Intelligent Systems for Economics Digest (IE-Digest) ---------------------------------------------------- ______ Friday, July 8 1993 Issue No. 7 ____ -------------------------------------------------------------------- Send contributions to: IE-list@cs.ucl.ac.uk Send administrative requests to: IE-list-request@cs.ucl.ac.uk (For users in the UK, IE-list-request@uk.ac.ucl.cs IE-list@uk.ac.ucl.cs) To access anonymous ftp archive: %ftp cs.ucl.ac.uk (128.16.5.31) cd ie List Maintainer: Raghbir Sandhu Dept. of Computer Science University College London Gower St., London WC1E 6BT, UK rsandhu@cs.ucl.ac.uk (+44) 71 - 387 7050 ext 3697 -------------------------------------------------------------------- Today's Topics: - Announcing The Evolutionary Models In Social Science (EMSS) List - Call for Abstracts for Economic and Financial Computing - Another Economist Using GA's - Book on Evolutionary Economics - Erratum: Obtaining Reports from the Santa Fe Institute - Investment data collection at FTP site - Request For ftp Data on Commodities - CFP: LBS Workshop on Neural Nets in the Capital Markets ----------------------------------------------------------------------------- ANNOUNCING THE EVOLUTIONARY MODELS IN SOCIAL SCIENCE (EMSS) LIST After 200 plus requests for my bibliography on Evolutionary Models in Social Science, I have managed to set up a species of mail/file server for people interested in this area. Anyone reading this message who STILL hasn't had the bibliography should email me again! The software is safe - you won't get millions of bounces if you join - but it is not polished! You can subscribe to the list by sending a message with the string "subs-list" in the subject line to ECONEC@BLACK.OX.AC.UK You will get a short message confirming your subscription and providing more information about the server. If you don't, mail me in person. In addition the latest copy of the EMSS bibliography and some accompanying notes can be retrieved from this site automatically. Please let me know if you need any help with these instructions or if my server is screwing anything up where you are. I am rapidly discovering that there are MANY sorts of mailer. I have only subscribed manually those people who explictly asked me to do so: Xiao Zhou, Soren Risbjerg Thomsen, Timothy Van Zandt, Leslie DeGroff, Michael Wellman, Jack Birner, Pradeep Philip, Graeme Faulkner, Howard Andrew Gutowitz, Peter Treloar, Scott E Page, Carl Schmertmann, Penio Penev, Sushil Louis, Jack Stecher, Philip Sharman, J J Merelo, Hadon Nash Now that this project looks like really getting off the ground - there has been far more interest than I envisaged - please feel free to pass on this message to anyone else you think will be interested. Many thanks to all those who have offered help and encouragement so far :) All the best, Edmund Chattoe SNAIL: Mr E Chattoe Lady Margaret Hall Oxford OXON OX2 6QA UK PERSONAL EMAIL: ECONEC@VAX.OX.AC.UK EMAIL FOR EMSS LIST: ECONEC@BLACK.OX.AC.UK ----------------------------------------------------------------------------- CALL FOR ABSTRACTS FOR ECONOMIC AND FINANCIAL COMPUTING Scholars working in applications of the following fields to economics and finance: chaos theory, self-organizing systems, genetic algorithms, fuzzy logic, neural networks, or in applications of related fields are invited to submit abstracts of research papers for a special issue of the journal Economic and Financial Computing. This is a developmental project and will be carried forward if there is sufficient interest. Please share this posting with interested colleagues, e-mail contacts or mail lists where you believe there may be interest in the issue. Abstracts may be sent by regular mail to Dr. Shawkat Hammoudeh Dept. of Economics Drexel University Philadelphia, PA, 19104-2875 or by electronic mail to Dr. Roger A. McCain Dept. of Economics Drexel University Philadelphia, PA, 19104-2875 mccainra@dunx1.ocs.drexel.edu Preliminary submissions are requested by 15 October 1993. ----------------------------------------------------------------------------- ANOTHER ECONOMIST USING GA's Further to the list of economists using GAs in IE-List #6, I am also using GAs in understanding strategic behaviour. A paper in ICGA3 was revised and published in the Journal of Evolutionary Economics (as mentioned in Edmund Chattoe's bibliography). I am now working on using GAs to understand marketing strategies in the U.S. retail coffee market. Bob Marks -- Robert MARKS, Visiting Scholar, Graduate School of Business, Stanford University, Stanford, CA 94305, USA Phone/Fax: (415) 725-7144 (W), (415) 854-8115 (H), (415) 725-1668 (Fax) Internet: r.marks@unsw.edu.au bobm@agsm.unsw.edu.au FMARKS@gsb-peso.stanford.edu BITNET: bobm%mummy.agsm.unsw.edu.au@uunet.uu.net or: mummy.agsm.unsw.edu.au!bobm@uunet.uu.net ----------------------------------------------------------------------------- BOOK ON EVOLUTIONARY