COMISEF - Public

R function for "A note on ‘good starting values’ in numerical optimisation"

Anil — Sat, 18 Sep 2010 10:07:54 -0600

bestofN.zip (~2kb) contains the code. Also see working paper: A note on ‘good starting values’ in numerical optimisation.

Macromodels 2010

Anil — Thu, 01 Jul 2010 09:31:12 -0600

Start: 01/12/2010 - 00:00

End: 04/12/2010 - 23:59

Location: Pułtusk (near Warsaw), Poland.

Please click here from more details.

4th CSDA International Conference on COMPUTATIONAL AND FINANCIAL ECONOMETRICS

Anil — Fri, 23 Apr 2010 12:24:28 -0600

Start: 10/12/2010 - 00:00

End: 12/12/2010 - 23:59

4th CSDA International Conference on COMPUTATIONAL AND FINANCIAL ECONOMETRICS (CFE'10) 10-12 December 2010, Senate House, University of London, UK http://www.cfe-csda.org/cfe10

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.

R functions for "Calibrating the Nelson–Siegel–Svensson model"

Anil — Tue, 30 Mar 2010 09:03:42 -0600

NelsonSiegelwithDE.zip (~74kb) contains the code and instructions. Also see working paper: Calibrating the Nelson–Siegel–Svensson model.

16th International Conference on Soft Computing

Anil — Tue, 16 Mar 2010 11:48:34 -0600

Start: 23/06/2010 - 00:00

End: 25/06/2010 - 23:59

Location: Brno, Czech Republic.

See attached PDF for more details.

Matlab and R functions for "Calibrating Option Pricing Models with Heuristics"

Anil — Tue, 09 Mar 2010 05:38:36 -0700

OptionCalibration.zip (~85kb) contains the code and instructions. Also see working paper: Calibrating Option Pricing Models with Heuristics.

Publications for 2009

Anil — Thu, 04 Mar 2010 12:03:22 -0700

R. Baragona, F. Battaglia (2009), “Evolutionary Computing in Statistical Data Analysis”, in: Abraham, A., Hassanien, A.-E, Siarry, P. and Engelbrecht, A. (Eds.), Foundations of Computational Intelligence Vol 3 - Global Optimization (Studies in Computational Intelligence vol. 203). Springer Berlin/Heidelberg, pp. 347- 386.
R. Baragona, D.

read more

International Conference Evolutionary Computation in Statistics

Anil — Thu, 04 Feb 2010 09:11:22 -0700

Start: 17/03/2010 - 00:00

End: 19/03/2010 - 23:59

Location: University "Ca' Foscari", Venice

Conference registration deadline: March 1st, 2010

Website: http://ser.sta.uniroma1.it/ecs2010

Keynote lectures: Norman Packard, Howell Tong, Manfred Gilli

Seminar on Robust Optimization

Anil — Tue, 12 Jan 2010 06:30:42 -0700

Start: 03/02/2010 - 00:00

End: 09/02/2010 - 23:59

During 3-9 February, Professor A. Ben-Tal will be visiting Imperial College.

Professor Ben-Tal is a well known authority on robust optimization and its applications:
http://iew3.technion.ac.il/Home/Users/SECOND.php?morbt+Aharon+Ben-Tal+1+2

He will give a seminar (abstract attached) on 4 Feb pm. All interested are very welcome to attend and also talk to Prof Ben-Tal during his visit.

Workshop on Portfolio Models in Quantitative Risk Management

Anil — Tue, 08 Dec 2009 10:47:05 -0700

Start: 21/04/2010 - 00:00

End: 22/04/2010 - 23:59

Location:
Frankfurt School of Finance and Management
Sonnemannstrasse 9 - 11
60314 Frankfurt am Main

For directions please visit: http://www.frankfurt-school.de/content/en/who_we_are/contact