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
Supported and organized by the London School of Economics, Queen Mary,
University of London, and Birkbeck University of London.
Main sponsor:
Journal of "Computational Statistics & Data Analysis", Elsevier.
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. Previously the CSDA has
published a number of special issues on Computational and Financial
Econometrics.
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.
This conference invites oral and poster presentations that contain
computational or financial econometric components. The organization of
sessions and minisymposia are encouraged. A tutorial will be given on
Thursday the 9th of December 2010.
A list of invited and organized sessions can be found at
http://www.cfe-csda.org/ercim10/InvitedSessions.html
Plain text abstracts should be submitted electronically
before the deadline at http://www.labeconomia.unisa.it/cfe-ercim2010
Keynote Speakers:
o Qiwei Yao, London School of Economics, UK
o M. Hashem Pesaran, University of Cambridge, UK and USC
o Mark Steel, University of Warwick, UK
International Organizing Committee:
E.J. Kontoghiorghes, Ana Maria Fuertes and Esther Ruiz.
CSDA Annals of CFE Managing Editors:
David A. Belsley, Erricos J. Kontoghiorghes and Herman K. Van Dijk.
Co-Chairs:
George Kapetanios, Oliver Linton, Michael McAleer and Esther Ruiz.
CSDA Annals of CFE Guest Editors:
Luc Bauwens, Siem Jan Koopman, Oliver Linton and Michael McAleer.
Scientific Programme Committee Members:
A. Amendola, F. Audrino, P. Boswijk, M. Billio, M. Binder, C. Chen,
D. van Dijk, C. Francq, A.-M. Fuertes, A.B. Galvao, R. Gerlach,
D. Guegan, S. Hodges, S.J. Koopman, L. Khalaf, J.F. Kiviet, T. Lux,
S. Mittnik, M. Ooms, J. Nankervis, Y. Omori, M. Paolella,
D.S.G. Pollock, T. Proietti, M. Reale, M. Riani, B. Rustem,
W. Semmler, M. Steel, M. So, E. Tzavalis, D. Veredas, M. Wagner,
P. Winker, P. L H Yu, P. Zadrozny, P. Zaffaroni, J.-M. Zakoian,
A. Zeileis.
Important dates:
Submission of abstracts: 8th September 2010
Acceptance decision: At most two weeks after submission.
Tutorial: 9 December 2010
Conference: 10-12 December 2010
Submission of full papers: 15 January 2011
Notification of decision: 15 April 2011 (tentative)
Publication of the CSDA Annals of CFE: 15 September 2011 (tentative)
The meeting will take place jointly with the 3rd International
Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'10):
http://www.cfe-csda.org/ercim10
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