Newsgroups: comp.parallel
From: Erricos John Kontoghiorghes <erricos.kontoghiorghes@info.unine.ch>
Subject: Computational Methods in Decision-Making & Finance
Organization: Institute of Computer Science, University of Neuchatel, Switzerland
Date: 22 May 1998 12:57:20 GMT
Message-ID: <6k3sng$9tq$1@encore.ece.cmu.edu>

Computational Methods in Decision-Making & Finance

22-23 June 1998, Neuchatel, Switzerland.

http://www-iiuf.unifr.ch/3e-cycle/activite-98.html


PURPOSE

This two-day meeting will emphasize both practical and theoretical,
state-of-the-art applications of computational technology to solve
financial and decision-making problems.It aims to provide the
necessary information to allow computer scientists to pursue research
in constructing effective tools and methods to tackle financial
problems. Furthermore, within the context of computational finance and
decision-making, it will try to promote collaborative work between
researchers working in diverse areas, such as artificial intelligence,
optimization, numerical analysis and algorithms, parallel computing,
economics, finance, computer modelling and computational statistics.

SPEAKERS

The panel of speakers is made up of internationally respected
experts.They have all contributed extensively in their specialized
fields and currently play leading roles in the promotion of computing
in the area of decision-making, finance and economics.


PROGRAMME

Monday 22 June 1998


10:00-10:30    Coffee and informal gathering
10:30-11:15    Berc Rustem, Learning in multi-objective optimisation.
11:15-12:00    Stavros A. Zenios, Management science and operations
               research for planning financial services
12:00-14:00    Lunch
14:00-14:45    Berc Rustem, Algorithms for nonlinear optimimisation
14:45-15:30    Stavros A. Zenios, Models for risk measurement
15:30-16:00    Coffee break
16:00-16:30    Stavros A. Zenios, Models for risk management
16:30-17:15    Giuseppe Ballocchi, The intraday multivariate structure
               of the Eurofutures markets
17:15-18:15    Informal discussion

Tuesday 23 June 1998


9:45-10:30    Stavros A. Zenios, High-performance computing for
              financial planning
10:30-11:15   Berc Rustem, Algorithms for decision making under
              uncertainty
11:15-12:00   Stavros Siokos, Equities portfolio optimization and
              analytics with index tracking
12:00-14:00   Lunch
14:00-14:45   Berc Rustem, Algorithms for minimax (& portfolio
              optimisation)
14:45-15:30   Heather Liddell, Results of multi-stage optimisation of
              medium size financial portfolios using HPC
15:30         End of seminar


FURTHER INFORMATION & REGISTRATION

http://www-iiuf.unifr.ch/3e-cycle/activite-98.html
or
Erricos John Kontoghiorghes
Institut d'informatique,
Universite de Neuchatel,
Emile-Argand 11,
CH-2007 Neuchatel,
Switzerland.

E-mail: erricos.kontoghiorghes@info.unine.ch
Fax:   +41 (0) 32 718 27 01
Tel:   +41 (0) 32 718 27 38

--
Erricos John Kontoghiorghes
Institut d'informatique
Universite de Neuchatel
Rue Emile-Argand 11
CH-2007 Neuchatel
SWITZERLAND

Email: erricos.kontoghiorghes@info.unine.ch
Tel:   +41 (0) 32 718 27 38
Fax:   +41 (0) 32 718 27 01

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