ECONOMICS There is a book on evolutionary economics to which I would like to give a hint at least: Ulrich Witt (ed.) Explaining Process and Change -- Approaches to Evolutionary Economics The University of Michigan Press, Ann Arbor, 1992 In an article of mine therein you will find a link to Genetic or Evolutionary Algorithms. Hans-Paul Schwefel, U of Dortmund ----------------------------------------------------------------------------- ERRATUM: OBTAINING REPORTS FROM THE SANTA FE INSTITUTE In the last digest there was a post on Erhard Bruderer's papers on GA's which gave Andi Sutherland as the contact person for obtaining tech reports from the Santa Fe Institute. The person you should actually contact is Patrisia Brunello (pdb@santafe.edu). RS ------------------------------------------------------------------------------ INVESTMENT DATA COLLECTION AT FTP SITE Do you have some historical investment data you'd like to share with the rest of the world? Stocks? Commodities? Mutual Funds? Investment programs that one could not otherwise find out on the internet? Maybe something (freely redistributable) you've downloaded off of a BBS? If so, please FTP your files to the system below. When doing so, please try to pick meaningful filenames such as: nyse.1992.Z Stock quotes for NYSE for 1992, compressed nyse.1992.Z.readme A (required) readme file describing the file. You may wish to include your E-Mail address in this file. Purpose: To collect as much publicly available market data in one place so people can FTP it easily. System: dg-rtp.dg.com [128.222.1.2] Login: anonymous Password: yourusername@hostname Directory: pub/misc.invest WARNING: ONLY *FREELY REDISTRIBUTABLE* DATA IS ALLOWED ON THIS SITE!"! If you notice some data this is NOT freely redistributable, PLEASE send E-Mail to me telling me which file(s) you believe to be questionable. Uploading copyrighted data to dg-rtp is a quick way to kill this FTP site - please don't do it. In the misc.invest directory, feel free to make new directories and put your contributions in it - especially if there are a large amount of files. Also, after adding something to the archive, please send me E-Mail (savage@dg-rtp.dg.com) alerting me to what it is and if you'll need write permission to that directory in the future. If someone has something to contribute but they do not have FTP access, feel free to E-Mail me (savage@dg-rtp.dg.com) the files along with a README and I'll put them out there for you. Thanks... --Ed ------------------------------------------------------------------------------ REQUEST FOR FTP DATA ON COMMODITIES I am interested in receiving long-term daily price and volume data for the S&P500, S&P100, and other commodity markets such as gold, oil, etc. I would like to known if there are FTP sites where I can acquire this information. Thanks. Kirk Kandt (Kirk_Kandt@com.pw.notes) ------------------------------------------------------------------------------ CFP: LBS WORKSHOP ON NEURAL NETS IN THE CAPITAL MARKETS CALL FOR PAPERS 1ST INTERNATIONAL WORKSHOP NEURAL NETWORKS IN THE CAPITAL MARKETS LONDON BUSINESS SCHOOL, NOVEMBER 18-19 1993 Neural Networks have now been applied to a number of live systems in the capital markets and in many cases have demonstrated better performance than competing approaches. Now is the time to take a critical look at their successes and limitations and to assess their capabilities, research issues and future directions. This workshop invites original papers which represent new and significant research, development and applications in finance & investment and which cover key areas of time series forecasting, multivariate dataset analysis, classification and pattern recognition. TOPICS Full papers are invited in (but not limited to) the following areas: - - Bond and Stock Valuation and Trading - Univariate time series analysis - - Asset allocation and risk management - Multivariate data analysis - - Foreign exchange rate prediction - Classification and ranking - - Commodity price forecasting - Pattern Recognition - - Portfolio management - Hybrid systems Short communications will be accepted if they contain original topical material. SUBMISSION Deadline for submission : 15 September 1993 Notification of acceptance: 15 October 1993 Format: up to a maximum of twenty, single-spaced A4 pages. PROGRAMME COMMITTEE Prof. N. Biggs - London School of Economics Prof. D. Bunn - London Business School Dr J. Moody - Oregon Graduate Institute Dr A. Refenes - London Business School Prof. M. Steiner - Universitaet Munster Dr A. Weigend - University of Colorado ADDRESS FOR PAPERS Dr A. N. Refenes London Business School Department of Decision Science Sussex Place, Regents Park London NW1 4SA, England Tel: ++44 (71) 380 73 29 Fax: ++44 (71) 387 13 97 Email: refenes@cs.ucl.ac.uk ------------------------------------------------------------------------------ *** End of IE-Digest ***