Source: cwis.livjm.ac.uk
Topic: Forecasting
Sort Desciption: Fourteenth International Conference FORECASTING FINANCIAL MARKETS: ADVANCES FOR EXCHANGE RATES INTEREST RATES AND ASSET MANAGEMENT Aix-en-Provence 30 31 May and 1 June 2007 Conference Programme ...
Content Inside: Fourteenth International Conference FORECASTING FINANCIAL MARKETS: ADVANCES FOR EXCHANGE RATES INTEREST RATES AND ASSET MANAGEMENT Aix-en-Provence 30 31 May and 1 June 2007 Conference Programme Programme Chairs: Christian Dunis (CIBEF and Liverpool John Moores University) Michael Dempster (Judge Business School Cambridge University) Eric Girardin and Anne Pguin-Feissolle (GREQAM and Universit Aix-Marseille II) Modelling with high frequency data and market microstructure Fund management and trading rules Funds of funds and balanced funds Advances in asset management and portfolio optimisation Relative value and market neutral strategies Modelling volatility and correlation Risk analysis and credit trading Derivatives pricing models and real options Sponsors: University of Cambridge Applied Econometrics Association FORECASTING FINANCIAL MARKETS 2007 CONFERENCE PROGRAMME Day 1: Wednesday 30 May 2007 SESSION 1 - FORECASTING IN FINANCIAL MARKETS 08:00 Registration and Coffee 08:45 Opening Address 09:00 Is Survey Information Helpful to Improve Forecasting Performance H. Ma I. Nolte and W. Pohlmeier University of Konstanz Germany. 09:30 Modelling and Forecasting Financial Time Series of "Tick Data" by Functional Analysis and Neural Networks S. Dablemont S. Van Bellegem M. Verleysen Universit Catholique de Louvain Belgium. 10:00 Forecasting "High" and "Low" of Financial Time series by Particle Systems and Kalman Filters S. Dablemont S. Van Bellegem M. Verleysen Universit Catholique de Louvain Belgium. 10:30 Exhibits and Coffee 10:45 Which is Best for the U.S. Inflation Time Series: a Model or a Long Memory Process L. Charfeddine Universit Panthon- Assas and D. Gugan Ecole Normale Suprieure Cachan France. 11:15 Informativeness of Order Flow: the Role of Institutions E. Girardin Universit de la Mediterrane Aix-en-Provence France and W. K. Wong Tamkang University Taiwan. 11:45 Forecasting under Asymmetric Loss Functions V. Arekelian Un ...
ecole de management aix en provence, download forecasting financial markets, forecasting financial markets advances for exchange rates interest rates and asset management