NNCM tutorials

OCTOBER 11, 1995 The Langham Hilton, London

MORNING SESSION -- FINANCE
8:00 - 10:00 "Pricing Models for Derivative Securities" (preliminary title) Prof. Stewart Hodges Center for Options Research Warwick University, Warwick
10:20 - 12:20 "From the Bird's Eye to the Microscope: Price Behavior and Models for High Frequency Data in Finance" Dr. Michel Dacorogna Olsen & Associates, Zurich

AFTERNOON SESSION -- STATISTICS AND NEURAL NETWORKS
1:30 - 3:30 "Linear Lessons about Nonlinear Prediction" Prof. Leo Breiman Department of Statistics University of California, Berkeley
3:50 - 5:50 "Neural Networks: Algorithms for Time Series Modeling" Prof. Andreas Weigend Department of Computer Science University of Colorado, Boulder