟學研討會

Posted on 2012/06/28. Filed under: 經濟 | 標籤:, , |



一、為促進學術交流,本會議將於今年1215(星期六),於中央大學舉行,並與台灣效率與生產力學會及北美華人經濟學會 (CEANA) 聯合舉辦學術論文發表會,特函徵求會議論文。


1.    自行投稿;若論文為合著,其中至少一位作者應為台灣經濟學會會員。

2.    投稿論文請註明會議論文發表人,每位發表人以發表一篇論文為限。

3. 投稿請至,論文摘要截止日為97日,論文全稿 (PDF格式) 截止日為101日。


四、本次年會設「年輕學者論文 (young scholar paper) 發表場次」。為鼓勵博士候選人及博士後研究人員踴躍發表論文,將從寬審查論文,並免收論文發表費。報名時請註明投稿至「年輕學者論文發表場次」,本場次發表人需為本會會員。依據本會入會方式規定,學生會員入會費另有減半優惠。



 ※ 年會委員會,傳真:(02) 2653-0219,地址:115台北市研究院路二段128號中央研究院經濟研究所,聯絡電話:(02) 27822791633沈小姐。

※ 台灣經濟學會郵政劃撥帳號:19017512,戶名:台灣經濟學會。

※ 台灣經濟學會網站:


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國科會活動訊息電子報 發行日期:2012/6/11

Posted on 2012/06/28. Filed under: 綜合 | 標籤:, , , , |


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ESA-announce 2012 North-American ESA meetings in Tucson

Posted on 2012/04/18. Filed under: 經濟, 綜合, 實驗 | 標籤:, |

The 2012 regional North-American ESA meeting will be held at the Westward Look resort, Tucson, from Thursday evening November 15 (reception) through Saturday 6:00 p.m. November 17. There will be special panel discussion marking the 50th year of experimental economics. Four pioneers of experimental economics (John Kagel, Charles Plott, Reinhard Selten, and Vernon Smith) will offer their perspectives on how the field developed and where it should be headed.

We are delighted to announce that Guillaume Frechette (NYU) and Ulrike Malmendier (UC Berkeley) have agreed to be plenary speakers.

Registration for the conference can be done via the ESA website (recall you must be an ESA member):

When you register you may submit an abstract (+title+coauthors) of the paper you would like to present.

Registration for faculty (student) members is $250 ($150). After October 16, registration fees will increase to $300 ($200) for faculty (student) members and we will lose the special ESA rate for rooms at the WWL. Please make your hotel reservation through the Westward Look (800 722-2500) and mention that you are part of the ESA group in order to obtain the reduced rate.

Important Dates:

Submission closing date: September 23, 2012
Preliminary program available: September 30, 2012
Early registration and hotel reservation cut-off: October 16, 2012

The conference website, where further details and announcements will be posted, can be found at

Hope to see you in Tucson!

Dan Friedman and John Wooders

John Wooders
Distinguished Research Professor
Centre for the Study of Choice (CenSoC) and Department of Economics
University of Technology Sydney

Economics Disciple Group
PO Box 123
Broadway NSW 2007

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臺灣行銷科學學會(TIMS)第九屆年度學術研討會 論文徵稿

Posted on 2012/04/18. Filed under: 管理, 綜合 | 標籤:, , , , |


Taiwan Institute of Marketing Science (TIMS)
The ninth Annual Conference

論 文 徵 稿

摘要截稿日:2012年 9月 17日 (星期一)

審查結果日:2012年 9月 28日 (星期五)

全文截稿日:2012年 11月 12日 (星期一)

研討會日期:2012年 12月 8日 (星期六)




  1. 策略行銷管理 (Strategic Marketing Management)
  2. 消費者行為 (Consumer Behavior)
  3. 行銷決策模式 (Marketing Decision Models)
  4. 流通與供應鏈管理 (Logistic and Supply Chain Management)
  5. 國際行銷管理 (International Marketing Management)
  6. 其他行銷相關議題 (Other related marketing topics)


  1. 可以中、英文惠稿。本次研討會採論文摘要審核方式。摘要以1500字為原則,內容包含研究動機與目的、研究架構、理論假說或模型、以及主要研究發現
  2. 全文稿件長度以二十頁(一萬字)為上限。首頁請註明論文所屬之領域。按學術慣例,所有稿件均必須未曾在任何研討會或期刊中發表。
  3. 投稿時請將摘要或文稿以「論文題目(所屬領域)」為檔名,並以PDF檔案格式儲存,以e-mail附檔方式寄至editor(at)


  1. 本研討會將在所發表之論文中,擇優挑選論文交由「行銷科學學報」(Journal of Marketing Science)編輯委員評審,經過審查通過之論文將刊登在「行銷科學學報」。
  2. 依循本研討會之傳統,為提昇研討會之品質,論文發表者需為助理教授級以上之學者(或在校博士生)親自簡報


  1. 行銷領域專題演講
  2. 論文發表與討論


周建亨 謝明慧 任立中 敬邀
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Posted on 2012/04/02. Filed under: 管理, 綜合, 教與學 | 標籤:, |


Management Review
2013 Special Issue on Management Cases — Call For Paper


《管理評論》自2007年12月首創國內先例,發行第一本「我國產業個案特刊」後,《資訊管理學報》、《中山管理評論》、《電子商務學報》等 TSSCI 期刊隨後響應,前後陸續舉辦「我國產業個案專刊」。2012年《管理評論》「管理個案特刊」再創國內先例,一改過去「我國產業個案專刊」只接受管理層級的田野個案,擴大徵稿範圍,接受以下各類個案:管理層級真實公司個案、管理層級匿名公司個案、作業層級真實公司個案、作業層級匿名公司個案,讓教師有更多樣化的個案編撰空間,亦獲得好評。




