The one day seminar on "Computational Economics and Finance" will take place on Friday, the 24th of November 2006 at the University of Neuchâtel, Switzerland. URL: http://iiun.unine.ch/matrix/seminars/cef3eme/ The seminar is organized by the 3ème Cycle Romand d'Informatique and the Computer Science Institute, University of Neuchâtel. Programme: 08:30-10:00 - Peter Winker (Univ. of Giessen, Germany) Heuristic Optimization in Econometric Modelling - Model Selection using the Threshold Accepting Heuristic. 10:00-10:30 - Coffee Break 10:30-12:00 - Michele La Rocca (Univ. of Salerno, Italy) Artificial Neural Networks in Nonlinear Time Series Analysis. 12:00-13:30 - Lunch 13:30-15:00 - Renato Coppi (Univ. of Rome I, Italy) Data Analysis Techniques in a Fuzzy Setting. 15:00-16:15 - Manfred Gilli (Univ. of Geneva, Switzerland) Optimization heuristics: Overview, Classification and Application. 16:15-16:45 - Coffee Break 16:45-17:30 - Erricos Kontoghiorghes (University of Cyprus, Cyprus) Block-recursive estimation of the general linear model.