CALL FOR PAPERS CEC 2009: SPECIAL SESSION ON EVOLUTIONARY COMPUTATION IN FINANCE AND ECONOMICS
Yago Saez
CALL FOR PAPERS::CEC 2009
SPECIAL SESSION ON EVOLUTIONARY COMPUTATION IN FINANCE AND ECONOMICS
SCOPE
Both financial and economics problems are more frequently being explore with Evolutionary Computation (EC) 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 EC techniques are needed in order to solve 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 evolutionary computation and economics and 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
Specific EC techniques include (but are not limited to):
• Associated methods of Genetic Programming and Classifier Systems.
• Bio-inspired Algorithms
• Decision Trees
• Evolutionary Strategies
• Evolutionary artificial Neural Networks
• Evolutionary Programming
• Genetic Algorithms
• Hybrid Evolutionary Systems
• Swarm Intelligence
Important Dates:
Paper Submission:
1st November 2008
Notification of Acceptance:
16th January 2009
Final Paper Submission:
16th February 2009
Instructions for authors: Manuscripts should be prepared according to the standard format of regular papers specified in IEEE CEC 2009. All papers are to be submitted electronically through the congress website (specify the special session) http://www.cec-2009.org/
CFP webpage: http://et.evannai.inf.uc3m.es/cfetc-network/index.asp
Post-conference publication: selected papers presented at the conference might be invited, in an extended version, for publication in a special issue of a journal included in the JCR index.
Special Session Organizers:
Dr. Pedro Isasi
Department of Computer Sciences
University Carlos III of Madrid Spain
Tel: +34 91 624 9455
em@il: pedro...@uc3m.es
Dr. Asuncion Mochon
Department of Applied Economics
UNED
Spain
Tel: +34 91 398 8876
em@il: amo...@cee.uned.es
We apologize if you receive this CFP more than once.
Please, feel free to forward this message to anyone who might be interested.
We look forward to seeing you in Norway.
Kind Regards,
Pedro Isasi
Asuncion Mochon
Yago Saez
David Quintana
Yago Saez
The submission system for IEEE CEC 2009 in Norway is now open.
We are ready and waiting for all of your papers!
CALL FOR PAPERS CEC 2009
SPECIAL SESSION ON EVOLUTIONARY COMPUTATION IN FINANCE AND ECONOMICS
May 18-21, 2009
Nova Conference Centre and Cinema, Trondheim, NORWAY, www.cec-2009.org