The purpose of the workshop is to survey some recent developments in non-semimartingales like fractional Brownian motion in stochastic finance. The use of non-semimartingales is partially motivated by pricing models with transaction costs, or pricing non-tradeable assets, like electricity. The...

The second European Symposium on Time Series Prediction (TSP) is a new event in the fields of neural networks, statistics and Econometrics. The following is a non-exhaustive list of machine learning, computational intelligence and artificial neural networks topics covered during the ESTSP...

Time series forecasting is a challenge in many fields. In finance, experts forecast stock exchange courses or stock market indices; data processing specialists forecast the flow of information on their networks; producers of electricity forecast the load of the following day. ESTSP'07 is a...