CIFEMS 2012 - Special Session on Computational Intelligence in Finance, Economics and Management Sciences (CIFEMS)

Website www.ieee-wcci2012.org | Edit Freely

Category CIFEMS 2012

Deadline: February 20, 2012 | Date: June 10, 2012-June 14, 2012

Venue/Country: Brisbane, Australia

Updated: 2011-11-16 14:56:31 (GMT+9)

Call For Papers - CFP

Aims and Scopes

The topics of interest for the session approximately correspond to the six task forces under CFETC.

Agent-base Computational Economics

Agent-based computational modeling of markets (financial markets, labor markets, electricity markets, energy markets, agriculture markets, commodity markets, auctions, etc)

Agent-based computational modeling of social interactions and social and economic networks (cultural formation, social network formation, migration, technology spillover and adoption, etc)

Agent-based computational modeling of organizations (firms, networks of firms, networks of banks, etc)

Agent-based modeling of behavioral economics (behavioral game experiments, human-subject experiments, neuroeconomic experiments)

Agent-based computational macroeconomics, international economics and financial crisis

Agent-based computational modeling of public policy (mechanism designs, market designs, etc.)

Spatial agent-based economic models (urban dynamics, new economic geography, …)

Other related Agent-based computational economic models: Computable General Equilibrium, Input-Output Table and Social Accounting Matrices, Statistical Physics, and Dynamic Stochastic General Equilibrium Models.

Advanced Algorithmic Trading

Trading Methods and Algorithms

Automated Trading Systems

Evaluation and Optimization of Trading Strategies

Market Microstructures and Designs

Order Placement Decisions

Execution Tactics

High-Frequency Trading

Volatility Trading

Portfolio Trading

Multi-Asset Trading Strategies (Hedging, Arbitrage, etc)

Statistical Arbitrage

Computerized News Handling Techniques

Automated News Handling

Business Intelligence & Knowlege Management

Data driven strategies, optimization, applications, solutions or experimentation

Search engine marketing and optimization

Online auctions

High Performance Computing for BI

Personalization and Recommendation Systems

Customer segmentation or profiling

Active learning and imbalanced data handling

OLAP and Data Warehousing

Text Mining and Web Mining

Semantic Web and Ontology-based Methods for BI

Service oriented and cloud architecture for data mining

Business models based on user-generated content

Information privacy

Supply Chain Integration through BI

Knowledge discovery from social or complex networks

Behavioral Analysis and Decision Support

Advanced risk measurement and decisions on capital adequacy for banks

Algorithmic trading and risk analysis environments as decision support systems

Behavioral aspects in systemic risk modeling

Empirical study of trader behavior

Evaluation of impacts of trading decisions

Evolutionary risk management in sequential trading models

Financial wind tunnels in facilitation of policy making

Hybrid knowledge-based systems in decision support

Market-based decision support systems

Market stylized facts based on trader behavior

Modelling of trader behavior

Regional and global interdependence in market behavior

Trade decision-taking and model optimization in algorithmic trading

Trader behavior and contagion in crisis propagation

Energy Markets

Power Trading Agent Competition

Intelligent Systems in Power Systems (Power Generation, Transmission, and Distribution)

Intelligent Systems in Energy Markets

Energy Load and Price Forecast

Deregulated Electric Power Systems

Smart Electric Grids

Smart Energy Networks

Renewable Energy

Portfolio Optimization

Computational Intelligence in Portfolio Optimization and Risk Management

Algorithmic Portfolio Management

Stock Selection

Monte-Carlo Methods for Portfolio Optimization

Dynamic Programming Approaches for Portfolio Optimization

Mutli-Objective Portfolio Optimization

Constrianed Portfolio Optimization

Real Estate Portfolio Optimization

Large-Scale Portfolio Optimization

In addition to finance and economics, we also include management sciences by noticing that tremendous applications have been employed in marketing, accounting, management of information systems, human resources, and organization and leadership. Anything not mentioned above, but related to computational finance, economics or management science in a general sense, is also welcome.

On the instrumental side, we are also open to the various application tools. In addition to fuzzy logic, neural networks and evolutionary computation, other related and novel techniques which can contribute to computational finance, economics and management sciences are also welcome.

Submission Instructions

All the contributions should be prepared and submitted according to the instructions provided in IEEE WCCI 2012 website http://www.ieee-wcci2012.org/.

Organizers

Shu-Heng Chen, National Chengchi University, Taiwan (chen.shuhenggmail.com)

Xuezhong (Tony) He, University of Technology, Sydney, Australia (Tony.He-1uts.edu.au)

David Quintana, Carlos III University of Madrid, Spain (dquintaninf.uc3m.es)

Dirk Van den Poel, Ghent University, Belgium (dirk.vandenpoelugent.be)

Wei Zhang, Tianjin University, China (weiztju.edu.cn)

Program Committee

Shu-Heng Chen (Chair), National Chengchi University, Taiwan

Dirk Van den Poel (Co-Chair), Ghent University, Belgium

Xuezhong (Tony) He (Co-Chair), University of Technology, Sydney, Australia

David Quintana (Co-Chair), Carlos III University of Madrid, Spain

Wei Zhang (Co-Chair), Tianjin University, China

Akira Namatame, National Defence Academy, Japan

Anita Prinzie, UGent, Belgium

Anthony Brabazon, University College Dublin, Ireland

Antoaneta Serguieva, University College London, UK

Asuncion Mochon Saez, National University for Distance Education, UNED, Spain

Daniel Baier,TU Cottbus, Germany

Dietmar Maringer, University of Basel, Switzerland

Edward Tsang, University of Essex, UK

Herbert Dawid, Bielefeld University, Germany