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
The deadline to submit abstract has been extended until 21 September 2012.
Submit an abstract at http://www.cfe-csda.org/cfe12/abstractSubmission.html
Keynote Speakers: Luc Bauwens, Stefan Mittnik and Esther Ruiz.
Tutorials are given on Friday the 30th of November 2012 by Andrew Harvey and Hans Mueller.
Co-Chairs: Andrew Harvey, Yasuhiro Omori, Willi Semmler and Mark Steel.
International Organizing Committee: Ana Colubi, Christophe Croux, Erricos J. Kontoghiorghes and Herman K. Van Dijk.
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
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.
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