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ALLSTAT  May 2012

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Subject:

6th CSDA International Conference on COMPUTATIONAL AND FINANCIAL ECONOMETRICS (CFE 2012)

From:

Erricos Kontoghiorghes <[log in to unmask]>

Reply-To:

Erricos Kontoghiorghes <[log in to unmask]>

Date:

Thu, 24 May 2012 16:18:34 +0300

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6th CSDA International Conference on
COMPUTATIONAL AND FINANCIAL ECONOMETRICS (CFE 2012)
1-3 December 2012, Conference Centre, Oviedo, Spain
http://www.cfe-csda.org/cfe12

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.

Tutorials are given on Thursday the 30th of November 2012 by Andrew
Harvey and Hans Mueller.

A list of invited and organized sessions can be found at
http://www.cfe-csda.org/cfe12/InvitedSessions.html
http://www.cfe-csda.org/cfe12/CFEOrganizedSessions.html


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. Guest Editors of the annals:
David Belsley, Erricos J. Kontoghiorghes and Herman K. Van Dijk:
http://www.cfe-csda.org/cfe12/cfpCSDAAnnalsCFE.html

Keynote Speakers:
Luc Bauwens, Stefan Mittnik and Esther Ruiz.

International Organizing Committee:
Ana Colubi, Christophe Croux, Erricos J. Kontoghiorghes and Herman
K. Van Dijk.

Co-Chairs: Andrew Harvey, Yasuhiro Omori, Willi Semmler and Mark
Steel.

Scientific Program Committee:
A. Amendola, G. Amisano, F. Audrino, M. Billio, F. Canova,
S. Chaudhuri, C.W.S. Chen, C. Francq, A.-M. Fuertes, L. Khalaf,
G. Koop, S.J. Koopman, C.-M. Kuan, R. Leon-Gonzalez, H. Lopes,
M. McAleer, M. Paolella, H. Pesaran, J.-Y. Pitarakis, D.S.G. Pollock,
P. Poncela, T. Proietti, M. Reale, J. Rombouts, S. Sanfelici,
K. Sheppard, M.K.P. So, L. Soegner, G. Storti, E. Tzavalis,
J.-P. Urbain, D. Veredas, M. Wagner, Q. Yao, P. Zadrozny,
J.M. Zakoian, Z. Zhang.

Important dates:

Invited Abstract submission:		15 July 2012
Contributed Abstract submission:	5 September 2012
Tutorials:                              30 November 2012
Conference:                             1-3 December 2012
Deadline for submitting full papers:    10th November 2012


The meeting will take place jointly with the 5th International
Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM 2012):
http://www.cfe-csda.org/ercim12

For further information please contact: [log in to unmask]

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