IEEE Congress on Evolutionary
Computation  (CEC) 2011

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Special Session: "Evolutionary Computation in Finance and Economics"

The use of evolutionary computation (EC) techniques in finance and economics has become increasingly important. These methods have been proven to be a powerful tool in domains were analytic solutions are not a good alternative. Real-world problems involve complexity, noisy environments, uncertainty and vagueness, hence the popularity of EC among both researchers and practitioners. So far it has been successfully used in financial engineering, risk management, portfolio optimization, industrial organization, auctions, searching equilibriums, studying the emergence of the representative agent and rational expectations, designing public policy, financial forecasting, market simulation or agent-based computational economics, among many other areas.

 

 

 

Paper Submission

Call for Papers for the special Session in CEC 2011

Instructions for authors: Manuscripts should be prepared according to the standard format of regular papers specified in IEEE CEC 2011. All papers are to be submitted electronically through the congress website (specify the special session).

Further information:

Conference site: http://www.cec2011.org/index.htm
Instructions for authors: http://www.cec2011.org/submission.htm

Topics

The session is open to contributions from researchers and practitioners working at the intersection of evolutionary computation and economics and finance. Submitted articles should describe applications of evolutionary computation in domains including (but not limited to):

  • Agent-Based Computational Economics
  • Artificial Stock Markets
  • Auctions
  • Environmental Economics
  • Evolutionary Games and Industrial Organization
  • Experimental Economics
  • Financial Data Mining
  • Financial Engineering
  • Financial Time Series Forecasting and Analysis
  • Macroeconomics
  • Microeconomic Behavior
  • Portfolio Management
  • Simulation of Social Processes
  • Term Structure Models
  • Trading Strategies

Specific EC techniques include (but are not limited to):

  • Evolution Strategies
  • Evolutionary artificial Neural Networks
  • Evolutionary Programming
  • Genetic Algorithms
  • Genetic Programming
  • Hybrid Evolutionary Systems
  • Swarm Intelligence

 

Session Organizers

Dr. Pedro Isasi
Department of Computer Science
University Carlos III de Madrid
Tel: +34 91 624 9455
pedro.isasi@uc3m.es

Dr. Asuncion Mochon
Department of Applied Economics
UNED
Tel: +34 91 398 8876
amochon@cee.uned.es

Dr. David Quintana
Department of Computer Science
University Carlos III of Madrid Spain
Tel: +34 91 624 6258
dquintan@inf.uc3m.es

Deadlines

  • Paper Submission: March 7, 2011
  • Notification of Acceptace: March 15, 2011
  • Final Paper Submission: April 1, 2011
  • Conference: New Orleans, June 5-8, 2011