CFP WCCI 2010 Special Session on Computation in Finance and Economics
Yago Saez
*** Apologies for multiple copies. Please circulate. ***
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2010 IEEE WORLD CONGRESS ON COMPUTATIONAL INTELLIGENCE
July 18-23, 2010, BARCELONA, SPAIIN
Special Session on Computation in Finance and Economics
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.
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. 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
Special Session Organizers
Robert Golan
DBmind Technologies Inc.
em@il: robert...@dbmind.com <mailto:robert...@dbmind.com>
Yago Saez
Department of Computer Science
University Carlos III of Madrid Spain
em@il: yago...@uc3m.es <mailto:yago...@uc3m.es>
Important Dates:
January 31, 2010
Preliminary paper submission
February 14, 2010
Tutorial and workshop proposal
February 22, 2010
Notification of tutorial and workshop acceptance
March 15, 2010
Notification of paper acceptance
May 2, 2010
Final paper submission
I hope to see you in Barcelona.
Best regards,
Robert Golan and Yago Saez.
Yago Saez
7, 2010.
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February 7, 2010
Yago Saez
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Best regards,
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