CEC 10

IEEE Congress on Evolutionary
Computation  (CEC) 2010

Special Session: "Real Parameter Optimization: From Benchmarking To Real World Applications"

Both financial and economics problems are more frequently being explored with different
computational techniques. These methods have been proven to be a powerful tool in domains
were analytic solutions are not a good alternative. Problems in real world involve complexity,
noisy environments, imprecision, uncertainty and vagueness. For this reason computational
techniques are needed in order to help solving problems related to these areas. So far it has been
successfully used for estimating econometric parameters, macroeconomics models, replicating
laboratory results with human subjects, searching equilibriums, studying the emergence of the
representative agent and rational expectations, designing public policy, in financial engineering,
risk management, portfolio optimization, industrial organization, auctions, experimental
economics, financial forecasting, market simulation or agent-based computational economics
among many other areas.

 Screenshot of CEC 10 homepage

Topics suitable for this special session include, but are not limited to the above mentioned. The
session is open to any high quality submission from researchers working at the intersection of
computation and economics and/or finance.

Paper Submission

Call for Papers for the special Session in CEC 2010

Instructions for authors: prospective authors are invited to contribute high-quality papers to IEEE WCCI 2010. All papers should be submitted electronically through the Congress website (http://www.wcci2010.org/submission). Contributed papers will be
refereed by experts in the fields based on the criteria of originality, significance, quality and clarity.

Post-conference publication: selected papers presented at the conference might be invited, in an extended version, for publication in
a special issue of an international journal with impact factor.

Topics

Themes of the submitted articles should include the
use of evolutionary computation in Economics and Finance, including (but not limited to) the
following:

  • Agent-Based Computational Economics
  • Artificial Stock Markets
  • Auctions
  • Derivative Pricing
  • Environmental Economics
  • Evolutionary Games and Industrial Organization
  • Experimental Economics
  • Financial Data Mining
  • Financial Engineering
  • Financial Time Series Forecasting and Analysis
  • Hedging Strategies
  • Macroeconomics
  • Microeconomic Behaviour
  • Portfolio Management
  • Preference, Risk and Uncertainty
  • Public Economics
  • Simulation of Social Processes
  • Term Structure Model
  • Trading Strategies

Session Organizers

Deadlines

  • Paper Submission: February 7, 2010
  • Notification of Acceptace: March 15, 2010
  • Final Paper Submission: March 15, 2010
  • Conference: Barcelona, July 18-23, 2010