[Forum SIS] 4th CSDA International Conference on COMPUTATIONAL AND FINANCIAL ECONOMETRICS (CFE'10)

[Tommaso Proietti]

Call for Papers 
---------------
4th CSDA International Conference on COMPUTATIONAL AND FINANCIAL
ECONOMETRICS (CFE'10) 

10-12 December 2010, Senate House, University of London, UK
URL: 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.


The new CSDA Annals of Computational and Financial Econometrics will be
inaugurated during this conference. The Annals will be 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. Previously the CSDA has published a number of special issues
on Computational and Financial Econometrics.

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. A tutorial will be given on
Thursday the 9th of December 2010.

A list of invited and organized sessions can be found at
URL: www.cfe-csda.org/cfe10/InvitedSessions.html

Keynote Speakers: 

o Qiwei Yao, London School of Economics, UK
o M. Hashem Pesaran, University of Cambridge, UK and USC
o Mark Steel, University of Warwick, UK

International Organizing Committee:
Erricos J. Kontoghiorghes, Ana Maria Fuertes and Esther Ruiz.

CSDA Annals of CFE Managing Editors:
David A. Belsley, Erricos J. Kontoghiorghes and Herman K. Van Dijk.

Co-Chairs: George Kapetanios, Oliver Linton, Michael McAleer and Esther
Ruiz.

CSDA Annals of CFE Guest Editors:
Luc Bauwens, Siem Jan Koopman, Oliver Linton and Michael McAleer.

Scientific Programme Committee Members: 

A. Amendola, F. Audrino, P. Boswijk, M. Billio, M. Binder, C. Chen, D. van
Dijk, C. Francq, A.-M. Fuertes, A.B. Galvao, R. Gerlach, D. Guegan, S.
Hodges, S.J. Koopman, L. Khalaf, J.F. Kiviet, T. Lux, S. Mittnik, M. Ooms,
J. Nankervis, Y. Omori, M. Paolella, D.S.G. Pollock, T. Proietti, M. Reale,
M. Riani, B. Rustem, W. Semmler, M. Steel, M. So, E. Tzavalis, D. Veredas,
M. Wagner, P. Winker, P.L.H. Yu, P. Zadrozny, P. Zaffaroni, J.-M. Zakoian,
A. Zeileis. 

Important dates:
 
Submission of abstracts:
8 September 2010

Acceptance decision:
At most two weeks after submission.

Tutorial: 
9 December 2010

Conference: 
10-12 December 2010

Submission of full papers: 
15 January 2011

Notification of decision: 
15 April 2011 (tentative)

Publication of the CSDA Annals of CFE: 
15 September 2011 (tentative)

Plain text abstracts should be submitted electronically before the deadline.
(www.labeconomia.unisa.it/cfe-ercim2010)

The meeting will take place jointly with the 3rd International
Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'10):
URL: www.cfe-csda.org/ercim10



 
 



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