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5th CSDA International Conference on Computational and Financial Econometrics (CFE'11) 17-19 December 2011, Senate House, University of London, UK http://www.cfe-csda.org/cfe11 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 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. 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. Tutorial are given on Thursday the 16th of December 2011. A list of invited and organized sessions can be found at the conference's web site: http://www.cfe-csda.org/cfe11/InvitedSessions.html http://www.cfe-csda.org/cfe11/CFEOrganizedSessions.html Keynote Speakers: o Andrew Harvey, University of Cambridge, UK o Dick van Dijk, Erasmus School of Economics, The Netherlands o Peter M. Robinson, London School of Economics, UK International Organizing Committee: Ana Maria Fuertes, George Kapetanios, Erricos J. Kontoghiorghes, Herman K. Van Dijk and Qiwei Yao. Co-Chairs: Hashem Pesaran, Siem Jan Koopman, Monica Billio, Christian Francq and Mike So. CSDA Annals of CFE Guest Editors: David A. Belsley, Erricos J. Kontoghiorghes, Esther Ruiz and Herman K. Van Dijk. Scientific Programme Committee Members: A. Amendola, R F. Audrino, C. Baum, L. Bauwens, M. Binder, F. Canova, A. Carriero, C.W.S. Chen, L. Calvet, R. Gerlach, D. Guegan, L. Khalaf, C.-M. Kuan, M. Lippi, M. McAleer, G.M. Martin, Y. Omori, T. Perez Amaral, D.S.G. Pollock, M. Reale, M. Riani, J. Rombouts, E. Ruiz, S. Satchell, W. Semmler, M. Steel, L. Soegner, E. Tzavalis, D. Veredas, I. Vrontos, M. Wagner, P. Zadrozny, P. Zaffaroni, J.M. Zakoian, A. Zeileis. Important dates: Invited abstract submission: 15 July 2011 Contributed abstract submission: 15 September 2011 Tutorials: 16 December 2011 Conference: 17-19 December 2011 Publication of the CSDA Annals of CFE: 15 December 2012 (tentative) The meeting will take place jointly with the 4th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'11): http://www.cfe-csda.org/ercim11 For further information please contact: [log in to unmask] You may leave the list at any time by sending the command SIGNOFF allstat to [log in to unmask], leaving the subject line blank.