Computational Optimization Methods in Statistics, Econometrics and Finance

Location: Humboldt‐Universität zu Berlin, Germany.

Tutorial:

The following slides are from presentations given at the COMISEF Fellows’ Workshop on Numerical Methods and Optimisation in Finance at Birkbeck, University of London from 18–19 June 2009. The programme including abstracts can be accessed here.

Location: Birkbeck College, London.

Content: Workshop primarily on numerical methods and optimisation techniques, in particular heuristics, and their application to finance problems.

The Workshop intends to give researchers, in particular PhD students, the opportunity to present and discuss current research projects and ideas on a range of topic areas concentrating on anything connected to computational and quantitative finance. This includes portfolio optimisation, option
pricing, automated trading, and other related econometric and empirical studies.

Ok, it might sound funny (after all we can't go on strike, we're payed on a contract basis, but I really wanted to protest on the policied advocated by the leaders of the Euro group (especially the German chancellor), who deny to inject funds to the euro zone. OECD estimates for the future contraction of the european economies (e.g. Germany's GDP is expected to shrikbat about 5% this year), recommendation from top level Nobel laureautes (e.g. Krugman, Stilgitz) and the policies proposed by everybody else (e.g. Obama) are such, that their beliefs puzzle me, indeed.

 International Conference on Evolutionary Computation (ICEC 2009)

Madeira, Portugal * 5-7 October 2009

IMPORTANT DATES:

•     Regular Paper Submission: April 28, 2009
•     Authors Notification: June 23, 2009
•     Final Paper Submission and Registration: July 07, 2009

Sponsored by INSTICC BCCA

CONFERENCE TOPICS:

The COMISEF tutorial on Model Selection will take place the 26-28 October 2009 (Grand Resort Hotel, http://www.grandresort.com.cy/).

36th Macromodels International Conference in Bochnia, Poland.

2nd International Workshop of the ERCIM Working Group on Computing & Statistics in Limassol, Cyprus.

3rd International Conference on Computational and Financial Econometrics (CFE'09) Limassol, Cyprus.

15th International Conference on Computing in Economics and Finance in Sydney, Australia.