From: Jerry Connor Date: Fri, 4 Aug 1995 19:26:05 BST Subject: NNCM-95 PRELIMINARY PROGRAMME NNCM 95 - PRELIMINARY PROGRAMME October 11, 12, and 13 1995 WWW site http://www.lbs.lon.ac.uk/desci/nncm.htm This years' Neural Networks in the Capital Markets Conference will be held in two parts. The Tutorials day offers two tracks. The Finance track is a series of 2 two-hour sessions designed to give engineers, mathematicians, and neural network practitioners an overview of the financial markets, pricing models for derivative securities, and the dynamics of price behaviour in high frequency markets. The Statistics & Neural Networks track is a series of 2 two-hour sessions designed to give finance professionals an overview of nonlinear techniques and mathematics that can be applied to data analysis, predictive modelling and analysis of financial markets. It will be held at London Business School, Sussex Place, London NW1 4SA on Wednesday 11 October. The Main conference will offer eight plenary sessions with invited speakers and original research contributions on Derivative & Term structure models, Equity & Commodity models, Foreign Exchange, Corporate Distress & Risk Models, Macroeconomic & Retail Finance applications, and two sessions on Advances in Methodology. Overall, the Main conference includes over 50 oral and poster paper presentations. It will be held on Thursday and Friday October 12 - 13 at the Langham Hilton, 1 Portland Place, London W1N 4JA, which is a short walk from London Business School.