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Econometrics, Mathematics and Financial Modelling using OxMetrics™
Free Seminar
Naples, Friday 4th April 2003
Università degli Studi di Napoli Federico II, Dipartimento di Matematica e Statistica, Via Cinthia 45 (Monte S.Angelo) - 80126 Napoli - Italy
http://www.dms.unina.it/
CreActive snc - Tutto il Software per la Scienza e il Business, distributor of the OxMetrics software packages, in collaboration with University of Naples – Department of Mathematics and Statistics, would like to invite you to attend a half-day seminar, concentrating on Econometrics, Mathematics and Financial Modelling and Forecasting using OxMetrics. The OxMetrics software in published and distributed by Timberlake Consultants.
Seminar Theme: Advances in time series, forecasting and software engineering are continuously being introduced. These advances provide major breakthroughs in the modelling of time series with easy-to-use object-oriented software. The seminar aims to introduce participants to the OxMetrics suite of programs, drawing special attention to software packages for data mining, modelling stochastic volatility, time series analysis and integrating the OxMetrics code with existing Corporate applications. Demonstrations are part of each presentation.
OxMetrics™ is the name of a family of software packages. OxMetrics provides an integral solution for those working in financial econometric modelling, econometric analysis of time series, forecasting or statistical analysis of cross-section and panel data. The software packages have been developed by several senior academic professors and researchers, working in the forefront of research in econometrics, financial econometrics, statistics and computing technology. OxMetrics offers the following benefits:
- Latest developments in financial and econometrics modelling techniques (e.g. volatility, regime switching modelling)
- Easy integration with an organisations' existing systems
- World-wide support and training
- Low cost solution.
Who should attend - The seminar is aimed at forecasters and researchers in:
- Economic Research/ Model Building
- Financial Modelling/ Arbitrage Trading
- Quantitative Investment Management
- Risk management
- Derivatives trading
- Investment management
- IT integrators
- Teachers and Researchers in Academic Institutions
Books and papers on the subject are displayed for consultation during breaks.
The seminar is free of charge. The number of places is limited and early registration is highly recommended.
The speakers
Prof. Natale Carlo Lauro is Chair of the Department of Mathematics and Statistics at University of Napoli “Federico II” since 1999 and Chair of the PhD course on “Computational Statistics” since 1988. He is also President of the International Federation of Classification Societies since 2000. He has published among more than 100 papers and books about Statistics.
http://www.dms.unina.it/italiano/pages/docenti/1lauro.html
Dr Jurgen Doornik is Research Fellow at Nuffield College, Oxford. He is the originator of Ox package, and contributed to many Ox packages (including the Arfima package) and works with David Hendry on PcGive. He has published papers in the Econometrics Journal, Journal of Economic Surveys, and Scottish Journal of Political Economy.
http://www.nuff.ox.ac.uk/Users/Doornik/doornik.html
Seminar Programme
(may be subject to change)
14.00 Registration
14.20 Welcome and Presentation
by Prof. Natale Carlo Lauro (Presentation in Italian)
14.30 Theoretic Introduction to Modelling
Introduction to OxMetrics – System overview and basic use of interactive software components - Demonstrations of GiveWin, Ox, PcGive, PcNaive, PcGets
by Dr. Jurgen A. Doornik (Presentation in English)
16.15 Coffee
16.30 Practical Experience using OxMetrics
by Italian User (Presentation in Italian) - to be announced
17.15 Using OxMetrics for Research and Teaching: Some advanced
by Dr. Jurgen A. Doornik (Presentation in English)
Discussion
18.30 Close
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