1. 管理層級個案與作業層級個案之定義及差異說明,請參考 ;

2. 真實公司個案又可分為以田野調查(Field Study)方式取得資料的田野個案 (Field Case),和以第二手資料撰寫的圖書館個案(Library Case)。

3. 真實公司個案必須為近年內我國產業實際發生之事件,於標題採用公司真實名稱,忠實敘述事件的個案。

4. 真實公司之田野個案(Field Case),作者應取得公司授權,並簽署授權書(如附件一)。

5. 若是圖書館個案(Library Case),作者應註明每一個資料之出處,資料出處必須可公開取得。

6. 教學型個案內容應分為個案本文個案討論兩大部分。個案本文描述實際發生之特定事件,以一個完整教學個案的方式呈現(參考附件二);個案討論為從管理理論與教學角度所做之分析與討論。個案本文與個案討論兩部分之字數由作者自行斟酌,但總字數必須符合《管理評論》投稿規則(。


1. E-mail投稿:請將完整之PDF檔寄至mr(at)。主旨:「2013管理個案特刊_篇名」。請於封面頁註明作者完整之中英文姓名、服務單位、中英文職稱及連絡方式。除封面頁外,請勿於著作中任何其他部分出現可辨認作者身份的文字,以利匿名審查。

2. 請於封面頁註明篇名以及個案類型,真實公司之田野個案(Field Case)請另附公司授權書(用印正本)。

3. 劃撥費用:請參閱《管理評論》投稿規則(。

4. 簽署著作權聲明書暨同意書:投稿著作必須為尚未發表且尚未授權給第三者之原始著作,所有列名作者皆須親筆簽署「著作權聲明書暨同意書」,並將同意書原稿(親筆簽名正本)郵寄至「11699台北木柵郵局174號信箱 管理評論編輯部收」。


1. 由本特刊之主編國立政治大學企業管理系黃思明教授,依來稿之性質籌組編輯委員會進行評審。

2. 本特刊之初審將在「《管理評論》第二屆管理個案研討會」中進行,研討會的方式將視投稿狀況於2012年10月1日公告於光華管理策進基金會網站(。

3. 每一篇投稿必須有一位作者參加研討會,否則視為棄權。

4. 依據管理個案研討會當日的審查結果,確認進入複審的稿件。

5. 自複審稿件中最後選取五到十篇著作刊登於本特刊。

6. 被接受刊登的中文著作必須於最後修正截稿日期前提供 2,500 字之英文節要,否則視為放棄。(請參閱《管理評論》投稿規則(,或參閱《管理評論》第31卷第二期「2012管理個案特刊」。)


1. 徵稿截止日期:2012年9月14日(五)

2. 初審(《管理評論》第二屆管理個案研討會):2012年11月2日(五)

3. 複審接受通知日期:2012年12月20日

4. 最後修正截稿日期:2013年2月1日

5. 出刊日期:2013年4月


1. 所有接受刊登之個案,將不會經由網路流通,以利合理流通和教學需要。並由本刊洽請光華管理個案收錄庫進行妥善管理。

2. 若有任何疑問,請上財團法人光華管理策進基金會網站(查詢,或來信 mr(at)mars.orgtw。


2013個案特刊稿約.pdf (application/pdf) 279K

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ESA-announce Postdoctoral Research Position at the University of Zurich

Posted on 2012/04/02. Filed under: 經濟, 綜合, 實驗 | 標籤:, , |

The Chair for Behavioral Economics in the Department of Economics at the University of Zürich is inviting applications for an opening for a Post-Doctoral Researcher.

The two-year position is funded by the Swiss National Science Foundation (SNSF), as part of a research project on “Leadership across Economic Contexts.” The project aims to study leadership through laboratory and field experiments. The position will be under the supervision of Prof. Roberto Weber. A description of the kind of research conducted at this Chair is currently available at:

Candidates should have completed or expect to complete their Ph.D. in economics by the summer of 2012 and have a strong background in behavioral and experimental economics. Strong applicants will also possess an interest in conducting research on leadership, and experience in designing, conducting, and analyzing data from laboratory experiments.

The position starts on September 1, 2012, and is for two years.
Applications will be reviewed starting April 10, 2012 and until the position is filled.

The University of Zürich offers an exciting and interdisciplinary work environment and excellent research facilities, including a well-equipped laboratory for conducting experiments (

Applications should be submitted electronically. Please submit:
• a current CV,
• two completed research papers,
• a statement of interest,
• and the names and email addresses of two recommenders to the following email address:

Applications lacking the above materials may not be reviewed. Please also direct any questions about the position to this e-mail address.


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【徵稿啟事】European Asian Economics, Finance, Econometrics and Accounting Science Association, Confe rence Meetings in Taipei

Posted on 2011/12/07. Filed under: 經濟, 綜合, 財務, 會計 | 標籤:, |

Dear Colleagues:

Please find as an attached file the call for papers for the Taipei meetings next September. There you can find all the necessary information you need, otherwise, do not hesitate to contact me for further details.

Greetings from Piraeus,

Dr. Nicholas Apergis

Professor of Economics

University of Piraeus, Greece

Executive Chair of the European Asian Economics, Finance, Accounting and Econometrics Association


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