4th International Conference on Computational and Financial Econometrics (CFE'10)
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.
|Event dates:||2010-12-10 – 2010-12-12|
|Deadline Call for Papers:||2010-09-08|
|Organizer:||London School of Economics Queen Mary, University of London Birkbeck University of London|
|Conference venue:||London, Senate House, University of London|
|Classification:||C0 - Mathematical and Quantitative Methods. General ; G0 - Financial Economics. General|
|Event type:||Konferenzen, Tagungen; Conferences|