"Computational optimization methods in statistics, econometrics and finance"
scope of quantitative research in economics and finance broadens due to
the increasing availability of data sets and to the increased
processing capacities of computers. In order to deal with these data
new statistical procedures are developed, which require algorithmic and
computational innovations. Moreover, both economic and financial
problems themselves and the statistical procedures required to analyse
the data often result in highly complex optimization problems. Novel
optimization procedures are required to tackle these problems without
imposing unrealistic assumptions. Results of the EU Training Network
COMISEF (www.comisef.eu), which contributed to the development of these
methods, their statistical analysis and their application to problems
in statistics, econometrics and finance, will be presented at that
Minisymposium. In addition, researchers working in these fields not
connected to COMISEF are invited to join, present their research and
enter a fruitful interaction with former COMISEF members.