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Computational Finance
CF99 
January 6, 1999 (Tutorials)
January 7 - 8 (Conference) 
 
 
Prof. Yaser S. Abu-Mostafa (Caltech)
General Chair   
Prof. Blake LeBaron (Brandeis)
Program Co-chair   
Prof. Andreas S. Weigend (Stern, NYU)
Organizational Chair 
Prof. Andrew W. Lo (Sloan, MIT)
Program Co-chair 
 
 
 cf99cover.jpg (16462 bytes)
  • FAQ - frequently asked questions. Please check here before e-mailing questions.
  • Tutorials - designed to inform the diverse group of participants on a selection of the latest tools and research results (January 6)
  • Program - lists the invited and accepted papers and posters (January 7 and 8)
  • Hotels - hyperlinks to make hotel reservations and a list of hotels with discounts for attendees
  • Stern - some information about New York University's Leonard N. Stern School of Business 
Computational Finance has emerged as a genuinely cross-disciplinary research meeting. CF99 is the sixth in a series of conferences that have been sponsored by the California Institute of Technology and the London Business School. In the past, this conference was called Neural Networks in the Capital Markets (NNCM). The expanding set of computational tools has moved this meeting from its original emphasis on neural network techniques to a broad spectrum of different methodologies.

With several hundred attendees, this fully refereed conference has become an international forum where original research in advanced computational applications in finance is presented and discussed. CF99 brings together decision-makers and strategists from the financial industries, with academics from finance, statistics, economics, information systems and other disciplines. The conference emphasizes in-depth analysis and comparative evaluation with established approaches.
 

Techniques 
  • Data Mining
  • Knowledge discovery
  • Genetic algorithms
  • Bootstrapping
  • Machine learning
  • Monte Carlo simulation
  • Nonparametric methods
  • Information theory
 Applications 
  • Risk management
  • Asset allocation
  • Dynamic trading and hedging
  • Strategies
  • Forecasting
  • Option pricing
  • Trading cost control
 Markets 
  • Equity
  • Foreign exchange
  • Bond
  • Commodity
  • Derivatives

  CF99 is sponsored by the New York University Salomon Center, the Center for Information Intensive Organizations and the Department of Statistics and Operations Research.
 
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Responsible for this page: Andreas Weigend. Any feedback is welcome.
URL: http://www-psych.stanford.edu/~andreas/CF99