The Wavelet Digest Homepage
Return to the homepage
Search the complete Wavelet Digest database
Help about the Wavelet Digest mailing list
About the Wavelet Digest
The Digest The Community
 Latest Issue  Back Issues  Events  Gallery
The Wavelet Digest
   -> Volume 4, Issue 12


Meeting: CFP: Time-frequency methods for economics and finance
 
images/spacer.gifimages/spacer.gif Reply into Digest
Previous :: Next  
Author Message
"Dr. Seth A. Greenblatt" (S.A.Greenblatt@reading.ac.uk)
Guest





PostPosted: Fri Dec 06, 2002 9:37 am    
Subject: Meeting: CFP: Time-frequency methods for economics and finance
Reply with quote

Meeting: CFP: Time-frequency methods for economics and finance


Call for papers

Session on

Time-frequency and time-scale methods for economics and finance

Society for Computational Economics

Second International Conference on

Computing in Economics and Finance

Geneva, Switzerland, 26-28 June 1996



Economic and financial data are often analysed in either the time
domain or the frequency domain. If the data is stationary, then these
are useful approaches. However, it is often the case that economic
and financial data are non-stationary, or non-homogeneous in some sense.
In these cases, it is instructive to look at the data either on the
time-frequency plane or on multiple scales over time. Time-frequency
and time-scale methods allow us to do this. We can observe the
changes in behaviour over time.

Papers are sought that address these issues, as they relate to
economics and finance, in areas including, but not limited to:
wavelets, wavelet packets, time-frequency distributions (Wigner-Ville,
etc.), atomic decompositions, matching pursuit, basis pursuit,
windowed Fourier methods, and Gabor decompositions.

Papers and abstracts for this session should be sent to the session
organiser:

Dr. Seth A. Greenblatt
Director, Centre for Quantitative Economics and Computing
Department of Economics
Faculty of Letters and Social Sciences
University of Reading
PO Box 218
Whiteknights
Reading RG6 6AA
ENGLAND
Email: S.A.Greenblatt@rdg.ac.uk
FAX: +44(1734)750236
Phone: +44(1734)875123, Ext. 4059

Abstracts of up to two pages are due by 20th January 1996, and final
papers are due by 20th March 1996. Abstracts may be sent by post,
email (text, postscript, or LaTeX), or FAX. Final papers may be sent
by post or email (postscript or LaTeX).

For more information regarding the Society or the Conference, please
consult the Society for Computational Economics Homepage:

http://www.unige.ch/ce
All times are GMT + 1 Hour
Page 1 of 1

 
Jump to: 
 


disclaimer - webmaster@wavelet.org
Powered by phpBB

This page was created in 0.024759 seconds : 18 queries executed : GZIP compression disabled