IEEE Congress on Evolutionary Computation

(CEC) 2012

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Special Session: "Computational Intelligence in Finance, Economics and Management Sciences"

Logotipo WCCI 2012


Call For Papers

 

In this forthcoming WCCI’2012, the Computational Finance and Economics Technical Committee (CFETC) with its six constituents (task forces) will jointly organize a special session on “Computational Intelligence in Finance, Economics and Management Sciences’’ (CIFEMS). The aim of the event is to facilitate, stimulate, and inspire dialogue among researchers and practitioners working on this area

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.shuheng@gmail.com)

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

David Quintana, Carlos III University of Madrid, Spain (dquintan@inf.uc3m.es)

Dirk Van den Poel, Ghent University, Belgium (dirk.vandenpoel@ugent.be)

Wei Zhang, Tianjin University, China (weiz@tju.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

Katsutoshi Yada, Kansai University, Japan

Longbing Cao, University of Technology Sydney, Australia

Michael O'Neill, University College Dublin, Ireland

Philip Hamill, University of Ulster, UK

Philip Yu, The University of Hong Kong, Hong Kong

Ralf Wagner, University of Kassel, Germany

Rehez Ahlip, The University of Western Sydney, Australia

Reinhold Dekker, University of Bielefeld, Germany

Robert Golan, DBmind Technologies Inc., USA

Ronald R. Yager, Iona College, USA

Ryuichi Yamamoto, National Chengchi University, Taiwan

Shusaku Tsumoto, Shimane University, Japan

Simone Simoff, The University of Western Sydney, Australia

Suash Deb, C. V. Raman College of Engineering, India

Umberto Gostoli, National Chengchi University, Taiwan

Wolf Ketter, RSM Erasmus University, Netherlands

Youwei Li, Queen’s University Belfast, UK