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FORECASTING FINANCIAL MARKETS: ADVANCES FOR EXCHANGE RATES, INTEREST
RATES AND ASSET MANAGEMENT
Seventh International Conference

London 31 May and 1-2 June 2000
Joint Conference with Computational Finance 2000

A Call for Papers

Organisers:
* Christian Dunis Infacts / StatQand Liverpool Business School
* Patrick Naïm Elseware
* Darren Toulson Intelligent Financial Systems Ltd.

Topics
- Modelling with high frequency data
- Fund management and trading rules
- Advances in asset management and portfolio optimisation
- Relative value and market neutral strategiesModelling volatility and
correlation
- Risk analysis and credit trading
- Derivatives pricing models
- Weather derivatives

Conference Venue:
Harrington Hall 5-25 Harrington Gardens London SW7 4JW

Registration Fees:
Standard delegate fee £600 (+ VAT). Academics are entitled to a 50%
discount. The fee includes all refreshments & lunches.
A Conference dinner is organised on Thursday 1 June 2000. For
registrations and payments received before 15 March, fees
are reduced to £500 (and to £250 for academics).
Please note that payment must be received at least one week before the
Conference begins.

Scientific Committee:
- Chris Adcock, E.J.F. and University of Bath
- Sanvi Avouyi-Dovi, A.E.A. and Banque de France
- Carl Chiarella, University of Technology, Sydney
- Michael Dempster, University of Cambridge
- Christian Dunis, Infacts / StatQ and Liverpool Business School
- Renato G. Flôres Jr, E.P.G.E./F.G.V., Rio de Janeiro
- Dominique Guégan, E.N.S.A.E., Paris
- Stewart Hodges, University of  Warwick
- Allan Kirman, GREQAM, Marseille
- John Moody, Oregon Graduate Institute of Science and Technology
- Allan M. Malz, The Riskmetrics Group, New York
- David Miles, Imperial College
- Patrick Naïm, Elseware
- Paul Refenes, London Business School
- Stephen Satchell, University of Cambridge
- Allan Timmermann, London School of Economics
- Darren Toulson, Intelligent Financial Systems Ltd.
- Stavros Zenios, University of Cyprus and University of Pennsylvania

Selected Papers:
Authors of the papers selected for the Conference are requested to pay a
nominal fee of £75 to cover expenses. In the case of
a paper with multiple authorship, the reduction applies to a single
presenter. Presenters are responsible for their own travel and
accommodation expenses.

Publication of Papers:
All papers for the Conference will appear in the Conference Proceedings,
a copy of which will be given to every delegate.
Authors are also invited to submit their work to the European Journal of
Finance (E.J.F.) which will publish a special
proceedings issue containing selected papers from the Conference.

Call for Papers (Deadline 11 February 2000) /Pre-registration
First name:
Surname:
Institution:
Address:
Telephone:
Fax:

O Wishes to present a paper-abstract - Please send abstract by e-mail to
ffm2000@elseware.fr
O Wishes to attend the Conference
O Wishes to receive the Conference programme

When completed this form should be returned to:
Mylène BAZSALICZA, Elseware, 26-28 rue Danielle Casanova, 75002 PARIS,
e-mail: mylene@elseware.fr, Telephone:
+331 4458 9340, Fax: +331 4296 6868.

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