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Apologies if multiple copies are received. (and please forward to whomever this may be of interest) Second Announcement and Call for Papers: ---------------------------------------------------------------------- Workshop on Advances in Machine Learning for Computational Finance http://web.mac.com/davidrh/AMLCF09/ Sponsored by the PASCAL 2 Network of Excellence http://www.pascal-network.org/ ---------------------------------------------------------------------- CALL FOR CONTRIBUTIONS: We solicit submissions for the Advances in Machine Learning for Computational Finance workshop to be held on July 20-21, 2009 at University College London Bloomsbury Campus, London, U.K. Computational finance is a cross-disciplinary field which relies on mathematical finance, numerical methods and computer simulation to make trading, hedging and investment decision, as well as facilitating the risk management of these decisions. Machine learning is concerned with the design and development of algorithm and techniques that extract rules and patterns out of data automatically, by computational and statistical methods. This workshop brings together researches from machine learning, computational finance, academic finance and the financial industry to discuss problems in finance where machine learning may solve challenging problems and provide an edge over existing approaches. The aim of the workshop is to promote discussion on recent progress and challenges as well as on methodological issues and applied research problems. The emphasis will be on practical problem solving involving novel algorithmic approaches. Topics of the workshop include (but not limited to): . *Optimisation methods . *Reinforcement learning . *Supervised and semi-supervised learning . *Kernel methods . *Bayesian estimation . *Wavelets . *Evolutionary computing . *Recurrent and state space models . *SVM’s . *Neural networks . *Boosting . *Multi-agent simulation . *.... . *High frequency data . *Trading strategies and hedging techniques . *Execution models . *Forecasting . *Volatility . *Extreme events . *Credit risk . *Portfolio management and optimisation . *Option pricing . *... The workshop is a core event of the PASCAL 2 EU Network of Excellence. SUBMISSION PROCEDURE: We invite the submission of high quality extended abstracts (2 to 4 pages) in the NIPS style (http://nips.cc/PaperInformation/StyleFiles). Abstracts should be sent (in .pdf/.ps/.doc) to the organisers ([log in to unmask] , [log in to unmask]). A selection of the submitted abstracts will be accepted as either an oral presentation or poster presentation. IMPORTANT DATES: 23 Feb 09 - Submission deadline for extended abstracts 30 Mar 09 - Notification of acceptance 20-21 Jul 09 - Workshop at UCL, London, U.K. CONFIRMED INVITED PASCAL SPEAKERS: David Cliff University of Bristol Vince Darley Eurobios Vasant Dhar New York University, Stern School of Business László Györfi Budapest University of Technology and Economics Michael Kearns University of Pennsylvania David Leinweber University of Berkeley, Haas School of Business ORGANISERS David R. Hardoon University College London John Shawe-Taylor University College London Philip Treleaven University College London Laleh Zangeneh University College London PROGRAM COMMITTEE Nicolň Cesa-Bianchi Universitŕ degli Studi di Milano Ran El-Yaniv Technion - Israel Institute of Technology Samet Gogus Barclaycard Yuri Kalnishkan Royal Holloway, University of London Jasvindor Kandola Merrill Lynch Donald Lawrence University College London Giuseppe Nuti Deutsche Bank Sandor Szedmak University of Southampton Chris Watkins Royal Holloway, University of London ---------------------------------------------------------------------- "Who dares... wins" Dr. David R. Hardoon The Centre for Computational Statistics & Machine Learning Intelligent Systems Research Group Dept. of Computer Science University College, London Gower Street London, UK WC1E 6BT Tel: +44 (0) 20 7679 0425 Fax: +44 (0) 20 7387 1397 Email: [log in to unmask] www: http://www.davidroihardoon.com www china: http://www.davidroihardoon.cn linkedin: http://resume.davidroihardoon.com