Computational Methods in Decision-Making & Finance (CMDMF)
16th of August 2000, Neuchatel, Switzerland
http://iiun.unine.ch/matrix/seminars/CMDF2000/3ec2000b.html
This meeting will emphasize both practical and theoretical,
state-of-the-art applications of computational technology to solve
financial and decision-making problems. The panel of speakers is made
up of internationally respected experts:
o Anna Nagurney, University of Massachusetts, USA
Financial networks
o Berc Rustem, Imperial College, London, UK
Worst-case design algorithms and risk management
o Stavros Siokos, Portfolio Construction Group, Salomon Smith Barney,
London, UK
Portfolio construction, index tracking and optimization:
computational issues
o Patrick Burns, Global Quantitative Research, Salomon Smith Barney,
London, UK
Multivariate GARCH: solving hard maximum likelihood problems using a
genetic algorithm
o Manfred Gilli and Evis Kellezi, Department of Econometrics,
University of Geneva, Switzerland
A global optimization heuristic for portfolio choice with VaR and
expected shortfall
o Olivier V. Pictet, Dynamic Asset Management, Geneva, Switzerland;
Oliver Masutti and Gilles Zumbach, Olsen & Associates, Zurich,
Switzerland
Volatility forecasting using genetic programming
o Cyril Godart, Paribas, London, UK
Swarm and huscarls: a case-study in high-performance computing in
financial institutions
o Panos M. Pardalos University of Florida, USA; and
M.G.C. Resende AT&T Labs Research, USA.
Parallel Metaheuristics for Combinatorial Optimization Problems
(pending)
Authors wishing to present a paper are invited to submit an abstract
(maximum two pages), by e-mail to:
Erricos John Kontoghiorghes
Institut d'informatique,
Universite de Neuchatel,
Emile-Argand 11,
CH-2007 Neuchatel,
Switzerland.
E-mail: [log in to unmask]
Fax: +41 32 718 27 01
Tel: +41 32 718 27 38
Schedule:
- Deadline for submission of abstracts: July 3, 2000
- Notification of acceptance: July 17, 2000
- Registration deadline: August 1, 2000
Peer review papers will be published in a volume of the Applied
Optimization book series (Kluwer).
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