ICMFE 2011 - ICMFE 2011 : INTERNATIONAL CONFERENCE ON MATHEMATICAL FINANCE AND ECONOMICS

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Category ICMFE 2011

Deadline: April 15, 2011 | Date: July 06, 2011-July 08, 2011

Venue/Country: Istanbul, Turkey

Updated: 2011-04-08 17:17:06 (GMT+9)

Call For Papers - CFP

July 6-8, 2011

http://www.mat.itu.edu.tr/icmfe2011/icmfe2011.html

Istanbul Technical University ? Suleyman Demirel Cultural Center, Istanbul, Turkey

The current wave of globalization as the first human experience of this magnitude along with the unmatched advances in information technologies and electronic trading create challenging new phenomena in the fields of finance and economics. This conference aims to foster multi-disciplinary scientific interactions and research collaborations to address some of those important topics. It provides a unique opportunity for researchers, experts, and students in mathematical finance and economics to further their knowledge and exposure on the emerging problems in one of the fastest growing financial centers of the World.

Confirmed Plenary Speakers

Ali N. Akansu, New Jersey Institute of Technology, Electrical and Computer Engineering

Jaksa Cvitanic, California Institute of Technology, Mathematical Finance

Sencer Ecer, Istanbul Technical University, Management Engineering

Huseyin Gulen, Purdue University, Finance

Didier Sornette, ETH Zürich, Entrepreneurial Risks

Yildiray Yildirim, Syracuse University, Finance

Fernando Zapatero, University of Southern California, Finance and Business Economics

Thaleia Zariphopoulou, University of Oxford, Quantitative Finance; University of Texas at Austin, Mathematics

Organizing/Scientific Committee

Ali N. Akansu, New Jersey Institute of Technology

Marco Avellaneda, New York University, Courant Institute of Mathematical Sciences

Michael Bommarito, University of Michigan - Ann Arbor

Coşkun Çetin, California State University Sacramento

Ahmet Duran, Istanbul Technical University

Cumhur Ekinci, Istanbul Technical University

Emanullah Hizel, Istanbul Technical University

Burhaneddin İzgi, Istanbul Technical University

Mehmet Ali Karaca, Istanbul Technical University

Jussi Keppo, University of Michigan - Ann Arbor

Mecit Karataş, Boğaziçi University

Halil Mete Soner, ETH Zürich

Topics of Interest: The conference welcomes research contributions for presentation in the topics including, but are not limited to:

? Algorithmic trading

? Asset pricing

? Behavioral economics/finance

? Computational methods

? Credit scoring

? Derivatives pricing

? Economic / financial crisis

? Financial bubble

? Financial econometrics

? Financial engineering

? Financial market microstructure

? Health economics

? International finance

? Investment management

? Market dynamics and prediction

? Mathematical modeling

? Portfolio optimization and management

? Quantitative finance

? Real estate markets

? Risk management

? Signal processing methods in electronic trading

? Stochastic differential equations

? Stochastic control and investment

? Time series analysis

Submission Procedure & Deadlines:

Prospective authors may visit www.mat.itu.edu.tr/icmfe2011/icmfe2011.html or

contact Dr. Ahmet Duran at aduranitu.edu.tr with inquiries.

February 25, 2011: Minisymposium and panel proposals

April 15, 2011 : Abstract (in English only) for minisymposium, panel and contributed speakers and poster presenters

Abstracts should include:

title of paper

full name(s)

affiliation of all authors

email address of all authors

corresponding author.