INTERNATIONAL CONFERENCE & WORKSHOP ON COMPUTATIONAL AND FINANCIAL ECONOMETRICS

INTERNATIONAL CONFERENCE & WORKSHOP

On COMPUTATIONAL AND FINANCIAL ECONOMETRICS (CFE 2012) (December 27-29, 2012) Organised By VINOD GUPTA SCHOOL OF MANAGEMENT INDIAN INSTITUTE OF TECHNOLOGY KHARAGPUR KHARAGPUR - 721302, WEST BENGAL, INDIA  OBJECTIVE OF CONFERENCE/ WORKSHOP Computational econometrics & financial econometrics has been the interest of various researchers/ planners, especially in the area like Finance, Econometrics, Technometrics, Statistics, Economics, Mathematics, Management and Computing. It focuses on various issues such as unit root, co-integration, VAR, VECM, ARDL, ARCH, GARCH and its applications in the field of corporate finance, financial markets and institutions, securities analysis and portfolio management, international finance, public finance and infrastructure financing. The technical aspect of financial econometrics is very important in the real life situation since it deals with complex problems and large numbers of data set. The available econometrics tools sometimes do not utilize properly, particularly due to lack of knowledge and understanding of the technique. The ideas for conducting the conference and workshops are inherently computational and application oriented. The aim of this International conference and workshop on ‘Computational and Financial Econometrics’ is to bring together different stakeholders from various parts of the world to a single platform to exchange views and share knowledge so as to build a road map for overall financial development. The workshop has two parts: Lectures and Paper Presentations. Lectures will be delivered by eminent professors in the area of Financial Econometrics, while paper presenters will present paper in the area of Computational Finance and Financial Econometrics. CONFERENCE BROAD THEMES (Research in any of these core areas) QUANTITATIVE FINANCE COMPUTATIONAL FINANCE FINANCIAL ECONOMETRICS FINANCIAL MATHEMATICS FINANCIAL ENGINEERING FINANCIAL MODELLING NUMERICAL METHODS AND OPTIMIZATION IN FINANCE WORKSHOP BROAD THEMES Module 1: Understanding of Time Series Module 2: Lag Model Module 3: ARIMA Model Module 4: Unit Root and Co-integration Module 5: VAR/ VECM Module 7: Volatility Model Module 8: ARDL Model Module 9: Panel Data Model Module 10: Boot Strapping Module 11: Non-Linear Time Series Module 12: Time Series Applications The programme is application oriented. Necessary materials will be provided to the participants during the workshop. SUBMISSION GUIDELINES  Interested paper presenter may please submit the paper for review on or before October 15, 2012. The papers should be in MS Word (Word 2003 and above) format with double space, Times Roman font and font size 12 on single side of the paper. The papers should have an abstract of not more than 200 words and the full paper should be within 5000 words including tables, figures and references. Each paper should contain a title page specifying the title of the paper, full name, affiliation, telephone number and the e-mail address of the authors. The papers must be sent via e-mail to rudrap@vgsom.iitkgp.ernet.in/ pradhanrp@yahoo.com before the deadline. The selected papers will either be published in a special issue of an indexed journal or in an edited volume by a reputed publisher. Please note that only the papers of the authors who complete the registration process by October 30, 2012 will be considered for publication. REVIEW CRITERIA  The paper must give a clear indication of objective, methodology, major results, implications, and references. All papers will be blind reviewed and only those papers approved by the reviewers will be selected. Evaluation criteria are as follows: Relevance: Does the subject of paper appeal to the interest of the conference attendees? Methodology: Does the paper use sound and appropriate method (s)? Originality: Does the paper add new findings and insights to the body of literature? Research: Does the paper compare and weigh the material against the work of others? Conclusions: Are the conclusions sound and justified as per the problem discussion? Policy Implications: Are the policy implications relevant for the problem demonstrated? References:Are the references relevant and adequate? WHO CAN ATTEND? The programme is addressed to academicians, corporates, executives and students only. HOW TO APPLY? Download the registration form. The filled registration form along with registration fee should reach the programme coordinator on or before October 30, 2012. If you are also interested for presenting paper, please submit full paper along with filled registration form on or before the above deadline. Download Registration Form  Download e-Brochure  Important Dates Submission of Papers 15 October 2012 Acceptance of Papers 25 October 2012 Registration Deadline 30 October 2012 REGISTRATION FEE FOR CONFERENCE ONLY (WITHOUT ACCOMMODATION) National Participants Category A: Corporate and Industry Professionals Rs. 5000/- Category B: Academicians Rs. 3000/- International Participants: Category A: Corporate and Industry Professionals Rs.20000/- Category B: Academicians Rs.10000/- FOR ACCOMMODATION : You have to pay separately at the guest house. The charges of acoomodation are as follows: Category A: Single Room AC Accommodation in TGH Rs. 800/- per person Category B: Twin Sharing AC Accommodation in TGH Rs. 600/- per person We will facilitate the guest house booking on the basis of your request only. REGISTRATION FEE FOR BOTH CONFERENCE AND WORKSHOP: (WITH ACCOMMODATION) Category A Foreign Participants Single Room AC Accommodation Rs. 25000/- Twin Sharing AC Accommodation Rs. 15000/- No Accommodation Rs. 10000/- Category B Corporate Professionals Single Room AC Accommodation Rs. 15000/- Twin Sharing AC Accommodation Rs. 12000/- No Accommodation Rs. 8000/- Category C Academicians/ Others Single Room AC Accommodation Rs. 10000/- Twin Sharing AC Accommodation Rs. 8000/- Twin Sharing NON AC Accommodation Rs. 6000/- No Accommodation Rs. 5000/- MODE OF PAYMENT Payments can be made through crossed demand draft drawn in favour of "CEP-STC, IIT Kharagpur”, payable at State Bank of India, IIT Kharagpur (Bank Code: 0202) and sent to the convenor of the conference. Payments can also be by electronic fund transfer. For this, the bank details are as follows: Account Name: CEP-STC, IIT Kharagpur Account Number: 95562200002955 Bank Name: SYNDICATE BANK Bank Branch Name: SRIC, IIT KHARAGPUR (Branch Code: 9556) Bank Address: IIT KHARAGPUR, KHARAGPUR- 721 302, MIDINIPUR DIST. (W. B.), INDIA (Telephone No: 03222 255221) Swift Code: SYN BIN BB 120 NOTE: In case of electronic money transfer, please submit a copy of money transfer record with details of bank, amount, transaction number and date. The bank proof must be attached with registration form. CERTIFICATE Certificate will be issued to each participant from the Office of Dean (CE), Indian Institute of Technology Kharagpur, India. WORKSHOP CONVENOR Dr. Rudra P. Pradhan Vinod Gupta School of Management Indian Institute of Technology Kharagpur, India ADDRESS FOR COMMUNICATION: Prof. Rudra P. Pradhan Convenor, CFE 2012 Vinod Gupta School of Management Indian Institute of Technology Kharagpur West Bengal- 721 302, India Phone: +91 3222 282316/ 282317 Mobile: +91 9733742104 Fax: +91 3222 278027/ 255303 Email: rudrap@vgsom.iitkgp.ernet.in & pradhanrp@yahoo.com

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