From c584540@showme.missouri.eduMon Mar 18 19:39:37 1996 Date: Mon, 18 Mar 1996 21:05:44 -0600 (CST) From: "A. Koksal Hocaoglu" Reply to: Kaya Buyukataman To: ITU Alumni Association International Subject: ISF96 Istanbul Conference Resent-Date: Mon, 18 Mar 1996 19:24:29 -0800 (PST) Resent-From: "Can K. SandalcI" Resent-To: Istanbul Technical University WWW _/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/ _/ To: ITU Alumni Scattered All Around The World _/ _/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/ ************************************************************************ ISF'96 - The Sixteenth Annual INTERNATIONAL SYMPOSIUM ON FORECASTING June 24-26, 1996, Istanbul, Turkey Sponsored by the International Institute of Forecasters in collaboration with Bilkent, Bogazici, and Koc Universities Theme: FINANCIAL MARKETS AND FORECASTING ABSTRACT (150 words or less) SUBMISSION DEADLINE: APRIL 1, 1996. * Early submissions are encouraged. * Abstracts postmarked after April 1 will be accepted only as time and program space permit. * Please submit the abstracts to the Program Chair. HONORARY GUEST SPEAKER: Dr. Tansu Ciller, ex-Prime Minister of Turkey KEYNOTE SPEAKERS: * Clive Granger (University of California, San Diego) "Forecasting volatility over the long run" * David Hendry (Nuffield College) "Forecasting in the face of structural breaks: a theory of co-breaking" * Eduardo Schwartz (President of the American Finance Association; University of California, Los Angeles) "Strategic asset allocation" * Lotfi Zadeh (University of California, Berkeley) "Fuzzy logic and forecasting" FEATURED SPEAKERS: * Rashad Abdel-khalik (University of Florida) "Recent developments in earnings forecasts and expectations for future research" * Estela Bee Dagum (University of Bologna) "Unified view of benchmarking, interpolation, signal extraction and extrapolation" * John Geweke (University of Minnesota) "Exact predictive intervals for stationary time series" * Johannes Ledolter (University of Iowa) "On the estimation and prediction of structural time series models" * Vijay Mahajan (University of Texas at Austin) "Shadow diffusion of reproducible new products in global markets: the case of software piracy" * Salih Neftci (City University of New York, & Graduate Institute of International Studies) "Econometric forecasting and predictions in financial markets" * Robert Winkler (Duke University) "Probability forecasting" PLENARY SESSIONS: * Market's Use of Forecasted Financial Information Chair: Rashad Abdel-khalik (University of Florida) * Forecasting Markets and Quantitative Trading Chair: Christian Dunis (Chemical Bank, London) * Criteria for Evaluating a Forecasting Method Chair: Robert Fildes (University of Lancaster) * Combining Forecasts Chair: Derek Bunn (London Business School) * Innovations and Updates in Forecasting Software Chair: Roy Pearson (College of William & Mary) * Computational Intelligence: Fuzzy, Neural Systems and the Future Chair: Burhan Turksen (University of Toronto) TECHNICAL SESSIONS: Over 100 sessions on all aspects of forecasting. WORKSHOPS: (all workshops are held on Sunday, June 23) * Controlling Market Risk Anthony Saunders and Joshua Ronen (New York University) * Basic Forecasting Techniques Hans Levenbach (Delphus, Inc.), and Amy Nesbitt Waters (Coca Cola Bottling Company of New York) * Regression and Multiple Time Series Models David Reilly (AFS, Inc.) * Bayesian Time Series Analysis and Forecasting Andy Pole (Analytical Trading Division, Jefferies & Company) * Fuzzy Theory and its Applications Burhan Turksen (University of Toronto) ISF'96 will be held in SWISSOTEL, a luxurious and spectacular hotel overlooking the historical Dolmabahce Palace and with a bird's-eye view of the Bosphorus Straight from the Marmara Sea to the Black Sea. The OPENING GALA will be held in the nearby Ciragan Palace built in 1874 on the orders of the Ottoman Sultan Abdul Aziz. There will be a BOSPHORUS CRUISE DINNER; and two full-day SPOUSES' CITY TOURS (visits to Hippodrom, Blue Mosque, Topkapi Palace, St. Sophia, Covered Bazaar, Dolmabahce Palace, Spice Market, Suleymaniye Mosque, Underground Cistern, etc.) The symposium dates coincide with the ISTANBUL FESTIVAL, offering the attendants the opportunity to attend concerts, recitals, shows, etc. by world-renowned companies. The meeting will be followed by POST-CONFERENCE TOURS either to: (i) EPHESUS - The City of Apollo (3 days): Izmir (Smyrna); Bergama (Pergamum); Acropolis; Asclepion; Virgin Mary's house; Ephesus; Basilica of St. John; Upper Agora, or (ii) CAPPADOCIA - The Land of Fairy Chimneys (4 days): Urgup; Avanos; Kaymakli and Derinkuyu underground cities; Cappadocia, the fantasy land of thousands of churches and eight levels deep subterranean cities dating back one millennium; and Ihlara Valley. Your choice! REGISTRATION FEES: 300/375 (early/late) ... IIF members 350/400 (early/late) ... non-members 150/180 (early/late) ... students * Registrations received after APRIL 15, 1996 are considered "LATE". * Registration fee covers the Program, the Sunday night Early Reception, the Opening Gala, two luncheons, coffee breaks, and the Farewell Reception. "Non-members" registration includes IIF membership for one year, subscription to the International Journal of Forecasting (4 issues) and the Institute's quarterly newsletter, The Forum. HOTEL RATES: * Swissotel's daily single/double room rates are $140/170. * Additional rooms are reserved at nearby hotels (Inter-Continental, Divan, Marmara, Parksa Hilton, etc.) with daily single/double room rates ranging from $77/85 to $140/165. * Rates (in US$) exclude 15% VAT. * Shuttle service is provided between all hotels. NOTE: The details, registration forms and fees for the conference, hotels, workshops, post-conference tours, spouses' tours, and dinner cruise are included in our second brochure which will be mailed out to those interested individuals who provide their addresses. For further information please do not hesitate to contact either: Celal Aksu, PROGRAM CHAIR Graduate School of Business, Koc University Cayir Cad., 80860 Istinye, Istanbul, Turkey Tel: +90-212-229-3006 x.671 Fax: +90-212-229-1971 ISF96@ares.ku.edu.tr or Muhittin Oral, GENERAL CHAIR Faculty of Business Adm, Bilkent University 06533 Bilkent, Ankara, Turkey Tel: +90-312-266-4775 Fax: +90-312-266-4958 Oralm@bilkent.edu.tr ************************************************************************ Celal Aksu Graduate School of Business Koc University Cayir Cad. 80860 Istinye, Istanbul Turkey Tel: +90-212-229-3006 ext. 671 Fax: +90-212-229-1971 E-mail: ISF96@ares.ku.edu.tr