[jsai-fin 0067] CFE 2010

[Tohgoroh Matsui]

SIG-FIN ML参加者のみなさま，

CFE 2010のご案内です．
ご参考になりましたら幸いです．


松井藤五郎

--
中部大学 工学部 情報工学科
http://とうごろう.jp



****************************************************************
4th CSDA International Conference on 
Computational and Financial Econometrics (CFE'10) 

10-12 December 2010, Senate House, University of London, UK
http://www.cfe-csda.org/cfe10/

Submission deadline: September 8, 2010
****************************************************************

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


The new CSDA Annals of Computational and Financial Econometrics,
will be inaugurated during this conference.  This journal will
be 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 or in
the regular issues of CSDA.  To obtain further information
please Send an Email.

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.

Previously the CSDA has published a number of special issues
on Computational and Financial Econometrics that have addressed
computational and numerical methods used in solving theoretical
and practical issues associated with econometric algorithms,
the impact of computing on econometrics, specific applications
involving computing and econometrics, and data analytic methods
in finance.  These special issues indicate the importance of
computing in econometrics and highlight research opportunities
that exist in this discipline.

This conference invites oral and poster presentations that
contain computational or financial econometric components.  The
organization of sessions and minisymposia are encouraged.
Tutorials will be given on Thursday the 9th of December 2010 at
the LSE.  The conference will take place jointly with the ERCIM
working Group meeting on Computing & Statistics. 


International Organizing Committee

* E.J. Kontoghiorghes
* Ana Maria Fuertes
* Esther Ruiz


CSDA Annals of CFE Managing Editors

* David A. Belsley
* Erricos J. Kontoghiorghes
* Herman K. Van Dijk


Co-Chairs

* George Kapetanios
* Oliver Linton
* Michael McAleer
* Esther Ruiz.


CSDA Annals of CFE Guest Editors

* Luc Bauwens
* Siem Jan Koopman
* Oliver Linton
* Michael McAleer.


Keynote Speakers

* Qiwei Yao
* M. Hashem Pesaran
* Mark Steel
* Anthony C. Atkinson
* Stan Azen.